Hydrotek Public (Thailand) Alpha and Beta Analysis
| HYDRO Stock | THB 0.16 0.01 5.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hydrotek Public. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hydrotek Public over a specified time horizon. Remember, high Hydrotek Public'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 Hydrotek Public's market risk premium analysis include:
Beta (1.46) | Alpha (0.52) | Risk 8.97 | Sharpe Ratio (0.08) | Expected Return (0.70) |
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.
Hydrotek |
Hydrotek Public Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hydrotek Public market risk premium is the additional return an investor will receive from holding Hydrotek Public 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 Hydrotek Public. 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 Hydrotek Public's performance over market.| α | -0.52 | β | -1.46 |
Hydrotek Public 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 Hydrotek Public's Buy-and-hold return. Our buy-and-hold chart shows how Hydrotek Public performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hydrotek Public Market Price Analysis
Market price analysis indicators help investors to evaluate how Hydrotek Public stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hydrotek Public shares will generate the highest return on investment. By understating and applying Hydrotek Public stock market price indicators, traders can identify Hydrotek Public position entry and exit signals to maximize returns.
Hydrotek Public Return and Market Media
The median price of Hydrotek Public for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 0.3 with a coefficient of variation of 28.98. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 0.26, and mean deviation of 0.07. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Hydrotek Public 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 Hydrotek or other stocks. Alpha measures the amount that position in Hydrotek 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 Hydrotek Public 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, Hydrotek Public's short interest history, or implied volatility extrapolated from Hydrotek Public options trading.
Build Portfolio with Hydrotek Public
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 Hydrotek Stock
Hydrotek Public financial ratios help investors to determine whether Hydrotek 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 Hydrotek with respect to the benefits of owning Hydrotek Public security.