WA Kaolin (Australia) Alpha and Beta Analysis
| WAK Stock | 0.06 0 1.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as WA Kaolin. It also helps investors analyze the systematic and unsystematic risks associated with investing in WA Kaolin over a specified time horizon. Remember, high WA Kaolin'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 WA Kaolin's market risk premium analysis include:
Beta (0.36) | Alpha 0.3 | Risk 3.05 | Sharpe Ratio 0.0911 | Expected Return 0.28 |
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.
WAK |
WA Kaolin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. WA Kaolin market risk premium is the additional return an investor will receive from holding WA Kaolin 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 WA Kaolin. 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 WA Kaolin's performance over market.| α | 0.30 | β | -0.36 |
WA Kaolin 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 WA Kaolin's Buy-and-hold return. Our buy-and-hold chart shows how WA Kaolin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.WA Kaolin Market Price Analysis
Market price analysis indicators help investors to evaluate how WA Kaolin stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading WA Kaolin shares will generate the highest return on investment. By understating and applying WA Kaolin stock market price indicators, traders can identify WA Kaolin position entry and exit signals to maximize returns.
WA Kaolin Return and Market Media
The median price of WA Kaolin for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 0.051 with a coefficient of variation of 6.77. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.05, and mean deviation of 0.0. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | WA Kaolin Announces Upcoming Annual General Meeting - TipRanks | 10/29/2024 |
2 | WA Kaolin Secures Shareholder Support at AGM - TipRanks | 11/27/2024 |
About WA Kaolin 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 WAK or other stocks. Alpha measures the amount that position in WA Kaolin 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 WA Kaolin 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, WA Kaolin's short interest history, or implied volatility extrapolated from WA Kaolin options trading.
Build Portfolio with WA Kaolin
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 WAK Stock Analysis
When running WA Kaolin's price analysis, check to measure WA Kaolin'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 WA Kaolin is operating at the current time. Most of WA Kaolin's value examination focuses on studying past and present price action to predict the probability of WA Kaolin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move WA Kaolin's price. Additionally, you may evaluate how the addition of WA Kaolin to your portfolios can decrease your overall portfolio volatility.