Systech Bhd (Malaysia) Alpha and Beta Analysis
| 0050 Stock | 0.26 0.01 4.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Systech Bhd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Systech Bhd over a specified time horizon. Remember, high Systech Bhd'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 Systech Bhd's market risk premium analysis include:
Beta 0.17 | Alpha (0.34) | Risk 2.82 | Sharpe Ratio (0.16) | Expected Return (0.44) |
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.
Systech |
Systech Bhd Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Systech Bhd market risk premium is the additional return an investor will receive from holding Systech Bhd 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 Systech Bhd. 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 Systech Bhd's performance over market.| α | -0.34 | β | 0.17 |
Systech Bhd 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 Systech Bhd's Buy-and-hold return. Our buy-and-hold chart shows how Systech Bhd performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Systech Bhd Market Price Analysis
Market price analysis indicators help investors to evaluate how Systech Bhd stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Systech Bhd shares will generate the highest return on investment. By understating and applying Systech Bhd stock market price indicators, traders can identify Systech Bhd position entry and exit signals to maximize returns.
Systech Bhd Return and Market Media
The median price of Systech Bhd for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 0.3 with a coefficient of variation of 9.79. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 0.3, and mean deviation of 0.02. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Systech Bhd 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 Systech or other stocks. Alpha measures the amount that position in Systech Bhd 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 Systech Bhd 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, Systech Bhd's short interest history, or implied volatility extrapolated from Systech Bhd options trading.
Build Portfolio with Systech Bhd
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in Systech Stock
Systech Bhd financial ratios help investors to determine whether Systech 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 Systech with respect to the benefits of owning Systech Bhd security.