Springview Holdings Ltd Stock Alpha and Beta Analysis
| SPHL Stock | 5.74 0.01 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Springview Holdings Ltd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Springview Holdings over a specified time horizon. Remember, high Springview Holdings' 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 Springview Holdings' market risk premium analysis include:
Beta (0.99) | Alpha 0.74 | Risk 144.29 | Sharpe Ratio 0.15 | Expected Return 21.54 |
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.
Springview |
Springview Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Springview Holdings market risk premium is the additional return an investor will receive from holding Springview Holdings 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 Springview Holdings. 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 Springview Holdings' performance over market.| α | 0.74 | β | -0.99 |
Springview Holdings 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 Springview Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Springview Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Springview Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Springview Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Springview Holdings shares will generate the highest return on investment. By understating and applying Springview Holdings stock market price indicators, traders can identify Springview Holdings position entry and exit signals to maximize returns.
Springview Holdings Return and Market Media
The median price of Springview Holdings for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 4.41 with a coefficient of variation of 18.66. The daily time series for the period is distributed with a sample standard deviation of 0.85, arithmetic mean of 4.54, and mean deviation of 0.45. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | SPHL - Springview Holdings Ltd Latest Stock News Market Updates - StockTitan | 10/16/2024 |
2 | Springview Holdings Ltd Announces Closing of Initial Public Offering | 10/17/2024 |
3 | Springview Holding files to sell 1.8M common shares by selling shareholders | 10/30/2024 |
About Springview Holdings 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 Springview or other stocks. Alpha measures the amount that position in Springview Holdings 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 Springview Holdings 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, Springview Holdings' short interest history, or implied volatility extrapolated from Springview Holdings options trading.
Build Portfolio with Springview Holdings
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 Springview Holdings Backtesting, Springview Holdings Valuation, Springview Holdings Correlation, Springview Holdings Hype Analysis, Springview Holdings Volatility, Springview Holdings History and analyze Springview Holdings Performance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Springview Holdings 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.