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.
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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., DOW 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 DOW and AVIS BUDGET are completely uncorrelated.
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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 DJI

AVIS BUDGET Investors Sentiment

The influence of AVIS BUDGET's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in AVIS BUDGET. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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.

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Check out Trending Equities. Note that the AVIS BUDGET GROUP information on this page should be used as a complementary analysis to other AVIS BUDGET's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.

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.
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