Kien Giang (Vietnam) Alpha and Beta Analysis
| CKG Stock | 22,950 200.00 0.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kien Giang Construction. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kien Giang over a specified time horizon. Remember, high Kien Giang'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 Kien Giang's market risk premium analysis include:
Beta (0.14) | Alpha (0.13) | Risk 1.64 | Sharpe Ratio (0.07) | Expected Return (0.12) |
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.
Kien |
Kien Giang Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kien Giang market risk premium is the additional return an investor will receive from holding Kien Giang 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 Kien Giang. 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 Kien Giang's performance over market.| α | -0.13 | β | -0.14 |
Kien Giang 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 Kien Giang's Buy-and-hold return. Our buy-and-hold chart shows how Kien Giang performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kien Giang Market Price Analysis
Market price analysis indicators help investors to evaluate how Kien Giang stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kien Giang shares will generate the highest return on investment. By understating and applying Kien Giang stock market price indicators, traders can identify Kien Giang position entry and exit signals to maximize returns.
Kien Giang Return and Market Media
The median price of Kien Giang for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 25300.0 with a coefficient of variation of 3.72. The daily time series for the period is distributed with a sample standard deviation of 950.74, arithmetic mean of 25538.64, and mean deviation of 792.98. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Kien Giang 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 Kien or other stocks. Alpha measures the amount that position in Kien Giang Construction 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 Kien Giang 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, Kien Giang's short interest history, or implied volatility extrapolated from Kien Giang options trading.
Build Portfolio with Kien Giang
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 Kien Stock
Kien Giang financial ratios help investors to determine whether Kien 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 Kien with respect to the benefits of owning Kien Giang security.