Valuence Merger Corp Stock Alpha and Beta Analysis
| VMCA Stock | USD 11.64 0.04 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Valuence Merger Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Valuence Merger over a specified time horizon. Remember, high Valuence Merger'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 Valuence Merger's market risk premium analysis include:
Beta 0.0226 | Alpha 0.006405 | Risk 0.15 | Sharpe Ratio 0.13 | Expected Return 0.0191 |
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.
Valuence |
Valuence Merger Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Valuence Merger market risk premium is the additional return an investor will receive from holding Valuence Merger 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 Valuence Merger. 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 Valuence Merger's performance over market.| α | 0.01 | β | 0.02 |
Valuence Merger 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 Valuence Merger's Buy-and-hold return. Our buy-and-hold chart shows how Valuence Merger performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Valuence Merger Market Price Analysis
Market price analysis indicators help investors to evaluate how Valuence Merger stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Valuence Merger shares will generate the highest return on investment. By understating and applying Valuence Merger stock market price indicators, traders can identify Valuence Merger position entry and exit signals to maximize returns.
Valuence Merger Return and Market Media
The median price of Valuence Merger for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 11.52 with a coefficient of variation of 0.31. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 11.53, and mean deviation of 0.03. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Valuence Merger Corp. I extends business combination deadline - Investing.com India | 11/05/2024 |
2 | Disposition of tradable shares by Kim Young Min of Valuence Merger subject to Rule 16b-3 | 12/04/2024 |
3 | Valuence Merger Corp. I Shares Up 0.1 percent - Heres What Happened - MarketBeat | 01/29/2025 |
About Valuence Merger 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 Valuence or other stocks. Alpha measures the amount that position in Valuence Merger Corp 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 Valuence Merger 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, Valuence Merger's short interest history, or implied volatility extrapolated from Valuence Merger options trading.
Build Portfolio with Valuence Merger
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
Check out Valuence Merger Backtesting, Valuence Merger Valuation, Valuence Merger Correlation, Valuence Merger Hype Analysis, Valuence Merger Volatility, Valuence Merger History and analyze Valuence Merger Performance. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Valuence Merger technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.