APG Securities (Vietnam) Alpha and Beta Analysis
| APG Stock | 9,140 20.00 0.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as APG Securities Joint. It also helps investors analyze the systematic and unsystematic risks associated with investing in APG Securities over a specified time horizon. Remember, high APG Securities' 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 APG Securities' market risk premium analysis include:
Beta 0.0245 | Alpha (0.39) | Risk 1.94 | Sharpe Ratio (0.17) | Expected Return (0.34) |
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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APG Securities Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. APG Securities market risk premium is the additional return an investor will receive from holding APG Securities 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 APG Securities. 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 APG Securities' performance over market.| α | -0.39 | β | 0.02 |
APG Securities 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 APG Securities' Buy-and-hold return. Our buy-and-hold chart shows how APG Securities performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.APG Securities Market Price Analysis
Market price analysis indicators help investors to evaluate how APG Securities stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading APG Securities shares will generate the highest return on investment. By understating and applying APG Securities stock market price indicators, traders can identify APG Securities position entry and exit signals to maximize returns.
APG Securities Return and Market Media
The median price of APG Securities for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 9600.0 with a coefficient of variation of 8.47. The daily time series for the period is distributed with a sample standard deviation of 836.91, arithmetic mean of 9882.12, and mean deviation of 656.23. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About APG Securities 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 APG or other stocks. Alpha measures the amount that position in APG Securities Joint 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 APG Securities 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, APG Securities' short interest history, or implied volatility extrapolated from APG Securities options trading.
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Other Information on Investing in APG Stock
APG Securities financial ratios help investors to determine whether APG 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 APG with respect to the benefits of owning APG Securities security.