Power Line (Thailand) Alpha and Beta Analysis
| PLE Stock | THB 0.37 0.01 2.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Power Line Engineering. It also helps investors analyze the systematic and unsystematic risks associated with investing in Power Line over a specified time horizon. Remember, high Power Line'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 Power Line's market risk premium analysis include:
Beta (0.31) | Alpha (0.08) | Risk 126 | Sharpe Ratio 0.13 | Expected Return 15.89 |
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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Power Line Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Power Line market risk premium is the additional return an investor will receive from holding Power Line 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 Power Line. 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 Power Line's performance over market.| α | -0.08 | β | -0.31 |
Power Line 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 Power Line's Buy-and-hold return. Our buy-and-hold chart shows how Power Line performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Power Line Market Price Analysis
Market price analysis indicators help investors to evaluate how Power Line stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Power Line shares will generate the highest return on investment. By understating and applying Power Line stock market price indicators, traders can identify Power Line position entry and exit signals to maximize returns.
Power Line Return and Market Media
The median price of Power Line for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 0.4 with a coefficient of variation of 13.75. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 0.39, and mean deviation of 0.03. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Power Line 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 Power or other stocks. Alpha measures the amount that position in Power Line Engineering 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 Power Line 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, Power Line's short interest history, or implied volatility extrapolated from Power Line options trading.
Build Portfolio with Power Line
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
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Other Information on Investing in Power Stock
Power Line financial ratios help investors to determine whether Power 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 Power with respect to the benefits of owning Power Line security.