LTC CoLtd (Korea) Alpha and Beta Analysis
| 170920 Stock | 15,290 320.00 2.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LTC CoLtd. It also helps investors analyze the systematic and unsystematic risks associated with investing in LTC CoLtd over a specified time horizon. Remember, high LTC 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 LTC CoLtd's market risk premium analysis include:
Beta 0.0419 | Alpha (0.07) | Risk 4.86 | Sharpe Ratio 0.0296 | Expected Return 0.14 |
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.
LTC |
LTC CoLtd Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LTC CoLtd market risk premium is the additional return an investor will receive from holding LTC 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 LTC 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 LTC CoLtd's performance over market.| α | -0.07 | β | 0.04 |
LTC 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 LTC CoLtd's Buy-and-hold return. Our buy-and-hold chart shows how LTC CoLtd performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.LTC CoLtd Market Price Analysis
Market price analysis indicators help investors to evaluate how LTC 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 LTC CoLtd shares will generate the highest return on investment. By understating and applying LTC CoLtd stock market price indicators, traders can identify LTC CoLtd position entry and exit signals to maximize returns.
LTC CoLtd Return and Market Media
The median price of LTC CoLtd for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 15230.0 with a coefficient of variation of 8.8. The daily time series for the period is distributed with a sample standard deviation of 1323.59, arithmetic mean of 15043.48, and mean deviation of 1034.29. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About LTC 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 LTC or other stocks. Alpha measures the amount that position in LTC 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 LTC 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, LTC CoLtd's short interest history, or implied volatility extrapolated from LTC CoLtd options trading.
Build Portfolio with LTC 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 LTC CoLtd Backtesting, LTC CoLtd Valuation, LTC CoLtd Correlation, LTC CoLtd Hype Analysis, LTC CoLtd Volatility, LTC CoLtd History and analyze LTC CoLtd Performance. Note that the LTC CoLtd information on this page should be used as a complementary analysis to other LTC 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 Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Complementary Tools for LTC Stock analysis
When running LTC CoLtd's price analysis, check to measure LTC 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 LTC CoLtd is operating at the current time. Most of LTC CoLtd's value examination focuses on studying past and present price action to predict the probability of LTC 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 LTC CoLtd's price. Additionally, you may evaluate how the addition of LTC CoLtd to your portfolios can decrease your overall portfolio volatility.
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments |
LTC 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.