Cirtek Holdings (Philippines) Alpha and Beta Analysis
| TCB2A Stock | 0.56 0.06 9.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cirtek Holdings Philippines. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cirtek Holdings over a specified time horizon. Remember, high Cirtek 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 Cirtek Holdings' market risk premium analysis include:
Beta (3.72) | Alpha 0.21 | Risk 9.45 | Sharpe Ratio (0.02) | Expected Return (0.19) |
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.
Cirtek |
Cirtek Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cirtek Holdings market risk premium is the additional return an investor will receive from holding Cirtek 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 Cirtek 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 Cirtek Holdings' performance over market.| α | 0.21 | β | -3.72 |
Cirtek Holdings Fundamentals Vs Peers
Comparing Cirtek Holdings' fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Cirtek Holdings' direct or indirect competition across all of the common fundamentals between Cirtek Holdings and the related equities. This way, we can detect undervalued stocks with similar characteristics as Cirtek Holdings or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Cirtek Holdings' fundamental indicators could also be used in its relative valuation, which is a method of valuing Cirtek Holdings by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Cirtek Holdings to competition |
| Fundamentals | Cirtek Holdings | Peer Average |
| Return On Equity | 3.62 | -0.31 |
| Revenue | 68.91 M | 9.43 B |
| Net Income | 7.04 M | 570.98 M |
| Total Debt | 50.48 M | 5.32 B |
| Cash Flow From Operations | (14.33 M) | 971.22 M |
| Earnings Per Share | 0.55 X | 3.12 X |
| Market Capitalization | 6.48 B | 19.03 B |
Cirtek Holdings Opportunities
Cirtek Holdings Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Cirtek 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 Cirtek or other stocks. Alpha measures the amount that position in Cirtek Holdings Phil 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 Cirtek 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, Cirtek Holdings' short interest history, or implied volatility extrapolated from Cirtek Holdings options trading.
Build Portfolio with Cirtek 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
Additional Tools for Cirtek Stock Analysis
When running Cirtek Holdings' price analysis, check to measure Cirtek Holdings' 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 Cirtek Holdings is operating at the current time. Most of Cirtek Holdings' value examination focuses on studying past and present price action to predict the probability of Cirtek Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cirtek Holdings' price. Additionally, you may evaluate how the addition of Cirtek Holdings to your portfolios can decrease your overall portfolio volatility.