Corsa Coal Corp Stock Alpha and Beta Analysis
| CRSXF Stock | USD 0.18 0.01 5.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Corsa Coal Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Corsa Coal over a specified time horizon. Remember, high Corsa Coal'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 Corsa Coal's market risk premium analysis include:
Beta (0.80) | Alpha 0.6 | Risk 7.04 | Sharpe Ratio 0.0891 | Expected Return 0.63 |
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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Corsa Coal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Corsa Coal market risk premium is the additional return an investor will receive from holding Corsa Coal 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 Corsa Coal. 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 Corsa Coal's performance over market.| α | 0.60 | β | -0.8 |
Corsa Coal 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 Corsa Coal's Buy-and-hold return. Our buy-and-hold chart shows how Corsa Coal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Corsa Coal Market Price Analysis
Market price analysis indicators help investors to evaluate how Corsa Coal otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Corsa Coal shares will generate the highest return on investment. By understating and applying Corsa Coal otc stock market price indicators, traders can identify Corsa Coal position entry and exit signals to maximize returns.
Corsa Coal Return and Market Media
The median price of Corsa Coal for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 0.16 with a coefficient of variation of 14.9. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.16, and mean deviation of 0.02. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Corsa Coal 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 Corsa or other otcs. Alpha measures the amount that position in Corsa Coal Corp 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 Corsa Coal 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, Corsa Coal's short interest history, or implied volatility extrapolated from Corsa Coal options trading.
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Other Information on Investing in Corsa OTC Stock
Corsa Coal financial ratios help investors to determine whether Corsa OTC 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 Corsa with respect to the benefits of owning Corsa Coal security.