Vivozon Healthcare (Korea) Alpha and Beta Analysis
082800 Stock | KRW 2,850 25.00 0.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vivozon Healthcare. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vivozon Healthcare over a specified time horizon. Remember, high Vivozon Healthcare'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 Vivozon Healthcare's market risk premium analysis include:
Beta 0.25 | Alpha (0.10) | Risk 2.36 | Sharpe Ratio 0.0016 | Expected Return 0.0038 |
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.
Vivozon |
Vivozon Healthcare Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vivozon Healthcare market risk premium is the additional return an investor will receive from holding Vivozon Healthcare 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 Vivozon Healthcare. 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 Vivozon Healthcare's performance over market.α | -0.1 | β | 0.25 |
Vivozon Healthcare 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 Vivozon Healthcare's Buy-and-hold return. Our buy-and-hold chart shows how Vivozon Healthcare performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vivozon Healthcare Market Price Analysis
Market price analysis indicators help investors to evaluate how Vivozon Healthcare stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vivozon Healthcare shares will generate the highest return on investment. By understating and applying Vivozon Healthcare stock market price indicators, traders can identify Vivozon Healthcare position entry and exit signals to maximize returns.
Vivozon Healthcare Return and Market Media
The median price of Vivozon Healthcare for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 3065.0 with a coefficient of variation of 5.61. The daily time series for the period is distributed with a sample standard deviation of 172.82, arithmetic mean of 3083.33, and mean deviation of 134.04. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
Timeline |
About Vivozon Healthcare 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 Vivozon or other stocks. Alpha measures the amount that position in Vivozon Healthcare 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 Vivozon Healthcare 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, Vivozon Healthcare's short interest history, or implied volatility extrapolated from Vivozon Healthcare options trading.
Build Portfolio with Vivozon Healthcare
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Align your risk with return expectations
Check out Vivozon Healthcare Backtesting, Vivozon Healthcare Valuation, Vivozon Healthcare Correlation, Vivozon Healthcare Hype Analysis, Vivozon Healthcare Volatility, Vivozon Healthcare History and analyze Vivozon Healthcare Performance. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Complementary Tools for Vivozon Stock analysis
When running Vivozon Healthcare's price analysis, check to measure Vivozon Healthcare'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 Vivozon Healthcare is operating at the current time. Most of Vivozon Healthcare's value examination focuses on studying past and present price action to predict the probability of Vivozon Healthcare's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vivozon Healthcare's price. Additionally, you may evaluate how the addition of Vivozon Healthcare to your portfolios can decrease your overall portfolio volatility.
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Vivozon Healthcare 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.