Spearhead Integrated (China) Alpha and Beta Analysis
| 300071 Stock | 4.69 0.28 5.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Spearhead Integrated Marketing. It also helps investors analyze the systematic and unsystematic risks associated with investing in Spearhead Integrated over a specified time horizon. Remember, high Spearhead Integrated'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 Spearhead Integrated's market risk premium analysis include:
Beta (1.30) | Alpha 1.54 | Risk 6.83 | Sharpe Ratio 0.25 | Expected Return 1.69 |
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.
Spearhead |
Spearhead Integrated Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Spearhead Integrated market risk premium is the additional return an investor will receive from holding Spearhead Integrated 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 Spearhead Integrated. 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 Spearhead Integrated's performance over market.| α | 1.54 | β | -1.3 |
Spearhead Integrated 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 Spearhead Integrated's Buy-and-hold return. Our buy-and-hold chart shows how Spearhead Integrated performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Spearhead Integrated Market Price Analysis
Market price analysis indicators help investors to evaluate how Spearhead Integrated stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Spearhead Integrated shares will generate the highest return on investment. By understating and applying Spearhead Integrated stock market price indicators, traders can identify Spearhead Integrated position entry and exit signals to maximize returns.
Spearhead Integrated Return and Market Media
The median price of Spearhead Integrated for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 3.48 with a coefficient of variation of 27.84. The daily time series for the period is distributed with a sample standard deviation of 0.91, arithmetic mean of 3.28, and mean deviation of 0.82. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Stagwell Appoints Sunil John as Senior Advisor, MENA, to Spearhead Regional Growth - Marketscreener.com | 09/18/2024 |
About Spearhead Integrated 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 Spearhead or other stocks. Alpha measures the amount that position in Spearhead Integrated 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 Spearhead Integrated 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, Spearhead Integrated's short interest history, or implied volatility extrapolated from Spearhead Integrated options trading.
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Other Information on Investing in Spearhead Stock
Spearhead Integrated financial ratios help investors to determine whether Spearhead 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 Spearhead with respect to the benefits of owning Spearhead Integrated security.