COMA 18 (Vietnam) Alpha and Beta Analysis
| CIG Stock | 9,070 400.00 4.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as COMA 18 JSC. It also helps investors analyze the systematic and unsystematic risks associated with investing in COMA 18 over a specified time horizon. Remember, high COMA 18'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 COMA 18's market risk premium analysis include:
Beta 0.64 | Alpha 0.57 | Risk 3.78 | Sharpe Ratio 0.21 | Expected Return 0.8 |
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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COMA 18 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. COMA 18 market risk premium is the additional return an investor will receive from holding COMA 18 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 COMA 18. 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 COMA 18's performance over market.| α | 0.57 | β | 0.64 |
COMA 18 Return and Market Media
The median price of COMA 18 for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 5500.0 with a coefficient of variation of 18.71. The daily time series for the period is distributed with a sample standard deviation of 1168.96, arithmetic mean of 6249.24, and mean deviation of 1029.9. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 COMA 18 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, COMA 18's short interest history, or implied volatility extrapolated from COMA 18 options trading.