Techcom Vietnam (Vietnam) Alpha and Beta Analysis
| FUCVREIT | 5,550 40.00 0.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Techcom Vietnam REIT. It also helps investors analyze the systematic and unsystematic risks associated with investing in Techcom Vietnam over a specified time horizon. Remember, high Techcom Vietnam'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 Techcom Vietnam's market risk premium analysis include:
Beta 0.49 | Alpha (0) | Risk 3.16 | Sharpe Ratio 0.0013 | Expected Return 0.0041 |
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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Techcom Vietnam Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Techcom Vietnam market risk premium is the additional return an investor will receive from holding Techcom Vietnam 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 Techcom Vietnam. 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 Techcom Vietnam's performance over market.| α | -0.0014 | β | 0.49 |
Techcom Vietnam 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 Techcom Vietnam's Buy-and-hold return. Our buy-and-hold chart shows how Techcom Vietnam performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Techcom Vietnam Market Price Analysis
Market price analysis indicators help investors to evaluate how Techcom Vietnam stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Techcom Vietnam shares will generate the highest return on investment. By understating and applying Techcom Vietnam stock market price indicators, traders can identify Techcom Vietnam position entry and exit signals to maximize returns.
Techcom Vietnam Return and Market Media
The median price of Techcom Vietnam for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 5880.0 with a coefficient of variation of 6.07. The daily time series for the period is distributed with a sample standard deviation of 356.01, arithmetic mean of 5868.33, and mean deviation of 278.94. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Techcom Vietnam 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 Techcom or other stocks. Alpha measures the amount that position in Techcom Vietnam REIT 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 Techcom Vietnam 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, Techcom Vietnam's short interest history, or implied volatility extrapolated from Techcom Vietnam options trading.
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Other Information on Investing in Techcom Stock
Techcom Vietnam financial ratios help investors to determine whether Techcom Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Techcom with respect to the benefits of owning Techcom Vietnam security.