Sambo Corrugated (Korea) Alpha and Beta Analysis

023600 Stock  KRW 8,630  60.00  0.70%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sambo Corrugated Board. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sambo Corrugated over a specified time horizon. Remember, high Sambo Corrugated'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 Sambo Corrugated's market risk premium analysis include:
Beta
0.21
Alpha
(0.14)
Risk
0.79
Sharpe Ratio
(0.14)
Expected Return
(0.11)
Please note that although Sambo Corrugated alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Sambo Corrugated did 0.14  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Sambo Corrugated Board stock's relative risk over its benchmark. Sambo Corrugated Board has a beta of 0.21  . As returns on the market increase, Sambo Corrugated's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sambo Corrugated is expected to be smaller as well. .
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.
  
Check out Sambo Corrugated Backtesting, Sambo Corrugated Valuation, Sambo Corrugated Correlation, Sambo Corrugated Hype Analysis, Sambo Corrugated Volatility, Sambo Corrugated History and analyze Sambo Corrugated Performance.

Sambo Corrugated Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sambo Corrugated market risk premium is the additional return an investor will receive from holding Sambo Corrugated 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 Sambo Corrugated. 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 Sambo Corrugated's performance over market.
α-0.14   β0.21

Sambo Corrugated 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 Sambo Corrugated's Buy-and-hold return. Our buy-and-hold chart shows how Sambo Corrugated performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Sambo Corrugated Market Price Analysis

Market price analysis indicators help investors to evaluate how Sambo Corrugated stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sambo Corrugated shares will generate the highest return on investment. By understating and applying Sambo Corrugated stock market price indicators, traders can identify Sambo Corrugated position entry and exit signals to maximize returns.

Sambo Corrugated Return and Market Media

The median price of Sambo Corrugated for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 9159.67 with a coefficient of variation of 2.94. The daily time series for the period is distributed with a sample standard deviation of 267.25, arithmetic mean of 9085.99, and mean deviation of 212.2. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Sambo Corrugated 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 Sambo or other stocks. Alpha measures the amount that position in Sambo Corrugated Board 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 Sambo Corrugated 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, Sambo Corrugated's short interest history, or implied volatility extrapolated from Sambo Corrugated options trading.

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Other Information on Investing in Sambo Stock

Sambo Corrugated financial ratios help investors to determine whether Sambo 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 Sambo with respect to the benefits of owning Sambo Corrugated security.