Graphjet Technology Stock Alpha and Beta Analysis
| GTI Stock | 2.70 0.28 9.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Graphjet Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Graphjet Technology over a specified time horizon. Remember, high Graphjet Technology'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 Graphjet Technology's market risk premium analysis include:
Beta 2.22 | Alpha 0.0187 | Risk 7.52 | Sharpe Ratio 0.0449 | Expected Return 0.34 |
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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.
Graphjet |
Graphjet Technology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Graphjet Technology market risk premium is the additional return an investor will receive from holding Graphjet Technology 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 Graphjet Technology. 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 Graphjet Technology's performance over market.| α | 0.02 | β | 2.22 |
Graphjet Technology 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 Graphjet Technology's Buy-and-hold return. Our buy-and-hold chart shows how Graphjet Technology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Graphjet Technology Market Price Analysis
Market price analysis indicators help investors to evaluate how Graphjet Technology stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Graphjet Technology shares will generate the highest return on investment. By understating and applying Graphjet Technology stock market price indicators, traders can identify Graphjet Technology position entry and exit signals to maximize returns.
Graphjet Technology Return and Market Media
The median price of Graphjet Technology for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 2.67 with a coefficient of variation of 13.69. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 2.61, and mean deviation of 0.3. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1023 shares by Batty Lionel D of Graphjet Technology at 4.28 subject to Rule 16b-3 | 09/11/2024 |
2 | These Cars Should Be Turned Into Utes | 10/04/2024 |
3 | GTI vyhlasuje medzinrodn nbor na projekt Intelligent RAN, Ubiquitous AI ako sas programu vvoja technolgi 5G-AAI | 11/06/2024 |
4 | GTI Intelligent RAN, - 5G-AAI | 11/07/2024 |
5 | GrafTech International Q3 2024 Earnings Call Transcript | 11/12/2024 |
6 | Earnings call GrafTech reports mixed Q3 results amid market challenges | 11/13/2024 |
7 | GrafTech Announces Commencement of Exchange Offers and Consent Solicitations Relating to ... | 11/22/2024 |
About Graphjet Technology 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 Graphjet or other stocks. Alpha measures the amount that position in Graphjet Technology 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 Graphjet Technology 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, Graphjet Technology's short interest history, or implied volatility extrapolated from Graphjet Technology options trading.
Build Portfolio with Graphjet Technology
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
Check out Graphjet Technology Backtesting, Graphjet Technology Valuation, Graphjet Technology Correlation, Graphjet Technology Hype Analysis, Graphjet Technology Volatility, Graphjet Technology History and analyze Graphjet Technology Performance. For more detail on how to invest in Graphjet Stock please use our How to Invest in Graphjet Technology guide.You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Graphjet Technology technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.