Com7 PCL (Thailand) Alpha and Beta Analysis
| COM7 Stock | THB 27.50 0.50 1.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Com7 PCL. It also helps investors analyze the systematic and unsystematic risks associated with investing in Com7 PCL over a specified time horizon. Remember, high Com7 PCL'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 Com7 PCL's market risk premium analysis include:
Beta (0.17) | Alpha 0.27 | Risk 2.34 | Sharpe Ratio 0.0954 | Expected Return 0.22 |
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.
Com7 |
Com7 PCL Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Com7 PCL market risk premium is the additional return an investor will receive from holding Com7 PCL 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 Com7 PCL. 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 Com7 PCL's performance over market.| α | 0.27 | β | -0.17 |
Com7 PCL 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 Com7 PCL's Buy-and-hold return. Our buy-and-hold chart shows how Com7 PCL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Com7 PCL Market Price Analysis
Market price analysis indicators help investors to evaluate how Com7 PCL stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Com7 PCL shares will generate the highest return on investment. By understating and applying Com7 PCL stock market price indicators, traders can identify Com7 PCL position entry and exit signals to maximize returns.
Com7 PCL Return and Market Media
The median price of Com7 PCL for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 25.75 with a coefficient of variation of 5.13. The daily time series for the period is distributed with a sample standard deviation of 1.31, arithmetic mean of 25.59, and mean deviation of 1.14. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Com7 PCL 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 Com7 or other stocks. Alpha measures the amount that position in Com7 PCL 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 Com7 PCL 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, Com7 PCL's short interest history, or implied volatility extrapolated from Com7 PCL options trading.
Build Portfolio with Com7 PCL
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
Align your risk with return expectations
Other Information on Investing in Com7 Stock
Com7 PCL financial ratios help investors to determine whether Com7 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 Com7 with respect to the benefits of owning Com7 PCL security.