Surge Energy Stock Alpha and Beta Analysis
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Surge Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Surge Energy over a specified time horizon. Remember, high Surge Energy'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 Surge Energy's market risk premium analysis include:
Beta 0.15 | Alpha 0.79 | Risk 2.11 | Sharpe Ratio 0.39 | Expected Return 0.81 |
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.
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Surge Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Surge Energy market risk premium is the additional return an investor will receive from holding Surge Energy 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 Surge Energy. 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 Surge Energy's performance over market.| α | 0.79 | β | 0.15 |
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 Surge Energy 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, Surge Energy's short interest history, or implied volatility extrapolated from Surge Energy options trading.
Build Portfolio with Surge Energy
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 World Market Map 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 board of governors. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Other Tools for Surge Stock
When running Surge Energy's price analysis, check to measure Surge Energy'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 Surge Energy is operating at the current time. Most of Surge Energy's value examination focuses on studying past and present price action to predict the probability of Surge Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Surge Energy's price. Additionally, you may evaluate how the addition of Surge Energy to your portfolios can decrease your overall portfolio volatility.
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