Haiphong Packing (Vietnam) Alpha and Beta Analysis
| BXH Stock | 15,100 100.00 0.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Haiphong Packing VICEM. It also helps investors analyze the systematic and unsystematic risks associated with investing in Haiphong Packing over a specified time horizon. Remember, high Haiphong Packing'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 Haiphong Packing's market risk premium analysis include:
Beta 0.32 | Alpha (0.14) | Risk 6.1 | Sharpe Ratio 0.086 | Expected Return 0.52 |
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.
Haiphong |
Haiphong Packing Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Haiphong Packing market risk premium is the additional return an investor will receive from holding Haiphong Packing 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 Haiphong Packing. 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 Haiphong Packing's performance over market.| α | -0.14 | β | 0.32 |
Haiphong Packing Return and Market Media
The median price of Haiphong Packing for the period between Sun, Sep 29, 2024 and Sat, Dec 28, 2024 is 15700.0 with a coefficient of variation of 13.1. The daily time series for the period is distributed with a sample standard deviation of 2157.59, arithmetic mean of 16469.6, and mean deviation of 1762.55. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 Haiphong Packing 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, Haiphong Packing's short interest history, or implied volatility extrapolated from Haiphong Packing options trading.