CREDIT OTC Stock Alpha and Beta Analysis


USD 5.79  0.14  2.48%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CREDIT SUISSE GROUP. It also helps investors analyze the systematic and unsystematic risks associated with investing in CREDIT SUISSE over a specified time horizon. Remember, high CREDIT SUISSE'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.
Continue to CREDIT SUISSE Backtesting, CREDIT SUISSE Valuation, CREDIT SUISSE Correlation, CREDIT SUISSE Hype Analysis, CREDIT SUISSE Volatility, CREDIT SUISSE History and analyze CREDIT SUISSE Performance.
Please note that although CREDIT SUISSE 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, CREDIT SUISSE did 0.07  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 CREDIT SUISSE GROUP stock's relative risk over its benchmark. CREDIT SUISSE GROUP has a beta of 1.12  . Let's try to break down what CREDIT's beta means in this case. CREDIT SUISSE returns are very sensitive to returns on the market. As the market goes up or down, CREDIT SUISSE is expected to follow.
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.

CREDIT SUISSE Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CREDIT SUISSE market risk premium is the additional return an investor will receive from holding CREDIT SUISSE 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 CREDIT SUISSE. 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 CREDIT SUISSE's performance over market.
α0.07   β1.12
90 days against DJI

CREDIT SUISSE expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of CREDIT SUISSE's Buy-and-hold return. Our buy-and-hold chart shows how CREDIT SUISSE performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

CREDIT SUISSE Market Price Analysis

Market price analysis indicators help investors to evaluate how CREDIT SUISSE otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CREDIT SUISSE shares will generate the highest return on investment. By understating and applying CREDIT SUISSE otc stock market price indicators, traders can identify CREDIT SUISSE position entry and exit signals to maximize returns.

CREDIT SUISSE Return and Market Media

The median price of CREDIT SUISSE for the period between Sat, Jul 16, 2022 and Mon, Aug 15, 2022 is 5.47 with a coefficient of variation of 3.35. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 5.48, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Goldman Sachs, JPM, Morgan Stanley hiring from Credit Suisse...07/25/2022
Credit Suisse stock price fall Will Swiss bank need capital ...08/03/2022
Credit Suisse Top Shareholder Harris Associates Discloses 10...08/10/2022

About CREDIT SUISSE 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in CREDIT SUISSE GROUP 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.

CREDIT SUISSE Investors Sentiment

The influence of CREDIT SUISSE'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 CREDIT. 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 CREDIT SUISSE 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, CREDIT SUISSE's short interest history, or implied volatility extrapolated from CREDIT SUISSE options trading.

Build Portfolio with CREDIT SUISSE

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.

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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
Continue to CREDIT SUISSE Backtesting, CREDIT SUISSE Valuation, CREDIT SUISSE Correlation, CREDIT SUISSE Hype Analysis, CREDIT SUISSE Volatility, CREDIT SUISSE History and analyze CREDIT SUISSE Performance. Note that the CREDIT SUISSE GROUP information on this page should be used as a complementary analysis to other CREDIT SUISSE'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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

Complementary Tools for CREDIT OTC Stock analysis

When running CREDIT SUISSE GROUP price analysis, check to measure CREDIT SUISSE'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 CREDIT SUISSE is operating at the current time. Most of CREDIT SUISSE's value examination focuses on studying past and present price action to predict the probability of CREDIT SUISSE's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move CREDIT SUISSE's price. Additionally, you may evaluate how the addition of CREDIT SUISSE to your portfolios can decrease your overall portfolio volatility.
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CREDIT SUISSE technical otc 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.
A focus of CREDIT SUISSE technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of CREDIT SUISSE trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...