Humanica Public (Thailand) Alpha and Beta Analysis
| HUMAN Stock | THB 9.30 0.30 3.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Humanica Public. It also helps investors analyze the systematic and unsystematic risks associated with investing in Humanica Public over a specified time horizon. Remember, high Humanica Public'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 Humanica Public's market risk premium analysis include:
Beta (0.19) | Alpha (0.23) | Risk 1.96 | Sharpe Ratio (0.10) | Expected Return (0.20) |
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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Humanica Public Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Humanica Public market risk premium is the additional return an investor will receive from holding Humanica Public 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 Humanica Public. 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 Humanica Public's performance over market.| α | -0.23 | β | -0.19 |
Humanica Public 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 Humanica Public's Buy-and-hold return. Our buy-and-hold chart shows how Humanica Public performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Humanica Public Market Price Analysis
Market price analysis indicators help investors to evaluate how Humanica Public stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Humanica Public shares will generate the highest return on investment. By understating and applying Humanica Public stock market price indicators, traders can identify Humanica Public position entry and exit signals to maximize returns.
Humanica Public Return and Market Media
The median price of Humanica Public for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 11.0 with a coefficient of variation of 4.89. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 10.84, and mean deviation of 0.39. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Humanica Public 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 Humanica or other stocks. Alpha measures the amount that position in Humanica Public 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 Humanica Public 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, Humanica Public's short interest history, or implied volatility extrapolated from Humanica Public options trading.
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Other Information on Investing in Humanica Stock
Humanica Public financial ratios help investors to determine whether Humanica 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 Humanica with respect to the benefits of owning Humanica Public security.