Global Connections (Thailand) Alpha and Beta Analysis

GC Stock  THB 4.98  0.02  0.40%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Global Connections Public. It also helps investors analyze the systematic and unsystematic risks associated with investing in Global Connections over a specified time horizon. Remember, high Global Connections' 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 Global Connections' market risk premium analysis include:
Beta
0.0121
Alpha
(0.02)
Risk
0.52
Sharpe Ratio
(0.01)
Expected Return
(0.01)
Please note that although Global Connections alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Global Connections did 0.02  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Global Connections Public stock's relative risk over its benchmark. Global Connections Public has a beta of 0.01  . As returns on the market increase, Global Connections' returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Connections is expected to be smaller as well. .
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.
  
Check out Global Connections Backtesting, Global Connections Valuation, Global Connections Correlation, Global Connections Hype Analysis, Global Connections Volatility, Global Connections History and analyze Global Connections Performance.

Global Connections Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Global Connections market risk premium is the additional return an investor will receive from holding Global Connections 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 Global Connections. 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 Global Connections' performance over market.
α-0.02   β0.01
100%

Global Connections 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 Global Connections' Buy-and-hold return. Our buy-and-hold chart shows how Global Connections performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
100%

Global Connections Market Price Analysis

Market price analysis indicators help investors to evaluate how Global Connections stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Global Connections shares will generate the highest return on investment. By understating and applying Global Connections stock market price indicators, traders can identify Global Connections position entry and exit signals to maximize returns.

Global Connections Return and Market Media

The median price of Global Connections for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 5.0 with a coefficient of variation of 0.61. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 5.01, and mean deviation of 0.02. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.15OctNov 0246810
JavaScript chart by amCharts 3.21.15Global Connections Public Global Connections Public Dividend Benchmark Dow Jones Industrial
       Timeline  

About Global Connections 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 Global or other stocks. Alpha measures the amount that position in Global Connections Public 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 Global Connections 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, Global Connections' short interest history, or implied volatility extrapolated from Global Connections options trading.

Build Portfolio with Global Connections

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Global Stock

Global Connections financial ratios help investors to determine whether Global Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Global with respect to the benefits of owning Global Connections security.

Trending Assets

DRT
Diamond Building Products
7.65  0.05  0.66 
ASK
Asia Sermkij Leasing
10.50  -0.1  -0.94 
FMT
Fine Metal Technologies
33.00  0.50  1.54 
ASP
Asia Plus Group
2.42  -0.02  -0.82 
News Freq…Investor S…