Jfe Holdings Stock Alpha and Beta Analysis
| JFEEF Stock | USD 13.63 0.65 5.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JFE Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in JFE Holdings over a specified time horizon. Remember, high JFE Holdings' 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 JFE Holdings' market risk premium analysis include:
Beta (0.03) | Alpha 0.0543 | Risk 1.06 | Sharpe Ratio 0.19 | Expected Return 0.21 |
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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JFE Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JFE Holdings market risk premium is the additional return an investor will receive from holding JFE Holdings 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 JFE Holdings. 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 JFE Holdings' performance over market.| α | 0.05 | β | -0.03 |
JFE Holdings 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 JFE Holdings' Buy-and-hold return. Our buy-and-hold chart shows how JFE Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JFE Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how JFE Holdings pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JFE Holdings shares will generate the highest return on investment. By understating and applying JFE Holdings pink sheet market price indicators, traders can identify JFE Holdings position entry and exit signals to maximize returns.
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JFE Holdings Return and Market Media
The median price of JFE Holdings for the period between Wed, Oct 22, 2025 and Tue, Jan 20, 2026 is 12.2 with a coefficient of variation of 2.82. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 12.29, and mean deviation of 0.27. The Stock received some media coverage during the period. Price Growth (%) |
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About JFE Holdings 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 JFE or other pink sheets. Alpha measures the amount that position in JFE Holdings 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 JFE Holdings 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, JFE Holdings' short interest history, or implied volatility extrapolated from JFE Holdings options trading.
Build Portfolio with JFE Holdings
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Other Information on Investing in JFE Pink Sheet
JFE Holdings financial ratios help investors to determine whether JFE Pink Sheet 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 JFE with respect to the benefits of owning JFE Holdings security.