Asian Insulators (Thailand) Alpha and Beta Analysis
| AI Stock | 3.56 0.04 1.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Asian Insulators PCL. It also helps investors analyze the systematic and unsystematic risks associated with investing in Asian Insulators over a specified time horizon. Remember, high Asian Insulators' 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 Asian Insulators' market risk premium analysis include:
Beta 0.0312 | Alpha (0.14) | Risk 1.03 | Sharpe Ratio (0.15) | 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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Asian Insulators Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Asian Insulators market risk premium is the additional return an investor will receive from holding Asian Insulators 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 Asian Insulators. 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 Asian Insulators' performance over market.| α | -0.14 | β | 0.03 |
Asian Insulators 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 Asian Insulators' Buy-and-hold return. Our buy-and-hold chart shows how Asian Insulators performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Asian Insulators Market Price Analysis
Market price analysis indicators help investors to evaluate how Asian Insulators stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Asian Insulators shares will generate the highest return on investment. By understating and applying Asian Insulators stock market price indicators, traders can identify Asian Insulators position entry and exit signals to maximize returns.
Asian Insulators Return and Market Media
The median price of Asian Insulators for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 3.92 with a coefficient of variation of 3.77. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 3.87, and mean deviation of 0.13. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Asian Insulators 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 Asian or other stocks. Alpha measures the amount that position in Asian Insulators PCL 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 Asian Insulators 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, Asian Insulators' short interest history, or implied volatility extrapolated from Asian Insulators options trading.
Build Portfolio with Asian Insulators
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Other Information on Investing in Asian Stock
Asian Insulators financial ratios help investors to determine whether Asian 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 Asian with respect to the benefits of owning Asian Insulators security.