ABOV Semiconductor (Korea) Alpha and Beta Analysis
| 102120 Stock | KRW 8,190 120.00 1.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ABOV Semiconductor Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in ABOV Semiconductor over a specified time horizon. Remember, high ABOV Semiconductor'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 ABOV Semiconductor's market risk premium analysis include:
Beta (0.24) | Alpha (0.66) | Risk 2.8 | Sharpe Ratio (0.26) | Expected Return (0.72) |
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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ABOV Semiconductor Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ABOV Semiconductor market risk premium is the additional return an investor will receive from holding ABOV Semiconductor 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 ABOV Semiconductor. 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 ABOV Semiconductor's performance over market.| α | -0.66 | β | -0.24 |
ABOV Semiconductor 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 ABOV Semiconductor's Buy-and-hold return. Our buy-and-hold chart shows how ABOV Semiconductor performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ABOV Semiconductor Market Price Analysis
Market price analysis indicators help investors to evaluate how ABOV Semiconductor stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ABOV Semiconductor shares will generate the highest return on investment. By understating and applying ABOV Semiconductor stock market price indicators, traders can identify ABOV Semiconductor position entry and exit signals to maximize returns.
ABOV Semiconductor Return and Market Media
The median price of ABOV Semiconductor for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 10740.0 with a coefficient of variation of 14.72. The daily time series for the period is distributed with a sample standard deviation of 1577.87, arithmetic mean of 10719.7, and mean deviation of 1208.8. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About ABOV Semiconductor 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 ABOV or other stocks. Alpha measures the amount that position in ABOV Semiconductor 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 ABOV Semiconductor 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, ABOV Semiconductor's short interest history, or implied volatility extrapolated from ABOV Semiconductor options trading.
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Other Information on Investing in ABOV Stock
ABOV Semiconductor financial ratios help investors to determine whether ABOV 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 ABOV with respect to the benefits of owning ABOV Semiconductor security.