Kerry Express (Thailand) Alpha and Beta Analysis
| KEX Stock | THB 2.04 0.08 3.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kerry Express Public. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kerry Express over a specified time horizon. Remember, high Kerry Express' 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 Kerry Express' market risk premium analysis include:
Beta 0.19 | Alpha (0.50) | Risk 2.7 | Sharpe Ratio (0.15) | Expected Return (0.42) |
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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Kerry Express Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kerry Express market risk premium is the additional return an investor will receive from holding Kerry Express 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 Kerry Express. 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 Kerry Express' performance over market.| α | -0.5 | β | 0.19 |
Kerry Express 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 Kerry Express' Buy-and-hold return. Our buy-and-hold chart shows how Kerry Express performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kerry Express Market Price Analysis
Market price analysis indicators help investors to evaluate how Kerry Express stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kerry Express shares will generate the highest return on investment. By understating and applying Kerry Express stock market price indicators, traders can identify Kerry Express position entry and exit signals to maximize returns.
Kerry Express Return and Market Media
The median price of Kerry Express for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 2.68 with a coefficient of variation of 12.39. The daily time series for the period is distributed with a sample standard deviation of 0.32, arithmetic mean of 2.62, and mean deviation of 0.28. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Kerry Express 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 Kerry or other stocks. Alpha measures the amount that position in Kerry Express 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 Kerry Express 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, Kerry Express' short interest history, or implied volatility extrapolated from Kerry Express options trading.
Build Portfolio with Kerry Express
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Align your risk with return expectations
Other Information on Investing in Kerry Stock
Kerry Express financial ratios help investors to determine whether Kerry 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 Kerry with respect to the benefits of owning Kerry Express security.