HALMA PLC (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 HALMA PLC Registered. It also helps investors analyze the systematic and unsystematic risks associated with investing in HALMA PLC over a specified time horizon. Remember, high HALMA PLC'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 Risk vs Return Analysis.
  
Please note that although HALMA PLC 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, HALMA PLC 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 HALMA PLC Registered stock's relative risk over its benchmark. HALMA PLC Registered has a beta of 0.00  . Let's try to break down what HALMA's beta means in this case. The returns on DOW and HALMA PLC 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.

HALMA PLC Market Premiums

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

HALMA PLC Investors Sentiment

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

Build Portfolio with HALMA PLC

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 Risk vs Return Analysis. Note that the HALMA PLC Registered information on this page should be used as a complementary analysis to other HALMA PLC'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 Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.

Other Tools for HALMA Stock

When running HALMA PLC Registered price analysis, check to measure HALMA PLC'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 HALMA PLC is operating at the current time. Most of HALMA PLC's value examination focuses on studying past and present price action to predict the probability of HALMA PLC's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move HALMA PLC's price. Additionally, you may evaluate how the addition of HALMA PLC to your portfolios can decrease your overall portfolio volatility.
ETF Directory
Find actively traded Exchange Traded Funds (ETF) from around the world
Go
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Go
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
Bond Directory
Find actively traded corporate debentures issued by US companies
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Go
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Go
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Go
Focused Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Go
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Go