COWELL FASHION (Korea) Alpha and Beta Analysis
| 033290 Stock | KRW 3,055 95.00 3.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as COWELL FASHION CoLtd. It also helps investors analyze the systematic and unsystematic risks associated with investing in COWELL FASHION over a specified time horizon. Remember, high COWELL FASHION'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 COWELL FASHION's market risk premium analysis include:
Beta 1.94 | Alpha (0.18) | Risk 2.25 | Sharpe Ratio (0.07) | Expected Return (0.17) |
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.
COWELL |
COWELL FASHION Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. COWELL FASHION market risk premium is the additional return an investor will receive from holding COWELL FASHION 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 COWELL FASHION. 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 COWELL FASHION's performance over market.| α | -0.18 | β | 1.94 |
COWELL FASHION 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 COWELL FASHION's Buy-and-hold return. Our buy-and-hold chart shows how COWELL FASHION performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.COWELL FASHION Market Price Analysis
Market price analysis indicators help investors to evaluate how COWELL FASHION stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading COWELL FASHION shares will generate the highest return on investment. By understating and applying COWELL FASHION stock market price indicators, traders can identify COWELL FASHION position entry and exit signals to maximize returns.
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COWELL FASHION Return and Market Media
The median price of COWELL FASHION for the period between Tue, Feb 20, 2024 and Mon, May 20, 2024 is 3180.0 with a coefficient of variation of 6.15. The daily time series for the period is distributed with a sample standard deviation of 197.85, arithmetic mean of 3215.61, and mean deviation of 134.92. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About COWELL FASHION 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 COWELL or other stocks. Alpha measures the amount that position in COWELL FASHION CoLtd 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 COWELL FASHION 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, COWELL FASHION's short interest history, or implied volatility extrapolated from COWELL FASHION options trading.
Build Portfolio with COWELL FASHION
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 COWELL FASHION Backtesting, COWELL FASHION Valuation, COWELL FASHION Correlation, COWELL FASHION Hype Analysis, COWELL FASHION Volatility, COWELL FASHION History and analyze COWELL FASHION Performance. Note that the COWELL FASHION CoLtd information on this page should be used as a complementary analysis to other COWELL FASHION's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Complementary Tools for COWELL Stock analysis
When running COWELL FASHION's price analysis, check to measure COWELL FASHION'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 COWELL FASHION is operating at the current time. Most of COWELL FASHION's value examination focuses on studying past and present price action to predict the probability of COWELL FASHION's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move COWELL FASHION's price. Additionally, you may evaluate how the addition of COWELL FASHION to your portfolios can decrease your overall portfolio volatility.
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COWELL FASHION 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.