CPL Group (Thailand) Alpha and Beta Analysis
| CPL Stock | THB 1.24 0.02 1.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CPL Group Public. It also helps investors analyze the systematic and unsystematic risks associated with investing in CPL Group over a specified time horizon. Remember, high CPL Group'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 CPL Group's market risk premium analysis include:
Beta (0.44) | Alpha (0.44) | Risk 2.36 | Sharpe Ratio (0.19) | Expected Return (0.44) |
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.
CPL |
CPL Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CPL Group market risk premium is the additional return an investor will receive from holding CPL Group 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 CPL Group. 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 CPL Group's performance over market.| α | -0.44 | β | -0.44 |
CPL Group 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 CPL Group's Buy-and-hold return. Our buy-and-hold chart shows how CPL Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CPL Group Market Price Analysis
Market price analysis indicators help investors to evaluate how CPL Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CPL Group shares will generate the highest return on investment. By understating and applying CPL Group stock market price indicators, traders can identify CPL Group position entry and exit signals to maximize returns.
CPL Group Return and Market Media
The median price of CPL Group for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 1.42 with a coefficient of variation of 9.74. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 1.44, and mean deviation of 0.12. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About CPL Group 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 CPL or other stocks. Alpha measures the amount that position in CPL Group Public 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 CPL Group 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, CPL Group's short interest history, or implied volatility extrapolated from CPL Group options trading.
Build Portfolio with CPL Group
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
Other Information on Investing in CPL Stock
CPL Group financial ratios help investors to determine whether CPL 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 CPL with respect to the benefits of owning CPL Group security.