AstraZeneca PLC (Germany) Alpha and Beta Analysis
| ZEGA Stock | EUR 75.50 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AstraZeneca PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in AstraZeneca PLC over a specified time horizon. Remember, high AstraZeneca PLC'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 AstraZeneca PLC's market risk premium analysis include:
Beta 0.17 | Alpha 0.0863 | Risk 1.98 | Sharpe Ratio (0.09) | Expected Return (0.17) |
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.
AstraZeneca |
AstraZeneca PLC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AstraZeneca PLC market risk premium is the additional return an investor will receive from holding AstraZeneca PLC 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 AstraZeneca PLC. 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 AstraZeneca PLC's performance over market.| α | 0.09 | β | 0.17 |
AstraZeneca PLC Fundamentals Vs Peers
Comparing AstraZeneca PLC's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze AstraZeneca PLC's direct or indirect competition across all of the common fundamentals between AstraZeneca PLC and the related equities. This way, we can detect undervalued stocks with similar characteristics as AstraZeneca PLC or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of AstraZeneca PLC's fundamental indicators could also be used in its relative valuation, which is a method of valuing AstraZeneca PLC by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare AstraZeneca PLC to competition |
| Fundamentals | AstraZeneca PLC | Peer Average |
| Return On Equity | 0.22 | -0.31 |
| Return On Asset | 0.0906 | -0.14 |
| Profit Margin | 0.16 % | (1.27) % |
| Operating Margin | 0.24 % | (5.51) % |
| Current Valuation | 263.69 B | 16.62 B |
| Shares Outstanding | 3.1 B | 571.82 M |
| Shares Owned By Institutions | 16.84 % | 39.21 % |
AstraZeneca PLC Opportunities
AstraZeneca PLC Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Compared to Estimates, Astrazeneca Q3 Earnings A Look at Key Metrics - Yahoo Finance | 11/06/2025 |
2 | What hedge fund moves indicate for Precidian ETFs Trust AstraZeneca PLC stock - July 2025 Spike Watch Daily Market Momentum Tracking - newser.com | 11/19/2025 |
3 | Why Astrazeneca is a Top Momentum Stock for the Long-Term - Yahoo Finance | 12/03/2025 |
4 | Why is AstraZeneca PLC one of the best pharma stocks to invest in - MSN | 12/10/2025 |
5 | AstraZeneca Bets Big On China With Massive 15 Billion Investment - Benzinga | 01/29/2026 |
About AstraZeneca PLC 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 AstraZeneca or other stocks. Alpha measures the amount that position in AstraZeneca PLC 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 AstraZeneca PLC 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, AstraZeneca PLC's short interest history, or implied volatility extrapolated from AstraZeneca PLC options trading.
Build Portfolio with AstraZeneca PLC
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
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Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
AstraZeneca PLC 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.