Yujin Robot (Korea) Alpha and Beta Analysis
| 056080 Stock | KRW 6,010 30.00 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Yujin Robot Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Yujin Robot over a specified time horizon. Remember, high Yujin Robot'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 Yujin Robot's market risk premium analysis include:
Beta (0.20) | Alpha 0.12 | Risk 4.37 | Sharpe Ratio 0.034 | Expected Return 0.15 |
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.
Yujin |
Yujin Robot Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Yujin Robot market risk premium is the additional return an investor will receive from holding Yujin Robot 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 Yujin Robot. 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 Yujin Robot's performance over market.| α | 0.12 | β | -0.2 |
Yujin Robot 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 Yujin Robot's Buy-and-hold return. Our buy-and-hold chart shows how Yujin Robot performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Yujin Robot Market Price Analysis
Market price analysis indicators help investors to evaluate how Yujin Robot stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Yujin Robot shares will generate the highest return on investment. By understating and applying Yujin Robot stock market price indicators, traders can identify Yujin Robot position entry and exit signals to maximize returns.
Yujin Robot Return and Market Media
The median price of Yujin Robot for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 5880.0 with a coefficient of variation of 8.27. The daily time series for the period is distributed with a sample standard deviation of 491.71, arithmetic mean of 5947.42, and mean deviation of 367.02. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Yujin Robot 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 Yujin or other stocks. Alpha measures the amount that position in Yujin Robot 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 Yujin Robot 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, Yujin Robot's short interest history, or implied volatility extrapolated from Yujin Robot options trading.
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Other Information on Investing in Yujin Stock
Yujin Robot financial ratios help investors to determine whether Yujin 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 Yujin with respect to the benefits of owning Yujin Robot security.