Caravelle International Group Stock Alpha and Beta Analysis
| HTCO Stock | USD 1.31 0.06 4.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Caravelle International Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Caravelle International over a specified time horizon. Remember, high Caravelle 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 Caravelle International's market risk premium analysis include:
Beta (2.19) | Alpha 2.49 | Risk 11.49 | Sharpe Ratio 0.22 | Expected Return 2.49 |
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.
Caravelle |
Caravelle International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Caravelle International market risk premium is the additional return an investor will receive from holding Caravelle 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 Caravelle 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 Caravelle International's performance over market.| α | 2.49 | β | -2.19 |
Caravelle International 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 Caravelle International's Buy-and-hold return. Our buy-and-hold chart shows how Caravelle International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Caravelle International Market Price Analysis
Market price analysis indicators help investors to evaluate how Caravelle International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Caravelle International shares will generate the highest return on investment. By understating and applying Caravelle International stock market price indicators, traders can identify Caravelle International position entry and exit signals to maximize returns.
Caravelle International Return and Market Media
The median price of Caravelle International for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 0.53 with a coefficient of variation of 51.05. The daily time series for the period is distributed with a sample standard deviation of 0.37, arithmetic mean of 0.73, and mean deviation of 0.35. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Caravelle International Regains Nasdaq Compliance - TipRanks | 09/10/2024 |
2 | Caravelle International Group to Change Ticker Symbol to HTCO on September 30, 2024 - PR Newswire | 09/30/2024 |
3 | Acquisition by Parker Dale E of 577 shares of Caravelle International at 12.99 subject to Rule 16b-3 | 10/10/2024 |
4 | HTCO stock hits 52-week high at 1.25 amid strong growth - Investing.com | 10/21/2024 |
5 | Caravelle International Group Announces Interim Unaudited Financial Results for Period Ended April 30, 2024 | 10/31/2024 |
6 | Acquisition by Parker Dale E of 675 shares of Caravelle International at 9.26 subject to Rule 16b-3 | 11/06/2024 |
7 | Caravelle International regains Nasdaq compliance | 11/18/2024 |
About Caravelle 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 Caravelle or other stocks. Alpha measures the amount that position in Caravelle 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 Caravelle 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, Caravelle International's short interest history, or implied volatility extrapolated from Caravelle International options trading.
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Check out Caravelle International Backtesting, Caravelle International Valuation, Caravelle International Correlation, Caravelle International Hype Analysis, Caravelle International Volatility, Caravelle International History and analyze Caravelle International Performance. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Caravelle International technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.