Korea Electric (Korea) Alpha and Beta Analysis
| 015760 Stock | 23,750 100.00 0.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Korea Electric Power. It also helps investors analyze the systematic and unsystematic risks associated with investing in Korea Electric over a specified time horizon. Remember, high Korea Electric'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 Korea Electric's market risk premium analysis include:
Beta (0.64) | Alpha 0.41 | Risk 2.08 | Sharpe Ratio 0.0533 | Expected Return 0.11 |
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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Korea Electric Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Korea Electric market risk premium is the additional return an investor will receive from holding Korea Electric 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 Korea Electric. 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 Korea Electric's performance over market.| α | 0.41 | β | -0.64 |
Korea Electric 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 Korea Electric's Buy-and-hold return. Our buy-and-hold chart shows how Korea Electric performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Korea Electric Market Price Analysis
Market price analysis indicators help investors to evaluate how Korea Electric stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Korea Electric shares will generate the highest return on investment. By understating and applying Korea Electric stock market price indicators, traders can identify Korea Electric position entry and exit signals to maximize returns.
Korea Electric Return and Market Media
The median price of Korea Electric for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 21800.0 with a coefficient of variation of 5.83. The daily time series for the period is distributed with a sample standard deviation of 1263.65, arithmetic mean of 21671.82, and mean deviation of 1059.72. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Korea Electric 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 Korea or other stocks. Alpha measures the amount that position in Korea Electric Power 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 Korea Electric 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, Korea Electric's short interest history, or implied volatility extrapolated from Korea Electric options trading.
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Additional Information and Resources on Investing in Korea Stock
When determining whether Korea Electric Power is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Korea Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Korea Electric Power Stock. Highlighted below are key reports to facilitate an investment decision about Korea Electric Power Stock:Check out Korea Electric Backtesting, Korea Electric Valuation, Korea Electric Correlation, Korea Electric Hype Analysis, Korea Electric Volatility, Korea Electric History and analyze Korea Electric Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Korea Electric technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.