KSEC Intelligent (China) Alpha and Beta Analysis
| 301311 Stock | 18.67 0.76 3.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KSEC Intelligent Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in KSEC Intelligent over a specified time horizon. Remember, high KSEC Intelligent'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 KSEC Intelligent's market risk premium analysis include:
Beta 0.54 | Alpha 0.0787 | Risk 4.37 | Sharpe Ratio 0.0259 | Expected Return 0.11 |
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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KSEC Intelligent Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KSEC Intelligent market risk premium is the additional return an investor will receive from holding KSEC Intelligent 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 KSEC Intelligent. 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 KSEC Intelligent's performance over market.| α | 0.08 | β | 0.54 |
KSEC Intelligent 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 KSEC Intelligent's Buy-and-hold return. Our buy-and-hold chart shows how KSEC Intelligent performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KSEC Intelligent Market Price Analysis
Market price analysis indicators help investors to evaluate how KSEC Intelligent stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KSEC Intelligent shares will generate the highest return on investment. By understating and applying KSEC Intelligent stock market price indicators, traders can identify KSEC Intelligent position entry and exit signals to maximize returns.
KSEC Intelligent Return and Market Media
The median price of KSEC Intelligent for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 20.44 with a coefficient of variation of 6.98. The daily time series for the period is distributed with a sample standard deviation of 1.42, arithmetic mean of 20.3, and mean deviation of 1.01. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Revenues Working Against KSEC Intelligent Technology Co., Ltd.s Share Price - Simply Wall St | 12/17/2024 |
About KSEC Intelligent 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 KSEC or other stocks. Alpha measures the amount that position in KSEC Intelligent Tec 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 KSEC Intelligent 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, KSEC Intelligent's short interest history, or implied volatility extrapolated from KSEC Intelligent options trading.
Build Portfolio with KSEC Intelligent
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Other Information on Investing in KSEC Stock
KSEC Intelligent financial ratios help investors to determine whether KSEC 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 KSEC with respect to the benefits of owning KSEC Intelligent security.