Raytech Holding Limited Stock Alpha and Beta Analysis
| RAY Stock | 1.36 0.13 8.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Raytech Holding Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Raytech Holding over a specified time horizon. Remember, high Raytech Holding'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 Raytech Holding's market risk premium analysis include:
Beta 2.29 | Alpha (0.20) | Risk 7.4 | Sharpe Ratio 0.0255 | Expected Return 0.19 |
Enterprise Value |
|
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.
Raytech |
Raytech Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Raytech Holding market risk premium is the additional return an investor will receive from holding Raytech Holding 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 Raytech Holding. 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 Raytech Holding's performance over market.| α | -0.2 | β | 2.29 |
Raytech Holding 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 Raytech Holding's Buy-and-hold return. Our buy-and-hold chart shows how Raytech Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Raytech Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Raytech Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Raytech Holding shares will generate the highest return on investment. By understating and applying Raytech Holding stock market price indicators, traders can identify Raytech Holding position entry and exit signals to maximize returns.
Raytech Holding Return and Market Media
The median price of Raytech Holding for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 1.68 with a coefficient of variation of 10.23. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 1.69, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Depreciation Is Hitting C8 Corvettes Harder Than C7s | 09/09/2024 |
2 | FY2026 EPS Estimates for Stingray Digitl Reduced by Analyst | 10/11/2024 |
3 | Destroy Drive Onboards Ray Zielke as New CEO to Drive Global Expansion | 10/15/2024 |
4 | Raydium Reaches One Day Trading Volume of 24.36 Million | 10/18/2024 |
5 | Raydium Trading 32.7 percent Higher Over Last Week | 10/25/2024 |
6 | Raydium Up 215 percent In 10 Months Will Bulls Slow Down After Pump.fun Token Launch | 10/29/2024 |
7 | CHARTERS EXECUTIVE VICE PRESIDENT AND CHIEF COMMERCIAL OFFICER ADAM RAY TO OVERSEE SPECTRUM ENTERPRISE | 11/05/2024 |
8 | RAYDIUM PRICE ANALYSIS PREDICTION Ray Hit 5 Following 35 percent Surges, Looks Overbought Amid Bullish | 11/08/2024 |
About Raytech Holding 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 Raytech or other stocks. Alpha measures the amount that position in Raytech Holding 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.
| 2010 | 2023 | 2024 (projected) | Dividend Yield | 3.45E-4 | 3.11E-4 | 2.76E-4 | Price To Sales Ratio | 18.06 | 7.91 | 7.51 |
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 Raytech Holding 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, Raytech Holding's short interest history, or implied volatility extrapolated from Raytech Holding options trading.
Build Portfolio with Raytech Holding
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
Additional Tools for Raytech Stock Analysis
When running Raytech Holding's price analysis, check to measure Raytech Holding's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Raytech Holding is operating at the current time. Most of Raytech Holding's value examination focuses on studying past and present price action to predict the probability of Raytech Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Raytech Holding's price. Additionally, you may evaluate how the addition of Raytech Holding to your portfolios can decrease your overall portfolio volatility.