BioSmart CoLtd (Korea) Alpha and Beta Analysis
| 038460 Stock | KRW 5,540 440.00 8.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BioSmart CoLtd. It also helps investors analyze the systematic and unsystematic risks associated with investing in BioSmart CoLtd over a specified time horizon. Remember, high BioSmart 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 BioSmart CoLtd's market risk premium analysis include:
Beta (1.90) | Alpha 0.97 | Risk 5.22 | Sharpe Ratio 0.19 | Expected Return 0.98 |
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.
BioSmart |
BioSmart CoLtd Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BioSmart CoLtd market risk premium is the additional return an investor will receive from holding BioSmart 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 BioSmart 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 BioSmart CoLtd's performance over market.| α | 0.97 | β | -1.9 |
BioSmart 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 BioSmart CoLtd's Buy-and-hold return. Our buy-and-hold chart shows how BioSmart CoLtd performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BioSmart CoLtd Market Price Analysis
Market price analysis indicators help investors to evaluate how BioSmart 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 BioSmart CoLtd shares will generate the highest return on investment. By understating and applying BioSmart CoLtd stock market price indicators, traders can identify BioSmart CoLtd position entry and exit signals to maximize returns.
BioSmart CoLtd Return and Market Media
The median price of BioSmart CoLtd for the period between Thu, Feb 1, 2024 and Wed, May 1, 2024 is 3470.0 with a coefficient of variation of 20.0. The daily time series for the period is distributed with a sample standard deviation of 749.71, arithmetic mean of 3748.11, and mean deviation of 589.86. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About BioSmart 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 BioSmart or other stocks. Alpha measures the amount that position in BioSmart 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 BioSmart 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, BioSmart CoLtd's short interest history, or implied volatility extrapolated from BioSmart CoLtd options trading.
Build Portfolio with BioSmart CoLtd
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Check out BioSmart CoLtd Backtesting, BioSmart CoLtd Valuation, BioSmart CoLtd Correlation, BioSmart CoLtd Hype Analysis, BioSmart CoLtd Volatility, BioSmart CoLtd History and analyze BioSmart CoLtd Performance. Note that the BioSmart CoLtd information on this page should be used as a complementary analysis to other BioSmart 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 Bonds Directory module to find actively traded corporate debentures issued by US companies.
Complementary Tools for BioSmart Stock analysis
When running BioSmart CoLtd's price analysis, check to measure BioSmart 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 BioSmart CoLtd is operating at the current time. Most of BioSmart CoLtd's value examination focuses on studying past and present price action to predict the probability of BioSmart 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 BioSmart CoLtd's price. Additionally, you may evaluate how the addition of BioSmart CoLtd to your portfolios can decrease your overall portfolio volatility.
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BioSmart 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.