Hansol Inticube (Korea) Alpha and Beta Analysis
| 070590 Stock | KRW 1,474 2.00 0.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hansol Inticube Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hansol Inticube over a specified time horizon. Remember, high Hansol Inticube'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 Hansol Inticube's market risk premium analysis include:
Beta 0.25 | Alpha (0.39) | Risk 3.31 | Sharpe Ratio (0.12) | Expected Return (0.39) |
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.
Hansol |
Hansol Inticube Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hansol Inticube market risk premium is the additional return an investor will receive from holding Hansol Inticube 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 Hansol Inticube. 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 Hansol Inticube's performance over market.| α | -0.39 | β | 0.25 |
Hansol Inticube 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 Hansol Inticube's Buy-and-hold return. Our buy-and-hold chart shows how Hansol Inticube performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hansol Inticube Market Price Analysis
Market price analysis indicators help investors to evaluate how Hansol Inticube stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hansol Inticube shares will generate the highest return on investment. By understating and applying Hansol Inticube stock market price indicators, traders can identify Hansol Inticube position entry and exit signals to maximize returns.
Hansol Inticube Return and Market Media
The median price of Hansol Inticube for the period between Tue, Jan 30, 2024 and Mon, Apr 29, 2024 is 1694.0 with a coefficient of variation of 8.55. The daily time series for the period is distributed with a sample standard deviation of 146.55, arithmetic mean of 1713.35, and mean deviation of 115.67. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Hansol Inticube 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 Hansol or other stocks. Alpha measures the amount that position in Hansol Inticube 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 Hansol Inticube 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, Hansol Inticube's short interest history, or implied volatility extrapolated from Hansol Inticube options trading.
Build Portfolio with Hansol Inticube
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 Hansol Inticube Backtesting, Hansol Inticube Valuation, Hansol Inticube Correlation, Hansol Inticube Hype Analysis, Hansol Inticube Volatility, Hansol Inticube History and analyze Hansol Inticube Performance. Note that the Hansol Inticube information on this page should be used as a complementary analysis to other Hansol Inticube'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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Complementary Tools for Hansol Stock analysis
When running Hansol Inticube's price analysis, check to measure Hansol Inticube'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 Hansol Inticube is operating at the current time. Most of Hansol Inticube's value examination focuses on studying past and present price action to predict the probability of Hansol Inticube's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hansol Inticube's price. Additionally, you may evaluate how the addition of Hansol Inticube to your portfolios can decrease your overall portfolio volatility.
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Hansol Inticube 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.