ALCAN 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 ALCAN INC. It also helps investors analyze the systematic and unsystematic risks associated with investing in ALCAN INC over a specified time horizon. Remember, high ALCAN INC'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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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.

ALCAN INC Market Premiums

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

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Check out Trending Equities. Note that the ALCAN INC information on this page should be used as a complementary analysis to other ALCAN INC'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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

Other Tools for ALCAN Stock

When running ALCAN INC price analysis, check to measure ALCAN INC'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 ALCAN INC is operating at the current time. Most of ALCAN INC's value examination focuses on studying past and present price action to predict the probability of ALCAN INC's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move ALCAN INC's price. Additionally, you may evaluate how the addition of ALCAN INC to your portfolios can decrease your overall portfolio volatility.
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