Roku (Brazil) Alpha and Beta Analysis
| R1KU34 Stock | BRL 19.98 0.56 2.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Roku Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Roku over a specified time horizon. Remember, high Roku'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 Roku's market risk premium analysis include:
Beta 0.72 | Alpha 0.19 | Risk 3.57 | Sharpe Ratio 0.0498 | Expected Return 0.18 |
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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Roku Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Roku market risk premium is the additional return an investor will receive from holding Roku 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 Roku. 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 Roku's performance over market.| α | 0.19 | β | 0.72 |
Roku 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 Roku's Buy-and-hold return. Our buy-and-hold chart shows how Roku performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Roku Market Price Analysis
Market price analysis indicators help investors to evaluate how Roku stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Roku shares will generate the highest return on investment. By understating and applying Roku stock market price indicators, traders can identify Roku position entry and exit signals to maximize returns.
Roku Return and Market Media
The median price of Roku for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 20.68 with a coefficient of variation of 6.15. The daily time series for the period is distributed with a sample standard deviation of 1.26, arithmetic mean of 20.42, and mean deviation of 1.01. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Roku 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 Roku or other stocks. Alpha measures the amount that position in Roku Inc 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 Roku 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, Roku's short interest history, or implied volatility extrapolated from Roku options trading.
Build Portfolio with Roku
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
Additional Information and Resources on Investing in Roku Stock
When determining whether Roku Inc is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Roku Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Roku Inc Stock. Highlighted below are key reports to facilitate an investment decision about Roku Inc Stock:Check out Roku Backtesting, Roku Valuation, Roku Correlation, Roku Hype Analysis, Roku Volatility, Roku History and analyze Roku Performance. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Roku technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.