Samsung Electronics (Mexico) Alpha and Beta Analysis
| SMSNN Stock | MXN 23,114 1,167 4.81% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Samsung Electronics Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Samsung Electronics over a specified time horizon. Remember, high Samsung Electronics' 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 Samsung Electronics' market risk premium analysis include:
Beta (0.41) | Alpha 0.0235 | Risk 2.5 | Sharpe Ratio 0.0082 | Expected Return 0.0205 |
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.
Samsung |
Samsung Electronics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Samsung Electronics market risk premium is the additional return an investor will receive from holding Samsung Electronics 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 Samsung Electronics. 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 Samsung Electronics' performance over market.| α | 0.02 | β | -0.41 |
Samsung Electronics 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 Samsung Electronics' Buy-and-hold return. Our buy-and-hold chart shows how Samsung Electronics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Samsung Electronics Market Price Analysis
Market price analysis indicators help investors to evaluate how Samsung Electronics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Samsung Electronics shares will generate the highest return on investment. By understating and applying Samsung Electronics stock market price indicators, traders can identify Samsung Electronics position entry and exit signals to maximize returns.
Samsung Electronics Return and Market Media
The median price of Samsung Electronics for the period between Mon, Mar 4, 2024 and Sun, Jun 2, 2024 is 23251.3 with a coefficient of variation of 4.74. The daily time series for the period is distributed with a sample standard deviation of 1136.44, arithmetic mean of 23986.1, and mean deviation of 1009.08. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Samsung Electronics 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 Samsung or other stocks. Alpha measures the amount that position in Samsung Electronics 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 Samsung Electronics 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, Samsung Electronics' short interest history, or implied volatility extrapolated from Samsung Electronics options trading.
Build Portfolio with Samsung Electronics
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 Samsung Electronics Backtesting, Samsung Electronics Valuation, Samsung Electronics Correlation, Samsung Electronics Hype Analysis, Samsung Electronics Volatility, Samsung Electronics History and analyze Samsung Electronics Performance. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Complementary Tools for Samsung Stock analysis
When running Samsung Electronics' price analysis, check to measure Samsung Electronics' 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 Samsung Electronics is operating at the current time. Most of Samsung Electronics' value examination focuses on studying past and present price action to predict the probability of Samsung Electronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Samsung Electronics' price. Additionally, you may evaluate how the addition of Samsung Electronics to your portfolios can decrease your overall portfolio volatility.
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Samsung Electronics 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.