Lotte Chilsung (Korea) Alpha and Beta Analysis
| 005300 Stock | 127,400 1,100 0.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lotte Chilsung Beverage. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lotte Chilsung over a specified time horizon. Remember, high Lotte Chilsung'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 Lotte Chilsung's market risk premium analysis include:
Beta 0.43 | Alpha (0.04) | Risk 1.05 | Sharpe Ratio 0.0217 | Expected Return 0.0228 |
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.
Lotte |
Lotte Chilsung Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lotte Chilsung market risk premium is the additional return an investor will receive from holding Lotte Chilsung 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 Lotte Chilsung. 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 Lotte Chilsung's performance over market.| α | -0.04 | β | 0.43 |
Lotte Chilsung 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 Lotte Chilsung's Buy-and-hold return. Our buy-and-hold chart shows how Lotte Chilsung performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lotte Chilsung Market Price Analysis
Market price analysis indicators help investors to evaluate how Lotte Chilsung stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lotte Chilsung shares will generate the highest return on investment. By understating and applying Lotte Chilsung stock market price indicators, traders can identify Lotte Chilsung position entry and exit signals to maximize returns.
Lotte Chilsung Return and Market Media
The median price of Lotte Chilsung for the period between Wed, Feb 28, 2024 and Tue, May 28, 2024 is 127300.0 with a coefficient of variation of 1.6. The daily time series for the period is distributed with a sample standard deviation of 2033.35, arithmetic mean of 127254.55, and mean deviation of 1537.74. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Lotte Chilsung 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 Lotte or other stocks. Alpha measures the amount that position in Lotte Chilsung Beverage 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 Lotte Chilsung 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, Lotte Chilsung's short interest history, or implied volatility extrapolated from Lotte Chilsung options trading.
Build Portfolio with Lotte Chilsung
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 Lotte Chilsung Backtesting, Lotte Chilsung Valuation, Lotte Chilsung Correlation, Lotte Chilsung Hype Analysis, Lotte Chilsung Volatility, Lotte Chilsung History and analyze Lotte Chilsung Performance. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Complementary Tools for Lotte Stock analysis
When running Lotte Chilsung's price analysis, check to measure Lotte Chilsung'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 Lotte Chilsung is operating at the current time. Most of Lotte Chilsung's value examination focuses on studying past and present price action to predict the probability of Lotte Chilsung's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lotte Chilsung's price. Additionally, you may evaluate how the addition of Lotte Chilsung to your portfolios can decrease your overall portfolio volatility.
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Lotte Chilsung 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.