Medy Tox (Korea) Alpha and Beta Analysis
| 086900 Stock | KRW 131,400 1,800 1.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Medy Tox. It also helps investors analyze the systematic and unsystematic risks associated with investing in Medy Tox over a specified time horizon. Remember, high Medy Tox'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 Medy Tox's market risk premium analysis include:
Beta 0.39 | Alpha (0.71) | Risk 3.42 | Sharpe Ratio (0.16) | Expected Return (0.54) |
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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Medy Tox Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Medy Tox market risk premium is the additional return an investor will receive from holding Medy Tox 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 Medy Tox. 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 Medy Tox's performance over market.| α | -0.71 | β | 0.39 |
Medy Tox 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 Medy Tox's Buy-and-hold return. Our buy-and-hold chart shows how Medy Tox performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Medy Tox Market Price Analysis
Market price analysis indicators help investors to evaluate how Medy Tox stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Medy Tox shares will generate the highest return on investment. By understating and applying Medy Tox stock market price indicators, traders can identify Medy Tox position entry and exit signals to maximize returns.
Medy Tox Return and Market Media
The median price of Medy Tox for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 176700.0 with a coefficient of variation of 14.34. The daily time series for the period is distributed with a sample standard deviation of 24587.59, arithmetic mean of 171488.76, and mean deviation of 19114.39. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Medy Tox 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 Medy or other stocks. Alpha measures the amount that position in Medy Tox 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 Medy Tox 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, Medy Tox's short interest history, or implied volatility extrapolated from Medy Tox options trading.
Build Portfolio with Medy Tox
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
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Other Information on Investing in Medy Stock
Medy Tox financial ratios help investors to determine whether Medy 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 Medy with respect to the benefits of owning Medy Tox security.