Singapore Exchange Ltd Stock Alpha and Beta Analysis
| SPXCY Stock | USD 18.28 0.02 0.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Singapore Exchange Ltd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Singapore Exchange over a specified time horizon. Remember, high Singapore Exchange'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 Singapore Exchange's market risk premium analysis include:
Beta 1.93 | Alpha 18.88 | Risk 125.15 | Sharpe Ratio 0.16 | Expected Return 19.52 |
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.
Singapore |
Singapore Exchange Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Singapore Exchange market risk premium is the additional return an investor will receive from holding Singapore Exchange 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 Singapore Exchange. 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 Singapore Exchange's performance over market.| α | 18.88 | β | 1.93 |
Singapore Exchange 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 Singapore Exchange's Buy-and-hold return. Our buy-and-hold chart shows how Singapore Exchange performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Singapore Exchange Market Price Analysis
Market price analysis indicators help investors to evaluate how Singapore Exchange pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Singapore Exchange shares will generate the highest return on investment. By understating and applying Singapore Exchange pink sheet market price indicators, traders can identify Singapore Exchange position entry and exit signals to maximize returns.
Singapore Exchange Return and Market Media
The median price of Singapore Exchange for the period between Sat, Sep 21, 2024 and Fri, Dec 20, 2024 is 16.72 with a coefficient of variation of 108.77. The daily time series for the period is distributed with a sample standard deviation of 24.56, arithmetic mean of 22.58, and mean deviation of 10.14. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
About Singapore Exchange 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 Singapore or other pink sheets. Alpha measures the amount that position in Singapore Exchange 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 Singapore Exchange 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, Singapore Exchange's short interest history, or implied volatility extrapolated from Singapore Exchange options trading.
Build Portfolio with Singapore Exchange
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
Additional Tools for Singapore Pink Sheet Analysis
When running Singapore Exchange's price analysis, check to measure Singapore Exchange'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 Singapore Exchange is operating at the current time. Most of Singapore Exchange's value examination focuses on studying past and present price action to predict the probability of Singapore Exchange's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Singapore Exchange's price. Additionally, you may evaluate how the addition of Singapore Exchange to your portfolios can decrease your overall portfolio volatility.