VITZROCELL CoLtd (Korea) Alpha and Beta Analysis
| 082920 Stock | KRW 17,850 390.00 2.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VITZROCELL CoLtd. It also helps investors analyze the systematic and unsystematic risks associated with investing in VITZROCELL CoLtd over a specified time horizon. Remember, high VITZROCELL CoLtd'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 VITZROCELL CoLtd's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
VITZROCELL |
VITZROCELL CoLtd Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VITZROCELL CoLtd market risk premium is the additional return an investor will receive from holding VITZROCELL CoLtd 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 VITZROCELL CoLtd. 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 VITZROCELL CoLtd's performance over market.| α | 0.03 | β | 0.20 |
VITZROCELL CoLtd 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 VITZROCELL CoLtd's Buy-and-hold return. Our buy-and-hold chart shows how VITZROCELL CoLtd performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VITZROCELL CoLtd Market Price Analysis
Market price analysis indicators help investors to evaluate how VITZROCELL CoLtd stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VITZROCELL CoLtd shares will generate the highest return on investment. By understating and applying VITZROCELL CoLtd stock market price indicators, traders can identify VITZROCELL CoLtd position entry and exit signals to maximize returns.
VITZROCELL CoLtd Return and Market Media
Price Growth (%) |
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About VITZROCELL CoLtd 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 VITZROCELL or other stocks. Alpha measures the amount that position in VITZROCELL 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 VITZROCELL CoLtd 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, VITZROCELL CoLtd's short interest history, or implied volatility extrapolated from VITZROCELL CoLtd options trading.
Build Portfolio with VITZROCELL CoLtd
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 VITZROCELL CoLtd Backtesting, VITZROCELL CoLtd Valuation, VITZROCELL CoLtd Correlation, VITZROCELL CoLtd Hype Analysis, VITZROCELL CoLtd Volatility, VITZROCELL CoLtd History and analyze VITZROCELL CoLtd Performance. Note that the VITZROCELL CoLtd information on this page should be used as a complementary analysis to other VITZROCELL CoLtd'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 Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Complementary Tools for VITZROCELL Stock analysis
When running VITZROCELL CoLtd's price analysis, check to measure VITZROCELL CoLtd'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 VITZROCELL CoLtd is operating at the current time. Most of VITZROCELL CoLtd's value examination focuses on studying past and present price action to predict the probability of VITZROCELL CoLtd's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VITZROCELL CoLtd's price. Additionally, you may evaluate how the addition of VITZROCELL CoLtd to your portfolios can decrease your overall portfolio volatility.
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VITZROCELL CoLtd 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.