Kuke Music Holding Stock Alpha and Beta Analysis
| KUKE Stock | USD 0.36 0.04 10.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kuke Music Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kuke Music over a specified time horizon. Remember, high Kuke Music'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 Kuke Music's market risk premium analysis include:
Beta 3.82 | Alpha (1.38) | Risk 13.65 | Sharpe Ratio (0.07) | Expected Return (0.98) |
Enterprise Value |
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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.
Kuke |
Kuke Music Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kuke Music market risk premium is the additional return an investor will receive from holding Kuke Music 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 Kuke Music. 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 Kuke Music's performance over market.| α | -1.38 | β | 3.82 |
Kuke Music 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 Kuke Music's Buy-and-hold return. Our buy-and-hold chart shows how Kuke Music performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kuke Music Market Price Analysis
Market price analysis indicators help investors to evaluate how Kuke Music stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kuke Music shares will generate the highest return on investment. By understating and applying Kuke Music stock market price indicators, traders can identify Kuke Music position entry and exit signals to maximize returns.
Kuke Music Return and Market Media
The median price of Kuke Music for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 0.73 with a coefficient of variation of 42.94. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 0.71, and mean deviation of 0.23. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | KUKE Music Regains Compliance with NYSE Continued Listing Standards | 09/12/2024 |
2 | Revenues Not Telling The Story For Kuke Music Holding Limited After Shares Rise 37 | 10/15/2024 |
3 | Kuke Music Holding Announces New Share Offering - TipRanks | 10/29/2024 |
4 | KUKE Music Announces Resignation of President | 11/04/2024 |
5 | Kuke Music Holding Limited May Have Run Too Fast Too Soon With Recent 56 percent Price Plummet | 11/29/2024 |
About Kuke Music 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 Kuke or other stocks. Alpha measures the amount that position in Kuke Music Holding 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 140.63 | 37.27 | 85.54 | 81.26 | PTB Ratio | 0.85 | 1.85 | 10.48 | 5.91 |
Kuke Music Upcoming Company Events
As portrayed in its financial statements, the presentation of Kuke Music's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kuke Music's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kuke Music's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kuke Music. Please utilize our Beneish M Score to check the likelihood of Kuke Music's management manipulating its earnings.
| 21st of May 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Kuke Music Backtesting, Kuke Music Valuation, Kuke Music Correlation, Kuke Music Hype Analysis, Kuke Music Volatility, Kuke Music History and analyze Kuke Music Performance. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Kuke Music 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.