Alpha and beta are two of the key measurements used to evaluate the performance of a stock, a fund, or an investment portfolio. Alpha measures the amount that the investment has returned in comparison to the market index or other broad benchmark that it is compared against. Beta measures the...
Alphais another measure of risk in addition to beta that measures returns after adjusting for overall market volatility and random fluctuation. An alpha calculation of zero suggests that a stock has earned a return equal to the risk. An alpha above zero means an investment outperformed. A negativ...
A high alpha stock is considered a higher risk. However, it also provides higher returns to investors. What are low beta stocks? Low beta stocks are stocks with a beta value that is less than 1. This means that the stock is less volatile than the market and is, therefore, less risky....
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Let’s say over the last year, the Straits Times Index returned 4% and the stock returned 10%, or 6% over the benchmark index; this would give the stock an alpha value of 6. If the stock had instead lost 2% in value, it would then have an alpha value of -6. ...
Unlike beta, which simply measures volatility, alpha measures a portfolio manager’s ability to outperform a market index. Alpha is a measure of the difference between a portfolio's actual returns and its expected performance, given its level of risk as measured by beta. For example, if a ...
MET Stock USD 87.13 0.13 0.15% This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MetLife. It also helps investors analyze the systematic and unsystematic risks associated with investing in MetLife over a specified time ...
So Yelp, keep issuing more shares and keep those losses on a per share basis shrinking...lol May 01, 2014 10:30 AM View How The Decision To List Health Code Ratings Could Hurt Yelp by Seeking Beta To Your Alpha m matildazen Yelp is being redundant in publishing healthcodes which are ...
If a stock or fund outperforms the market for a year, it is probably because of beta or random luck rather than alpha. Defining Alpha Alpha is the excess return on an investment after adjusting for market-related volatility and random fluctuations. Alpha is one of the five major risk manage...
Stock.Cloudflare NETStockUSD141.522.771.92% This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cloudflare. It also helps investors analyze the systematic andunsystematic risksassociated with investing in Cloudflare over a specified ti...