Nara Mold (Korea) Alpha and Beta Analysis
| 051490 Stock | KRW 4,115 45.00 1.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nara Mold Die. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nara Mold over a specified time horizon. Remember, high Nara Mold'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. Key technical indicators related to Nara Mold's market risk premium analysis include:
Beta (0.17) | Alpha (0.13) | Risk 3.92 | Sharpe Ratio (0.03) | Expected Return (0.11) |
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.
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Nara Mold Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nara Mold market risk premium is the additional return an investor will receive from holding Nara Mold 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 Nara Mold. 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 Nara Mold's performance over market.| α | -0.13 | β | -0.17 |
Nara Mold 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 Nara Mold's Buy-and-hold return. Our buy-and-hold chart shows how Nara Mold performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nara Mold Market Price Analysis
Market price analysis indicators help investors to evaluate how Nara Mold stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nara Mold shares will generate the highest return on investment. By understating and applying Nara Mold stock market price indicators, traders can identify Nara Mold position entry and exit signals to maximize returns.
Nara Mold Return and Market Media
The median price of Nara Mold for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 4655.0 with a coefficient of variation of 5.9. The daily time series for the period is distributed with a sample standard deviation of 276.86, arithmetic mean of 4693.79, and mean deviation of 211.63. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Nara Mold 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 Nara or other stocks. Alpha measures the amount that position in Nara Mold Die 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 Nara Mold 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, Nara Mold's short interest history, or implied volatility extrapolated from Nara Mold options trading.
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Other Information on Investing in Nara Stock
Nara Mold financial ratios help investors to determine whether Nara Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Nara with respect to the benefits of owning Nara Mold security.