X2M Connect (Australia) Alpha and Beta Analysis
| X2M Stock | 0.03 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 X2M Connect. It also helps investors analyze the systematic and unsystematic risks associated with investing in X2M Connect over a specified time horizon. Remember, high X2M Connect'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 X2M Connect's market risk premium analysis include:
Beta 0.21 | Alpha (0.36) | Risk 1.82 | Sharpe Ratio (0.17) | Expected Return (0.30) |
X2M Connect Quarterly Cash And Equivalents |
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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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X2M Connect Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. X2M Connect market risk premium is the additional return an investor will receive from holding X2M Connect 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 X2M Connect. 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 X2M Connect's performance over market.| α | -0.36 | β | 0.21 |
X2M Connect 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 X2M Connect's Buy-and-hold return. Our buy-and-hold chart shows how X2M Connect performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.X2M Connect Market Price Analysis
Market price analysis indicators help investors to evaluate how X2M Connect stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading X2M Connect shares will generate the highest return on investment. By understating and applying X2M Connect stock market price indicators, traders can identify X2M Connect position entry and exit signals to maximize returns.
X2M Connect Return and Market Media
The median price of X2M Connect for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 0.037 with a coefficient of variation of 8.31. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.04, and mean deviation of 0.0. The Stock received some media coverage during the period.About X2M Connect 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 X2M or other stocks. Alpha measures the amount that position in X2M Connect 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 X2M Connect 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, X2M Connect's short interest history, or implied volatility extrapolated from X2M Connect options trading.
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Additional Tools for X2M Stock Analysis
When running X2M Connect's price analysis, check to measure X2M Connect'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 X2M Connect is operating at the current time. Most of X2M Connect's value examination focuses on studying past and present price action to predict the probability of X2M Connect's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move X2M Connect's price. Additionally, you may evaluate how the addition of X2M Connect to your portfolios can decrease your overall portfolio volatility.