Casio Computer Co Stock Alpha and Beta Analysis
| CSIOY Stock | USD 72.63 1.08 1.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Casio Computer Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Casio Computer over a specified time horizon. Remember, high Casio Computer'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 Casio Computer's market risk premium analysis include:
Beta 0.1 | Alpha (0.11) | Risk 2.84 | Sharpe Ratio (0.06) | Expected Return (0.17) |
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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Casio Computer Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Casio Computer market risk premium is the additional return an investor will receive from holding Casio Computer 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 Casio Computer. 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 Casio Computer's performance over market.| α | -0.11 | β | 0.10 |
Casio Computer 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 Casio Computer's Buy-and-hold return. Our buy-and-hold chart shows how Casio Computer performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Casio Computer Market Price Analysis
Market price analysis indicators help investors to evaluate how Casio Computer pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Casio Computer shares will generate the highest return on investment. By understating and applying Casio Computer pink sheet market price indicators, traders can identify Casio Computer position entry and exit signals to maximize returns.
Casio Computer Return and Market Media
The median price of Casio Computer for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 77.92 with a coefficient of variation of 6.03. The daily time series for the period is distributed with a sample standard deviation of 4.65, arithmetic mean of 77.13, and mean deviation of 3.94. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Casio Computer 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 Casio or other pink sheets. Alpha measures the amount that position in Casio Computer 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 Casio Computer 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, Casio Computer's short interest history, or implied volatility extrapolated from Casio Computer options trading.
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Additional Tools for Casio Pink Sheet Analysis
When running Casio Computer's price analysis, check to measure Casio Computer's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Casio Computer is operating at the current time. Most of Casio Computer's value examination focuses on studying past and present price action to predict the probability of Casio Computer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Casio Computer's price. Additionally, you may evaluate how the addition of Casio Computer to your portfolios can decrease your overall portfolio volatility.