Kolon Life (Korea) Alpha and Beta Analysis

102940 Stock  KRW 17,800  10.00  0.06%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kolon Life Science. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kolon Life over a specified time horizon. Remember, high Kolon Life'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 Kolon Life's market risk premium analysis include:
Beta
(0.13)
Alpha
(0.32)
Risk
1.85
Sharpe Ratio
(0.13)
Expected Return
(0.24)
Please note that although Kolon Life 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, Kolon Life did 0.32  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 Kolon Life Science stock's relative risk over its benchmark. Kolon Life Science has a beta of 0.13  . As returns on the market increase, returns on owning Kolon Life are expected to decrease at a much lower rate. During the bear market, Kolon Life 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 Kolon Life Backtesting, Kolon Life Valuation, Kolon Life Correlation, Kolon Life Hype Analysis, Kolon Life Volatility, Kolon Life History and analyze Kolon Life Performance.

Kolon Life Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kolon Life market risk premium is the additional return an investor will receive from holding Kolon Life 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 Kolon Life. 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 Kolon Life's performance over market.
α-0.32   β-0.13

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

Kolon Life Market Price Analysis

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

Kolon Life Return and Market Media

The median price of Kolon Life for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 18960.0 with a coefficient of variation of 6.37. The daily time series for the period is distributed with a sample standard deviation of 1232.34, arithmetic mean of 19352.73, and mean deviation of 954.08. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Kolon Life 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 Kolon or other stocks. Alpha measures the amount that position in Kolon Life Science 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 Kolon Life 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, Kolon Life's short interest history, or implied volatility extrapolated from Kolon Life options trading.

Build Portfolio with Kolon Life

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Kolon Stock

Kolon Life financial ratios help investors to determine whether Kolon 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 Kolon with respect to the benefits of owning Kolon Life security.