Autohellas (Greece) Alpha and Beta Analysis
OTOEL Stock | EUR 12.78 0.10 0.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Autohellas SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Autohellas over a specified time horizon. Remember, high Autohellas' 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 Autohellas' market risk premium analysis include:
Beta 0.19 | Alpha (0.02) | Risk 1.34 | Sharpe Ratio 0.0255 | Expected Return 0.0341 |
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.
Autohellas |
Autohellas Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Autohellas market risk premium is the additional return an investor will receive from holding Autohellas 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 Autohellas. 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 Autohellas' performance over market.α | -0.02 | β | 0.19 |
Autohellas 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 Autohellas' Buy-and-hold return. Our buy-and-hold chart shows how Autohellas performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Autohellas Market Price Analysis
Market price analysis indicators help investors to evaluate how Autohellas stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Autohellas shares will generate the highest return on investment. By understating and applying Autohellas stock market price indicators, traders can identify Autohellas position entry and exit signals to maximize returns.
Autohellas Return and Market Media
The median price of Autohellas for the period between Sat, Feb 3, 2024 and Fri, May 3, 2024 is 12.8 with a coefficient of variation of 1.65. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 12.78, and mean deviation of 0.17. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Autohellas 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 Autohellas or other stocks. Alpha measures the amount that position in Autohellas SA 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 Autohellas 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, Autohellas' short interest history, or implied volatility extrapolated from Autohellas options trading.
Build Portfolio with Autohellas
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 Autohellas Backtesting, Autohellas Valuation, Autohellas Correlation, Autohellas Hype Analysis, Autohellas Volatility, Autohellas History and analyze Autohellas Performance. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Complementary Tools for Autohellas Stock analysis
When running Autohellas' price analysis, check to measure Autohellas' 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 Autohellas is operating at the current time. Most of Autohellas' value examination focuses on studying past and present price action to predict the probability of Autohellas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Autohellas' price. Additionally, you may evaluate how the addition of Autohellas to your portfolios can decrease your overall portfolio volatility.
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Autohellas 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.