786 Investment (Pakistan) Alpha and Beta Analysis
| 786 Stock | 6.54 0.06 0.93% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as 786 Investment Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in 786 Investment over a specified time horizon. Remember, high 786 Investment'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 786 Investment's market risk premium analysis include:
Beta (0.30) | Alpha 0.33 | Risk 4.84 | Sharpe Ratio 0.052 | Expected Return 0.25 |
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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786 Investment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. 786 Investment market risk premium is the additional return an investor will receive from holding 786 Investment 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 786 Investment. 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 786 Investment's performance over market.| α | 0.33 | β | -0.3 |
786 Investment Return and Market Media
The median price of 786 Investment for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 6.19 with a coefficient of variation of 5.77. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 6.22, and mean deviation of 0.27. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
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 786 Investment 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, 786 Investment's short interest history, or implied volatility extrapolated from 786 Investment options trading.
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Additional Tools for 786 Stock Analysis
When running 786 Investment's price analysis, check to measure 786 Investment's 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 786 Investment is operating at the current time. Most of 786 Investment's value examination focuses on studying past and present price action to predict the probability of 786 Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move 786 Investment's price. Additionally, you may evaluate how the addition of 786 Investment to your portfolios can decrease your overall portfolio volatility.