KMH Hitech (Korea) Alpha and Beta Analysis
| 052900 Stock | KRW 890.00 12.00 1.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KMH Hitech Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in KMH Hitech over a specified time horizon. Remember, high KMH Hitech'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 KMH Hitech's market risk premium analysis include:
Beta 0.17 | Alpha (0.30) | Risk 1.65 | Sharpe Ratio (0.17) | Expected Return (0.28) |
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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KMH Hitech Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KMH Hitech market risk premium is the additional return an investor will receive from holding KMH Hitech 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 KMH Hitech. 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 KMH Hitech's performance over market.| α | -0.3 | β | 0.17 |
KMH Hitech 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 KMH Hitech's Buy-and-hold return. Our buy-and-hold chart shows how KMH Hitech performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KMH Hitech Market Price Analysis
Market price analysis indicators help investors to evaluate how KMH Hitech stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KMH Hitech shares will generate the highest return on investment. By understating and applying KMH Hitech stock market price indicators, traders can identify KMH Hitech position entry and exit signals to maximize returns.
KMH Hitech Return and Market Media
The median price of KMH Hitech for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 989.0 with a coefficient of variation of 6.05. The daily time series for the period is distributed with a sample standard deviation of 59.0, arithmetic mean of 975.12, and mean deviation of 46.74. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About KMH Hitech 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 KMH or other stocks. Alpha measures the amount that position in KMH Hitech 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 KMH Hitech 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, KMH Hitech's short interest history, or implied volatility extrapolated from KMH Hitech options trading.
Build Portfolio with KMH Hitech
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Other Information on Investing in KMH Stock
KMH Hitech financial ratios help investors to determine whether KMH 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 KMH with respect to the benefits of owning KMH Hitech security.