Aqua Public (Thailand) Alpha and Beta Analysis
| AQUA Stock | THB 0.34 0.01 3.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aqua Public. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aqua Public over a specified time horizon. Remember, high Aqua Public'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 Aqua Public's market risk premium analysis include:
Beta 0.49 | Alpha (0.04) | Risk 126.84 | Sharpe Ratio 0.11 | Expected Return 14.27 |
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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Aqua Public Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aqua Public market risk premium is the additional return an investor will receive from holding Aqua Public 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 Aqua Public. 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 Aqua Public's performance over market.| α | -0.04 | β | 0.49 |
Aqua Public 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 Aqua Public's Buy-and-hold return. Our buy-and-hold chart shows how Aqua Public performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aqua Public Market Price Analysis
Market price analysis indicators help investors to evaluate how Aqua Public stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aqua Public shares will generate the highest return on investment. By understating and applying Aqua Public stock market price indicators, traders can identify Aqua Public position entry and exit signals to maximize returns.
Aqua Public Return and Market Media
The median price of Aqua Public for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 0.35 with a coefficient of variation of 13.02. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 0.35, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Aqua Public 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 Aqua or other stocks. Alpha measures the amount that position in Aqua Public 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 Aqua Public 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, Aqua Public's short interest history, or implied volatility extrapolated from Aqua Public options trading.
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Other Information on Investing in Aqua Stock
Aqua Public financial ratios help investors to determine whether Aqua 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 Aqua with respect to the benefits of owning Aqua Public security.