Moonbae Steel (Korea) Alpha and Beta Analysis
| 008420 Stock | 2,550 30.00 1.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Moonbae Steel. It also helps investors analyze the systematic and unsystematic risks associated with investing in Moonbae Steel over a specified time horizon. Remember, high Moonbae Steel'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 Moonbae Steel's market risk premium analysis include:
Beta (0.07) | Alpha 0.0368 | Risk 2.25 | Sharpe Ratio 0.0125 | Expected Return 0.0281 |
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.
Moonbae |
Moonbae Steel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Moonbae Steel market risk premium is the additional return an investor will receive from holding Moonbae Steel 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 Moonbae Steel. 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 Moonbae Steel's performance over market.| α | 0.04 | β | -0.07 |
Moonbae Steel 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 Moonbae Steel's Buy-and-hold return. Our buy-and-hold chart shows how Moonbae Steel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Moonbae Steel Market Price Analysis
Market price analysis indicators help investors to evaluate how Moonbae Steel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Moonbae Steel shares will generate the highest return on investment. By understating and applying Moonbae Steel stock market price indicators, traders can identify Moonbae Steel position entry and exit signals to maximize returns.
Moonbae Steel Return and Market Media
The median price of Moonbae Steel for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 2415.0 with a coefficient of variation of 4.41. The daily time series for the period is distributed with a sample standard deviation of 105.66, arithmetic mean of 2395.3, and mean deviation of 88.48. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Moonbae Steel 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 Moonbae or other stocks. Alpha measures the amount that position in Moonbae Steel 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 Moonbae Steel 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, Moonbae Steel's short interest history, or implied volatility extrapolated from Moonbae Steel options trading.
Build Portfolio with Moonbae Steel
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Other Information on Investing in Moonbae Stock
Moonbae Steel financial ratios help investors to determine whether Moonbae 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 Moonbae with respect to the benefits of owning Moonbae Steel security.