Kaspi Bank Joint Alpha and Beta Analysis

KAKZFDelisted Stock  USD 81.40  0.00  0.00%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kaspi Bank Joint. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kaspi Bank over a specified time horizon. Remember, high Kaspi Bank'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 Kaspi Bank's market risk premium analysis include:
Beta
(0.01)
Alpha
0.22
Risk
0.0
Sharpe Ratio
0.0
Expected Return
0.0
Please note that although Kaspi Bank alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Kaspi Bank did 0.22  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Kaspi Bank Joint stock's relative risk over its benchmark. Kaspi Bank Joint has a beta of 0.01  . As returns on the market increase, returns on owning Kaspi Bank are expected to decrease at a much lower rate. During the bear market, Kaspi Bank is likely to outperform the market. .
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.
  
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.

Kaspi Bank Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kaspi Bank market risk premium is the additional return an investor will receive from holding Kaspi Bank 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 Kaspi Bank. 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 Kaspi Bank's performance over market.
α0.22   β-0.01

Kaspi Bank Fundamentals Vs Peers

Comparing Kaspi Bank's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Kaspi Bank's direct or indirect competition across all of the common fundamentals between Kaspi Bank and the related equities. This way, we can detect undervalued stocks with similar characteristics as Kaspi Bank or determine the pink sheets which would be an excellent addition to an existing portfolio. Peer analysis of Kaspi Bank's fundamental indicators could also be used in its relative valuation, which is a method of valuing Kaspi Bank by comparing valuation metrics with those of similar companies.
    
 Better Than Average     
    
 Worse Than Average Compare Kaspi Bank to competition
FundamentalsKaspi BankPeer Average
Return On Equity0.88-0.31
Return On Asset0.14-0.14
Profit Margin0.46 %(1.27) %
Current Valuation11.34 B16.62 B
Shares Outstanding191.18 M571.82 M
Shares Owned By Insiders0.23 %10.09 %
Shares Owned By Institutions9.33 %39.21 %

Kaspi Bank Opportunities

Kaspi Bank Return and Market Media

The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Kaspi Bank 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 Kaspi or other pink sheets. Alpha measures the amount that position in Kaspi Bank Joint 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 Kaspi Bank 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, Kaspi Bank's short interest history, or implied volatility extrapolated from Kaspi Bank options trading.

Build Portfolio with Kaspi Bank

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

Other Consideration for investing in Kaspi Pink Sheet

If you are still planning to invest in Kaspi Bank Joint check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Kaspi Bank's history and understand the potential risks before investing.
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