Japan Real (Germany) Alpha and Beta Analysis
| JUA Stock | EUR 3,400 60.00 1.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Japan Real Estate. It also helps investors analyze the systematic and unsystematic risks associated with investing in Japan Real over a specified time horizon. Remember, high Japan Real'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 Japan Real's market risk premium analysis include:
Beta 0.26 | Alpha (0.11) | Risk 1.03 | Sharpe Ratio (0.03) | Expected Return (0.03) |
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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Japan Real Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Japan Real market risk premium is the additional return an investor will receive from holding Japan Real 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 Japan Real. 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 Japan Real's performance over market.| α | -0.11 | β | 0.26 |
Japan Real 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 Japan Real's Buy-and-hold return. Our buy-and-hold chart shows how Japan Real performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Japan Real Market Price Analysis
Market price analysis indicators help investors to evaluate how Japan Real stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Japan Real shares will generate the highest return on investment. By understating and applying Japan Real stock market price indicators, traders can identify Japan Real position entry and exit signals to maximize returns.
Japan Real Return and Market Media
The median price of Japan Real for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 3400.0 with a coefficient of variation of 3.78. The daily time series for the period is distributed with a sample standard deviation of 130.33, arithmetic mean of 3448.79, and mean deviation of 113.76. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Japan Real 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 Japan or other stocks. Alpha measures the amount that position in Japan Real Estate 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 Japan Real 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, Japan Real's short interest history, or implied volatility extrapolated from Japan Real options trading.
Build Portfolio with Japan Real
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 Japan Stock
Japan Real financial ratios help investors to determine whether Japan 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 Japan with respect to the benefits of owning Japan Real security.