ISEQ (Ireland) Alpha and Beta Analysis

ISEQ
 Index
  

 6,318  40.46  0.64%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ISEQ. It also helps investors analyze the systematic and unsystematic risks associated with investing in ISEQ over a specified time horizon. Remember, high ISEQ'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 ISEQ Backtesting, Portfolio Optimization, ISEQ Correlation, ISEQ Hype Analysis, ISEQ Volatility, ISEQ History and analyze ISEQ Performance.
  
Refresh
Please note that although ISEQ 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, ISEQ 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 ISEQ index's relative risk over its benchmark. ISEQ has a beta of 0.00  . Let's try to break down what ISEQ's beta means in this case. The returns on DOW and ISEQ 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.

ISEQ Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ISEQ market risk premium is the additional return an investor will receive from holding ISEQ 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 ISEQ. 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 ISEQ's performance over market.
α0.00   β0.00
90 days against DJI

ISEQ Fundamentals

ISEQ Market Price Analysis

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

ISEQ Return and Market Media

The median price of ISEQ for the period between Sun, Apr 3, 2022 and Sat, Jul 2, 2022 is 7124.48 with a coefficient of variation of 4.75. The daily time series for the period is distributed with a sample standard deviation of 332.66, arithmetic mean of 6995.99, and mean deviation of 271.75. The Index did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About ISEQ 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 ISEQ 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.

ISEQ Investors Sentiment

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

Current Sentiment - ISEQ

ISEQ Investor Sentiment

Most of Macroaxis investors are at this time bullish on ISEQ. What is your judgment towards investing in Ireland companies? Are you bullish or bearish on ISEQ?
Bullish
Bearish
98% Bullish
2% Bearish

Build Portfolio with ISEQ

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 ISEQ Backtesting, Portfolio Optimization, ISEQ Correlation, ISEQ Hype Analysis, ISEQ Volatility, ISEQ History and analyze ISEQ Performance. Note that the ISEQ information on this page should be used as a complementary analysis to other ISEQ'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 Money Managers module to screen money managers from public funds and ETFs managed around the world.

Other Tools for ISEQ Index

When running ISEQ price analysis, check to measure ISEQ'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 ISEQ is operating at the current time. Most of ISEQ's value examination focuses on studying past and present price action to predict the probability of ISEQ's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move ISEQ's price. Additionally, you may evaluate how the addition of ISEQ to your portfolios can decrease your overall portfolio volatility.
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Go
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Go
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Go
Focused Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Go
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges
Go
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Go