Kepco Plant (Korea) Alpha and Beta Analysis
| 051600 Stock | 46,850 350.00 0.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kepco Plant S. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kepco Plant over a specified time horizon. Remember, high Kepco Plant'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 Kepco Plant's market risk premium analysis include:
Beta 0.2 | Alpha 0.11 | Risk 1.61 | Sharpe Ratio 0.14 | Expected Return 0.23 |
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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Kepco Plant Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kepco Plant market risk premium is the additional return an investor will receive from holding Kepco Plant 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 Kepco Plant. 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 Kepco Plant's performance over market.| α | 0.11 | β | 0.20 |
Kepco Plant 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 Kepco Plant's Buy-and-hold return. Our buy-and-hold chart shows how Kepco Plant performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kepco Plant Market Price Analysis
Market price analysis indicators help investors to evaluate how Kepco Plant stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kepco Plant shares will generate the highest return on investment. By understating and applying Kepco Plant stock market price indicators, traders can identify Kepco Plant position entry and exit signals to maximize returns.
Kepco Plant Return and Market Media
The median price of Kepco Plant for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 43750.0 with a coefficient of variation of 4.32. The daily time series for the period is distributed with a sample standard deviation of 1886.18, arithmetic mean of 43698.48, and mean deviation of 1607.58. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Kepco Plant 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 Kepco or other stocks. Alpha measures the amount that position in Kepco Plant S 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 Kepco Plant 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, Kepco Plant's short interest history, or implied volatility extrapolated from Kepco Plant options trading.
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Other Information on Investing in Kepco Stock
Kepco Plant financial ratios help investors to determine whether Kepco 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 Kepco with respect to the benefits of owning Kepco Plant security.