Okins Electronics (Korea) Alpha and Beta Analysis

080580 Stock  KRW 4,765  10.00  0.21%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Okins Electronics Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Okins Electronics over a specified time horizon. Remember, high Okins Electronics' 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 Okins Electronics' market risk premium analysis include:
Beta
(0.76)
Alpha
(0.23)
Risk
3.83
Sharpe Ratio
(0.08)
Expected Return
(0.29)
Please note that although Okins Electronics alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Okins Electronics did 0.23  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Okins Electronics Co stock's relative risk over its benchmark. Okins Electronics has a beta of 0.76  . As returns on the market increase, returns on owning Okins Electronics are expected to decrease at a much lower rate. During the bear market, Okins Electronics is likely to outperform the market. .
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.
  
Check out Okins Electronics Backtesting, Okins Electronics Valuation, Okins Electronics Correlation, Okins Electronics Hype Analysis, Okins Electronics Volatility, Okins Electronics History and analyze Okins Electronics Performance.

Okins Electronics Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Okins Electronics market risk premium is the additional return an investor will receive from holding Okins Electronics 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 Okins Electronics. 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 Okins Electronics' performance over market.
α-0.23   β-0.76

Okins Electronics 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 Okins Electronics' Buy-and-hold return. Our buy-and-hold chart shows how Okins Electronics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Okins Electronics Market Price Analysis

Market price analysis indicators help investors to evaluate how Okins Electronics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Okins Electronics shares will generate the highest return on investment. By understating and applying Okins Electronics stock market price indicators, traders can identify Okins Electronics position entry and exit signals to maximize returns.

Okins Electronics Return and Market Media

The median price of Okins Electronics for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 5760.0 with a coefficient of variation of 8.4. The daily time series for the period is distributed with a sample standard deviation of 475.4, arithmetic mean of 5660.38, and mean deviation of 398.98. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Okins Electronics 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 Okins or other stocks. Alpha measures the amount that position in Okins Electronics 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 Okins Electronics 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, Okins Electronics' short interest history, or implied volatility extrapolated from Okins Electronics options trading.

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Other Information on Investing in Okins Stock

Okins Electronics financial ratios help investors to determine whether Okins 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 Okins with respect to the benefits of owning Okins Electronics security.