FnGuide (Korea) Alpha and Beta Analysis
| 064850 Stock | KRW 8,050 10.00 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FnGuide. It also helps investors analyze the systematic and unsystematic risks associated with investing in FnGuide over a specified time horizon. Remember, high FnGuide'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 FnGuide's market risk premium analysis include:
Beta 0.84 | Alpha 0.37 | Risk 11.06 | Sharpe Ratio 0.024 | Expected Return 0.27 |
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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FnGuide Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FnGuide market risk premium is the additional return an investor will receive from holding FnGuide 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 FnGuide. 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 FnGuide's performance over market.| α | 0.37 | β | 0.84 |
FnGuide 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 FnGuide's Buy-and-hold return. Our buy-and-hold chart shows how FnGuide performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FnGuide Market Price Analysis
Market price analysis indicators help investors to evaluate how FnGuide stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FnGuide shares will generate the highest return on investment. By understating and applying FnGuide stock market price indicators, traders can identify FnGuide position entry and exit signals to maximize returns.
FnGuide Return and Market Media
The median price of FnGuide for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 10550.0 with a coefficient of variation of 44.37. The daily time series for the period is distributed with a sample standard deviation of 5361.71, arithmetic mean of 12083.94, and mean deviation of 3531.38. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About FnGuide 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 FnGuide or other stocks. Alpha measures the amount that position in FnGuide 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 FnGuide 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, FnGuide's short interest history, or implied volatility extrapolated from FnGuide options trading.
Build Portfolio with FnGuide
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Other Information on Investing in FnGuide Stock
FnGuide financial ratios help investors to determine whether FnGuide 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 FnGuide with respect to the benefits of owning FnGuide security.