SPASX 300 (Australia) Alpha and Beta Analysis
| AXMEKD Index | 2,563 7.41 0.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SPASX 300 Media. It also helps investors analyze the systematic and unsystematic risks associated with investing in SPASX 300 over a specified time horizon. Remember, high SPASX 300'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 SPASX 300's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 1 | Sharpe Ratio 0.17 | Expected Return 0.16 |
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 Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in industry. SPASX 300 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SPASX 300 market risk premium is the additional return an investor will receive from holding SPASX 300 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 SPASX 300. 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 SPASX 300's performance over market.| α | 0.00 | β | 0.00 |
SPASX 300 Return and Market Media
The median price of SPASX 300 for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 2468.09 with a coefficient of variation of 5.0. The daily time series for the period is distributed with a sample standard deviation of 124.58, arithmetic mean of 2493.65, and mean deviation of 105.99. The Index did not receive any noticable media coverage during the period. Price Growth (%) |
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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 SPASX 300 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, SPASX 300's short interest history, or implied volatility extrapolated from SPASX 300 options trading.