MIQUEL Y (Spain) Alpha and Beta Analysis


EUR 11.54  0.14  1.20%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MIQUEL Y COSTAS. It also helps investors analyze the systematic and unsystematic risks associated with investing in MIQUEL Y over a specified time horizon. Remember, high MIQUEL Y'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.
Additionally, see MIQUEL Y Backtesting, MIQUEL Y Valuation, MIQUEL Y Correlation, MIQUEL Y Hype Analysis, MIQUEL Y Volatility, MIQUEL Y History and analyze MIQUEL Y Performance.
Please note that although MIQUEL Y 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, MIQUEL Y did 0.17  worse 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 MIQUEL Y COSTAS stock's relative risk over its benchmark. MIQUEL Y COSTAS has a beta of 0.0363  . Let's try to break down what MIQUEL's beta means in this case. As returns on the market increase, returns on owning MIQUEL Y are expected to decrease at a much lower rate. During the bear market, MIQUEL Y is likely to outperform the market.
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.

MIQUEL Y Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MIQUEL Y market risk premium is the additional return an investor will receive from holding MIQUEL Y 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 MIQUEL Y. 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 MIQUEL Y's performance over market.
α-0.17   β-0.04
90 days against DJI

MIQUEL Y 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 MIQUEL Y's Buy-and-hold return. Our buy-and-hold chart shows how MIQUEL Y performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

MIQUEL Y Market Price Analysis

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

MIQUEL Y Return and Market Media

The median price of MIQUEL Y for the period between Mon, Jul 4, 2022 and Sun, Oct 2, 2022 is 12.66 with a coefficient of variation of 5.03. The daily time series for the period is distributed with a sample standard deviation of 0.62, arithmetic mean of 12.33, and mean deviation of 0.53. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  

About MIQUEL Y 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 financial instruments including MIQUEL or other stocks. Alpha measures the amount that position in MIQUEL Y COSTAS 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.
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 MIQUEL Y 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, MIQUEL Y's short interest history, or implied volatility extrapolated from MIQUEL Y options trading.

Build Portfolio with MIQUEL Y

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
Additionally, see MIQUEL Y Backtesting, MIQUEL Y Valuation, MIQUEL Y Correlation, MIQUEL Y Hype Analysis, MIQUEL Y Volatility, MIQUEL Y History and analyze MIQUEL Y Performance. You can also try Bond Directory module to find actively traded corporate debentures issued by US companies.

Other Tools for MIQUEL Stock

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