Grand Korea (Korea) Alpha and Beta Analysis
| 114090 Stock | 11,450 580.00 5.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grand Korea Leisure. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grand Korea over a specified time horizon. Remember, high Grand Korea'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 Grand Korea's market risk premium analysis include:
Beta 0.18 | Alpha 0.0555 | Risk 1.92 | Sharpe Ratio 0.0406 | Expected Return 0.0778 |
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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Grand Korea Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grand Korea market risk premium is the additional return an investor will receive from holding Grand Korea 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 Grand Korea. 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 Grand Korea's performance over market.| α | 0.06 | β | 0.18 |
Grand Korea 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 Grand Korea's Buy-and-hold return. Our buy-and-hold chart shows how Grand Korea performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Grand Korea Market Price Analysis
Market price analysis indicators help investors to evaluate how Grand Korea stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Grand Korea shares will generate the highest return on investment. By understating and applying Grand Korea stock market price indicators, traders can identify Grand Korea position entry and exit signals to maximize returns.
Grand Korea Return and Market Media
The median price of Grand Korea for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 11190.0 with a coefficient of variation of 4.31. The daily time series for the period is distributed with a sample standard deviation of 484.56, arithmetic mean of 11254.7, and mean deviation of 382.52. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Grand Korea 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 Grand or other stocks. Alpha measures the amount that position in Grand Korea Leisure 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 Grand Korea 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, Grand Korea's short interest history, or implied volatility extrapolated from Grand Korea options trading.
Build Portfolio with Grand Korea
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.Build Diversified Portfolios
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Other Information on Investing in Grand Stock
Grand Korea financial ratios help investors to determine whether Grand 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 Grand with respect to the benefits of owning Grand Korea security.