ZAMBIA FORESTRY (Zambia) Alpha and Beta Analysis
| ZFCO Stock | 2.97 0.10 3.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ZAMBIA FORESTRY AND. It also helps investors analyze the systematic and unsystematic risks associated with investing in ZAMBIA FORESTRY over a specified time horizon. Remember, high ZAMBIA FORESTRY'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 ZAMBIA FORESTRY's market risk premium analysis include:
Beta (0.01) | Alpha 0.2 | Risk 1.4 | Sharpe Ratio 0.19 | Expected Return 0.26 |
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.
ZAMBIA |
ZAMBIA FORESTRY Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ZAMBIA FORESTRY market risk premium is the additional return an investor will receive from holding ZAMBIA FORESTRY 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 ZAMBIA FORESTRY. 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 ZAMBIA FORESTRY's performance over market.| α | 0.20 | β | -0.01 |
ZAMBIA FORESTRY Return and Market Media
The median price of ZAMBIA FORESTRY for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 2.8 with a coefficient of variation of 4.41. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 2.78, and mean deviation of 0.09. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
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 ZAMBIA FORESTRY 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, ZAMBIA FORESTRY's short interest history, or implied volatility extrapolated from ZAMBIA FORESTRY options trading.
Build Portfolio with ZAMBIA FORESTRY
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 ZAMBIA Stock Analysis
When running ZAMBIA FORESTRY's price analysis, check to measure ZAMBIA FORESTRY'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 ZAMBIA FORESTRY is operating at the current time. Most of ZAMBIA FORESTRY's value examination focuses on studying past and present price action to predict the probability of ZAMBIA FORESTRY's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ZAMBIA FORESTRY's price. Additionally, you may evaluate how the addition of ZAMBIA FORESTRY to your portfolios can decrease your overall portfolio volatility.