Kempower Oyj (Finland) Alpha and Beta Analysis
| KEMPOWR Stock | 9.29 0.41 4.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kempower Oyj. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kempower Oyj over a specified time horizon. Remember, high Kempower Oyj'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 Kempower Oyj's market risk premium analysis include:
Beta 0.67 | Alpha (0.46) | Risk 2.75 | Sharpe Ratio (0.14) | Expected Return (0.39) |
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.
Kempower |
Kempower Oyj Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kempower Oyj market risk premium is the additional return an investor will receive from holding Kempower Oyj 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 Kempower Oyj. 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 Kempower Oyj's performance over market.| α | -0.46 | β | 0.67 |
Kempower Oyj 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 Kempower Oyj's Buy-and-hold return. Our buy-and-hold chart shows how Kempower Oyj performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kempower Oyj Market Price Analysis
Market price analysis indicators help investors to evaluate how Kempower Oyj stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kempower Oyj shares will generate the highest return on investment. By understating and applying Kempower Oyj stock market price indicators, traders can identify Kempower Oyj position entry and exit signals to maximize returns.
Kempower Oyj Return and Market Media
The median price of Kempower Oyj for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 10.71 with a coefficient of variation of 7.73. The daily time series for the period is distributed with a sample standard deviation of 0.82, arithmetic mean of 10.67, and mean deviation of 0.67. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Kempower Oyj 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 Kempower or other stocks. Alpha measures the amount that position in Kempower Oyj 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 Kempower Oyj 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, Kempower Oyj's short interest history, or implied volatility extrapolated from Kempower Oyj options trading.
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Additional Tools for Kempower Stock Analysis
When running Kempower Oyj's price analysis, check to measure Kempower Oyj'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 Kempower Oyj is operating at the current time. Most of Kempower Oyj's value examination focuses on studying past and present price action to predict the probability of Kempower Oyj's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kempower Oyj's price. Additionally, you may evaluate how the addition of Kempower Oyj to your portfolios can decrease your overall portfolio volatility.