Daikin Industries Ltd Stock Alpha and Beta Analysis
| DKILY Stock | USD 11.83 0.16 1.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Daikin Industries Ltd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Daikin Industries over a specified time horizon. Remember, high Daikin Industries' 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 Daikin Industries' market risk premium analysis include:
Beta 1.32 | Alpha (0.28) | Risk 1.91 | Sharpe Ratio (0.03) | Expected Return (0.05) |
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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Daikin Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Daikin Industries market risk premium is the additional return an investor will receive from holding Daikin Industries 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 Daikin Industries. 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 Daikin Industries' performance over market.| α | -0.28 | β | 1.32 |
Daikin Industries 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 Daikin Industries' Buy-and-hold return. Our buy-and-hold chart shows how Daikin Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Daikin Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how Daikin Industries 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 Daikin Industries shares will generate the highest return on investment. By understating and applying Daikin Industries pink sheet market price indicators, traders can identify Daikin Industries position entry and exit signals to maximize returns.
Daikin Industries Return and Market Media
The median price of Daikin Industries for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 12.36 with a coefficient of variation of 5.04. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 12.51, and mean deviation of 0.51. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Daikin Industries 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 Daikin or other pink sheets. Alpha measures the amount that position in Daikin Industries 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 Daikin Industries 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, Daikin Industries' short interest history, or implied volatility extrapolated from Daikin Industries options trading.
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Additional Tools for Daikin Pink Sheet Analysis
When running Daikin Industries' price analysis, check to measure Daikin Industries' 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 Daikin Industries is operating at the current time. Most of Daikin Industries' value examination focuses on studying past and present price action to predict the probability of Daikin Industries' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Daikin Industries' price. Additionally, you may evaluate how the addition of Daikin Industries to your portfolios can decrease your overall portfolio volatility.