Grupa HRC (Poland) Alpha and Beta Analysis
| HRC Stock | 0.87 0.03 3.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grupa HRC SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grupa HRC over a specified time horizon. Remember, high Grupa HRC'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 Grupa HRC's market risk premium analysis include:
Beta 0.81 | Alpha (0.68) | Risk 5.04 | Sharpe Ratio (0.09) | Expected Return (0.46) |
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.
Grupa |
Grupa HRC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grupa HRC market risk premium is the additional return an investor will receive from holding Grupa HRC 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 Grupa HRC. 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 Grupa HRC's performance over market.| α | -0.68 | β | 0.81 |
Grupa HRC Return and Market Media
The median price of Grupa HRC for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 1.09 with a coefficient of variation of 18.23. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 1.16, and mean deviation of 0.19. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 Grupa HRC 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, Grupa HRC's short interest history, or implied volatility extrapolated from Grupa HRC options trading.
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Additional Tools for Grupa Stock Analysis
When running Grupa HRC's price analysis, check to measure Grupa HRC'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 Grupa HRC is operating at the current time. Most of Grupa HRC's value examination focuses on studying past and present price action to predict the probability of Grupa HRC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grupa HRC's price. Additionally, you may evaluate how the addition of Grupa HRC to your portfolios can decrease your overall portfolio volatility.