Cheil Worldwide (Korea) Alpha and Beta Analysis
| 030000 Stock | 18,210 40.00 0.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cheil Worldwide. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cheil Worldwide over a specified time horizon. Remember, high Cheil Worldwide'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 Cheil Worldwide's market risk premium analysis include:
Beta (0.06) | Alpha 0.0725 | Risk 0.98 | Sharpe Ratio 0.0048 | Expected Return 0.0048 |
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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Cheil Worldwide Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cheil Worldwide market risk premium is the additional return an investor will receive from holding Cheil Worldwide 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 Cheil Worldwide. 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 Cheil Worldwide's performance over market.| α | 0.07 | β | -0.06 |
Cheil Worldwide 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 Cheil Worldwide's Buy-and-hold return. Our buy-and-hold chart shows how Cheil Worldwide performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cheil Worldwide Market Price Analysis
Market price analysis indicators help investors to evaluate how Cheil Worldwide stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cheil Worldwide shares will generate the highest return on investment. By understating and applying Cheil Worldwide stock market price indicators, traders can identify Cheil Worldwide position entry and exit signals to maximize returns.
Cheil Worldwide Return and Market Media
The median price of Cheil Worldwide for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 18160.0 with a coefficient of variation of 1.51. The daily time series for the period is distributed with a sample standard deviation of 275.1, arithmetic mean of 18162.73, and mean deviation of 220.77. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Cheil Worldwide 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 Cheil or other stocks. Alpha measures the amount that position in Cheil Worldwide 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 Cheil Worldwide 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, Cheil Worldwide's short interest history, or implied volatility extrapolated from Cheil Worldwide options trading.
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Other Information on Investing in Cheil Stock
Cheil Worldwide financial ratios help investors to determine whether Cheil 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 Cheil with respect to the benefits of owning Cheil Worldwide security.