Japan Exchange Group Stock Alpha and Beta Analysis
| JPXGY Stock | USD 11.31 0.07 0.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Japan Exchange Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Japan Exchange over a specified time horizon. Remember, high Japan Exchange'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 Japan Exchange's market risk premium analysis include:
Beta 0.51 | Alpha (0.13) | Risk 1.9 | Sharpe Ratio (0.09) | Expected Return (0.16) |
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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Japan Exchange Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Japan Exchange market risk premium is the additional return an investor will receive from holding Japan Exchange 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 Japan Exchange. 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 Japan Exchange's performance over market.| α | -0.13 | β | 0.51 |
Japan Exchange 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 Japan Exchange's Buy-and-hold return. Our buy-and-hold chart shows how Japan Exchange performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Japan Exchange Market Price Analysis
Market price analysis indicators help investors to evaluate how Japan Exchange pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Japan Exchange shares will generate the highest return on investment. By understating and applying Japan Exchange pink sheet market price indicators, traders can identify Japan Exchange position entry and exit signals to maximize returns.
Japan Exchange Return and Market Media
The median price of Japan Exchange for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 12.24 with a coefficient of variation of 4.0. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 12.18, and mean deviation of 0.41. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Japan Exchange 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 Japan or other pink sheets. Alpha measures the amount that position in Japan Exchange Group 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 Japan Exchange 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, Japan Exchange's short interest history, or implied volatility extrapolated from Japan Exchange options trading.
Build Portfolio with Japan Exchange
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Additional Tools for Japan Pink Sheet Analysis
When running Japan Exchange's price analysis, check to measure Japan Exchange'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 Japan Exchange is operating at the current time. Most of Japan Exchange's value examination focuses on studying past and present price action to predict the probability of Japan Exchange's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Japan Exchange's price. Additionally, you may evaluate how the addition of Japan Exchange to your portfolios can decrease your overall portfolio volatility.