Mongolia Growth Group Stock Alpha and Beta Analysis
| YAK Stock | CAD 1.35 0.04 2.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mongolia Growth Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mongolia Growth over a specified time horizon. Remember, high Mongolia Growth'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 Mongolia Growth's market risk premium analysis include:
Beta 0.94 | Alpha (0.13) | Risk 2.53 | Sharpe Ratio (0.02) | Expected Return (0.06) |
Enterprise Value |
|
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.
Mongolia |
Mongolia Growth Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mongolia Growth market risk premium is the additional return an investor will receive from holding Mongolia Growth 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 Mongolia Growth. 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 Mongolia Growth's performance over market.| α | -0.13 | β | 0.94 |
Mongolia Growth 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 Mongolia Growth's Buy-and-hold return. Our buy-and-hold chart shows how Mongolia Growth performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mongolia Growth Market Price Analysis
Market price analysis indicators help investors to evaluate how Mongolia Growth stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mongolia Growth shares will generate the highest return on investment. By understating and applying Mongolia Growth stock market price indicators, traders can identify Mongolia Growth position entry and exit signals to maximize returns.
Mongolia Growth Return and Market Media
The median price of Mongolia Growth for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 1.43 with a coefficient of variation of 3.58. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 1.43, and mean deviation of 0.04. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | The past three years for Inner Mongolia Yili Industrial Group investors has not been profitable - Simply Wall St | 09/23/2024 |
2 | Kumyang Faces Probe for Drastically Reducing Mongolian Mine Performance Outlook - BusinessKorea | 10/01/2024 |
About Mongolia Growth 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 Mongolia or other stocks. Alpha measures the amount that position in Mongolia Growth Group 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.
| 2021 | 2023 | 2024 (projected) | Days Sales Outstanding | 1.41 | 4.36 | 4.14 | PTB Ratio | 1.07 | 0.81 | 0.77 |
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 Mongolia Growth 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, Mongolia Growth's short interest history, or implied volatility extrapolated from Mongolia Growth options trading.
Build Portfolio with Mongolia Growth
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 Tools for Mongolia Stock Analysis
When running Mongolia Growth's price analysis, check to measure Mongolia Growth's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Mongolia Growth is operating at the current time. Most of Mongolia Growth's value examination focuses on studying past and present price action to predict the probability of Mongolia Growth's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mongolia Growth's price. Additionally, you may evaluate how the addition of Mongolia Growth to your portfolios can decrease your overall portfolio volatility.