ASM International NV Alpha and Beta Analysis
| ASMIYDelisted Stock | USD 350.02 6.50 1.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ASM International NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in ASM International over a specified time horizon. Remember, high ASM International'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 ASM International's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
ASM |
ASM International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ASM International market risk premium is the additional return an investor will receive from holding ASM International 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 ASM International. 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 ASM International's performance over market.| α | 0.00 | β | 0.00 |
ASM International Fundamentals Vs Peers
Comparing ASM International's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze ASM International's direct or indirect competition across all of the common fundamentals between ASM International and the related equities. This way, we can detect undervalued stocks with similar characteristics as ASM International or determine the otc stocks which would be an excellent addition to an existing portfolio. Peer analysis of ASM International's fundamental indicators could also be used in its relative valuation, which is a method of valuing ASM International by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare ASM International to competition |
| Fundamentals | ASM International | Peer Average |
| Return On Equity | 0.13 | -0.31 |
| Return On Asset | 0.12 | -0.14 |
| Profit Margin | 0.13 % | (1.27) % |
| Operating Margin | 0.26 % | (5.51) % |
| Current Valuation | 13.37 B | 16.62 B |
| Shares Outstanding | 48.73 M | 571.82 M |
| Price To Earning | 43.04 X | 28.72 X |
ASM International Opportunities
ASM International Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About ASM International 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 ASM or other otcs. Alpha measures the amount that position in ASM International 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 ASM International 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, ASM International's short interest history, or implied volatility extrapolated from ASM International options trading.
Build Portfolio with ASM International
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
Align your risk with return expectations
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Other Consideration for investing in ASM OTC Stock
If you are still planning to invest in ASM International check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the ASM International's history and understand the potential risks before investing.
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Stocks Directory Find actively traded stocks across global markets | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes |