Lix Solution (Korea) Alpha and Beta Analysis
029480 Stock | KRW 3,330 65.00 1.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lix Solution CoLtd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lix Solution over a specified time horizon. Remember, high Lix Solution'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 Lix Solution's market risk premium analysis include:
Beta (0.13) | Alpha 0.67 | Risk 6.28 | Sharpe Ratio 0.14 | Expected Return 0.86 |
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.
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Lix Solution Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lix Solution market risk premium is the additional return an investor will receive from holding Lix Solution 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 Lix Solution. 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 Lix Solution's performance over market.α | 0.67 | β | -0.13 |
Lix Solution 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 Lix Solution's Buy-and-hold return. Our buy-and-hold chart shows how Lix Solution performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lix Solution Market Price Analysis
Market price analysis indicators help investors to evaluate how Lix Solution stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lix Solution shares will generate the highest return on investment. By understating and applying Lix Solution stock market price indicators, traders can identify Lix Solution position entry and exit signals to maximize returns.
Lix Solution Return and Market Media
The median price of Lix Solution for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 3535.0 with a coefficient of variation of 19.19. The daily time series for the period is distributed with a sample standard deviation of 661.28, arithmetic mean of 3445.98, and mean deviation of 514.99. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Lix Solution 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 Lix or other stocks. Alpha measures the amount that position in Lix Solution 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 Lix Solution 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, Lix Solution's short interest history, or implied volatility extrapolated from Lix Solution options trading.
Build Portfolio with Lix Solution
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 Lix Solution Backtesting, Lix Solution Valuation, Lix Solution Correlation, Lix Solution Hype Analysis, Lix Solution Volatility, Lix Solution History and analyze Lix Solution Performance. Note that the Lix Solution CoLtd information on this page should be used as a complementary analysis to other Lix Solution'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 Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Complementary Tools for Lix Stock analysis
When running Lix Solution's price analysis, check to measure Lix Solution'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 Lix Solution is operating at the current time. Most of Lix Solution's value examination focuses on studying past and present price action to predict the probability of Lix Solution's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lix Solution's price. Additionally, you may evaluate how the addition of Lix Solution to your portfolios can decrease your overall portfolio volatility.
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Lix Solution 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.