SAMG Entertainment (Korea) Alpha and Beta Analysis
| 419530 Stock | 13,300 60.00 0.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SAMG Entertainment Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in SAMG Entertainment over a specified time horizon. Remember, high SAMG Entertainment'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 SAMG Entertainment's market risk premium analysis include:
Beta 0.17 | Alpha (0.34) | Risk 3.57 | Sharpe Ratio (0.04) | Expected Return (0.15) |
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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SAMG Entertainment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SAMG Entertainment market risk premium is the additional return an investor will receive from holding SAMG Entertainment 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 SAMG Entertainment. 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 SAMG Entertainment's performance over market.| α | -0.34 | β | 0.17 |
SAMG Entertainment 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 SAMG Entertainment's Buy-and-hold return. Our buy-and-hold chart shows how SAMG Entertainment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SAMG Entertainment Market Price Analysis
Market price analysis indicators help investors to evaluate how SAMG Entertainment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SAMG Entertainment shares will generate the highest return on investment. By understating and applying SAMG Entertainment stock market price indicators, traders can identify SAMG Entertainment position entry and exit signals to maximize returns.
SAMG Entertainment Return and Market Media
The median price of SAMG Entertainment for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 13170.0 with a coefficient of variation of 12.8. The daily time series for the period is distributed with a sample standard deviation of 1757.25, arithmetic mean of 13725.76, and mean deviation of 1336.29. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About SAMG Entertainment 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 SAMG or other stocks. Alpha measures the amount that position in SAMG Entertainment 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 SAMG Entertainment 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, SAMG Entertainment's short interest history, or implied volatility extrapolated from SAMG Entertainment options trading.
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Other Information on Investing in SAMG Stock
SAMG Entertainment financial ratios help investors to determine whether SAMG 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 SAMG with respect to the benefits of owning SAMG Entertainment security.