Creative Global Technology Stock Alpha and Beta Analysis
| CGTL Stock | 7.83 0.17 2.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Creative Global Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Creative Global over a specified time horizon. Remember, high Creative Global'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 Creative Global's market risk premium analysis include:
Beta 5.98 | Alpha 56.9 | Risk 228.71 | Sharpe Ratio 0.25 | Expected Return 57.04 |
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.
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Creative Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Creative Global market risk premium is the additional return an investor will receive from holding Creative Global 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 Creative Global. 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 Creative Global's performance over market.| α | 56.90 | β | 5.98 |
Creative Global 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 Creative Global's Buy-and-hold return. Our buy-and-hold chart shows how Creative Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Creative Global Market Price Analysis
Market price analysis indicators help investors to evaluate how Creative Global stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Creative Global shares will generate the highest return on investment. By understating and applying Creative Global stock market price indicators, traders can identify Creative Global position entry and exit signals to maximize returns.
Creative Global Return and Market Media
The median price of Creative Global for the period between Sat, Sep 21, 2024 and Fri, Dec 20, 2024 is 4.64 with a coefficient of variation of 43.22. The daily time series for the period is distributed with a sample standard deviation of 2.32, arithmetic mean of 5.36, and mean deviation of 1.82. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Creative Global 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 Creative or other stocks. Alpha measures the amount that position in Creative Global Tech 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 Creative Global 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, Creative Global's short interest history, or implied volatility extrapolated from Creative Global options trading.
Build Portfolio with Creative Global
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 Creative Global Backtesting, Creative Global Valuation, Creative Global Correlation, Creative Global Hype Analysis, Creative Global Volatility, Creative Global History and analyze Creative Global Performance. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Creative Global 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.