Nordfyns Bank (Denmark) Alpha and Beta Analysis
| NRDF Stock | DKK 354.00 4.00 1.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nordfyns Bank AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nordfyns Bank over a specified time horizon. Remember, high Nordfyns Bank's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Nordfyns Bank's market risk premium analysis include:
Beta (0.03) | Alpha 0.23 | Risk 1.73 | Sharpe Ratio 0.13 | Expected Return 0.22 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Nordfyns |
Nordfyns Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nordfyns Bank market risk premium is the additional return an investor will receive from holding Nordfyns Bank long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Nordfyns Bank. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Nordfyns Bank's performance over market.| α | 0.23 | β | -0.03 |
Nordfyns Bank expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Nordfyns Bank's Buy-and-hold return. Our buy-and-hold chart shows how Nordfyns Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nordfyns Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how Nordfyns Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nordfyns Bank shares will generate the highest return on investment. By understating and applying Nordfyns Bank stock market price indicators, traders can identify Nordfyns Bank position entry and exit signals to maximize returns.
Nordfyns Bank Return and Market Media
The median price of Nordfyns Bank for the period between Thu, Feb 8, 2024 and Wed, May 8, 2024 is 340.0 with a coefficient of variation of 4.02. The daily time series for the period is distributed with a sample standard deviation of 13.56, arithmetic mean of 337.11, and mean deviation of 10.45. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Nordfyns Bank Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Nordfyns or other stocks. Alpha measures the amount that position in Nordfyns Bank AS has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Nordfyns Bank in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Nordfyns Bank's short interest history, or implied volatility extrapolated from Nordfyns Bank options trading.
Build Portfolio with Nordfyns Bank
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Nordfyns Bank Backtesting, Nordfyns Bank Valuation, Nordfyns Bank Correlation, Nordfyns Bank Hype Analysis, Nordfyns Bank Volatility, Nordfyns Bank History and analyze Nordfyns Bank Performance. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Complementary Tools for Nordfyns Stock analysis
When running Nordfyns Bank's price analysis, check to measure Nordfyns Bank's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Nordfyns Bank is operating at the current time. Most of Nordfyns Bank's value examination focuses on studying past and present price action to predict the probability of Nordfyns Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nordfyns Bank's price. Additionally, you may evaluate how the addition of Nordfyns Bank to your portfolios can decrease your overall portfolio volatility.
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Nordfyns Bank technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.