J Long Group Limited Stock Alpha and Beta Analysis
| JL Stock | 0.32 0.01 3.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as J Long Group Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in J Long over a specified time horizon. Remember, high J Long'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 J Long's market risk premium analysis include:
Beta 0.99 | Alpha 0.18 | Risk 12.22 | Sharpe Ratio (0.01) | Expected Return (0.06) |
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.
J Long |
J Long Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. J Long market risk premium is the additional return an investor will receive from holding J Long 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 J Long. 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 J Long's performance over market.| α | 0.18 | β | 0.99 |
J Long 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 J Long's Buy-and-hold return. Our buy-and-hold chart shows how J Long performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.J Long Market Price Analysis
Market price analysis indicators help investors to evaluate how J Long stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading J Long shares will generate the highest return on investment. By understating and applying J Long stock market price indicators, traders can identify J Long position entry and exit signals to maximize returns.
J Long Return and Market Media
The median price of J Long for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 0.4 with a coefficient of variation of 20.64. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 0.41, and mean deviation of 0.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | J-Long Group receives Nasdaq non-compliance notification | 09/05/2024 |
2 | Steer Smarts Geometry Correction Brackets for the JK, JL, and JT Jeep Platforms | 10/10/2024 |
3 | Garmin announces industry accolades for JL Audio home speaker lineup | 11/13/2024 |
4 | J-Long Group Nasdaq letter for non-compliance - MSN | 11/20/2024 |
5 | J-Long Group Limited Announces Share ConsolidationReverse Stock Split to Regain NASDAQ Compliance | 11/22/2024 |
About J Long 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 J Long or other stocks. Alpha measures the amount that position in J Long Group 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.001621 | 0.0577 | 0.0519 | 0.0545 | Price To Sales Ratio | 47.49 | 47.82 | 1.02 | 0.97 |
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 J Long 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, J Long's short interest history, or implied volatility extrapolated from J Long options trading.
Build Portfolio with J Long
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
Align your risk with return expectations
Check out J Long Backtesting, J Long Valuation, J Long Correlation, J Long Hype Analysis, J Long Volatility, J Long History and analyze J Long Performance. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
J Long 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.