Vnsteel Vicasa (Vietnam) Alpha and Beta Analysis
| VCA Stock | 17,600 1,150 6.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vnsteel Vicasa JSC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vnsteel Vicasa over a specified time horizon. Remember, high Vnsteel Vicasa'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 Vnsteel Vicasa's market risk premium analysis include:
Beta (0.99) | Alpha 1.08 | Risk 3.74 | Sharpe Ratio 0.52 | Expected Return 1.94 |
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.
Vnsteel |
Vnsteel Vicasa Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vnsteel Vicasa market risk premium is the additional return an investor will receive from holding Vnsteel Vicasa 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 Vnsteel Vicasa. 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 Vnsteel Vicasa's performance over market.| α | 1.08 | β | -0.99 |
Vnsteel Vicasa 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 Vnsteel Vicasa's Buy-and-hold return. Our buy-and-hold chart shows how Vnsteel Vicasa performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vnsteel Vicasa Market Price Analysis
Market price analysis indicators help investors to evaluate how Vnsteel Vicasa stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vnsteel Vicasa shares will generate the highest return on investment. By understating and applying Vnsteel Vicasa stock market price indicators, traders can identify Vnsteel Vicasa position entry and exit signals to maximize returns.
Vnsteel Vicasa Return and Market Media
The median price of Vnsteel Vicasa for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 8760.0 with a coefficient of variation of 20.26. The daily time series for the period is distributed with a sample standard deviation of 1923.1, arithmetic mean of 9493.03, and mean deviation of 1167.81. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Vnsteel Vicasa 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 Vnsteel or other stocks. Alpha measures the amount that position in Vnsteel Vicasa JSC 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 Vnsteel Vicasa 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, Vnsteel Vicasa's short interest history, or implied volatility extrapolated from Vnsteel Vicasa options trading.
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Other Information on Investing in Vnsteel Stock
Vnsteel Vicasa financial ratios help investors to determine whether Vnsteel 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 Vnsteel with respect to the benefits of owning Vnsteel Vicasa security.