AVIS BUDGET (Germany) 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 AVIS BUDGET GROUP. It also helps investors analyze the systematic and unsystematic risks associated with investing in AVIS BUDGET over a specified time horizon. Remember, high AVIS BUDGET'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.
Check out Trending Equities.
  
Please note that although AVIS BUDGET alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, AVIS BUDGET did 0.00  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of AVIS BUDGET GROUP stock's relative risk over its benchmark. AVIS BUDGET GROUP has a beta of 0.00  . Let's try to break down what AVIS BUDGET's beta means in this case. The returns on NYSE COMPOSITE and AVIS BUDGET are completely uncorrelated.
.
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.

AVIS BUDGET Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AVIS BUDGET market risk premium is the additional return an investor will receive from holding AVIS BUDGET 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 AVIS BUDGET. 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 AVIS BUDGET's performance over market.
α0.00   β0.00
90 days against NYA
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 AVIS BUDGET 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, AVIS BUDGET's short interest history, or implied volatility extrapolated from AVIS BUDGET options trading.

Build Portfolio with AVIS BUDGET

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

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Trending Equities. You can also try Fund Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.

Other Tools for AVIS BUDGET Stock

When running AVIS BUDGET GROUP price analysis, check to measure AVIS BUDGET'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 AVIS BUDGET is operating at the current time. Most of AVIS BUDGET's value examination focuses on studying past and present price action to predict the probability of AVIS BUDGET's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move AVIS BUDGET's price. Additionally, you may evaluate how the addition of AVIS BUDGET to your portfolios can decrease your overall portfolio volatility.
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Go
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Go
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Fund Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Go
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
CEO Directory
Screen CEOs from public companies around the world
Go
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Go
Stock Screener
Find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Go