Taiheiyo Cement Stock Alpha and Beta Analysis
| THYCF Stock | USD 24.25 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 Taiheiyo Cement. It also helps investors analyze the systematic and unsystematic risks associated with investing in Taiheiyo Cement over a specified time horizon. Remember, high Taiheiyo Cement'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 Taiheiyo Cement's market risk premium analysis include:
Beta (0.30) | Alpha (0.02) | Risk 1.46 | Sharpe Ratio (0.03) | Expected Return (0.04) |
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.
Taiheiyo |
Taiheiyo Cement Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Taiheiyo Cement market risk premium is the additional return an investor will receive from holding Taiheiyo Cement 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 Taiheiyo Cement. 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 Taiheiyo Cement's performance over market.| α | -0.02 | β | -0.3 |
Taiheiyo Cement 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 Taiheiyo Cement's Buy-and-hold return. Our buy-and-hold chart shows how Taiheiyo Cement performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Taiheiyo Cement Market Price Analysis
Market price analysis indicators help investors to evaluate how Taiheiyo Cement pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Taiheiyo Cement shares will generate the highest return on investment. By understating and applying Taiheiyo Cement pink sheet market price indicators, traders can identify Taiheiyo Cement position entry and exit signals to maximize returns.
Taiheiyo Cement Return and Market Media
The median price of Taiheiyo Cement for the period between Tue, Sep 30, 2025 and Mon, Dec 29, 2025 is 25.0 with a coefficient of variation of 3.24. The daily time series for the period is distributed with a sample standard deviation of 0.8, arithmetic mean of 24.54, and mean deviation of 0.63. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Taiheiyo Cement 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 Taiheiyo or other pink sheets. Alpha measures the amount that position in Taiheiyo Cement 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 Taiheiyo Cement 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, Taiheiyo Cement's short interest history, or implied volatility extrapolated from Taiheiyo Cement options trading.
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Other Information on Investing in Taiheiyo Pink Sheet
Taiheiyo Cement financial ratios help investors to determine whether Taiheiyo Pink Sheet 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 Taiheiyo with respect to the benefits of owning Taiheiyo Cement security.