Grupo KUO (Mexico) Alpha and Beta Analysis
| KUOA Stock | MXN 46.00 4.84 11.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grupo KUO SAB. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grupo KUO over a specified time horizon. Remember, high Grupo KUO'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 Grupo KUO's market risk premium analysis include:
Beta (0.13) | Alpha 0.2 | Risk 2.43 | Sharpe Ratio 0.0632 | Expected Return 0.15 |
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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Grupo KUO Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grupo KUO market risk premium is the additional return an investor will receive from holding Grupo KUO 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 Grupo KUO. 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 Grupo KUO's performance over market.| α | 0.20 | β | -0.13 |
Grupo KUO 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 Grupo KUO's Buy-and-hold return. Our buy-and-hold chart shows how Grupo KUO performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Grupo KUO Market Price Analysis
Market price analysis indicators help investors to evaluate how Grupo KUO stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Grupo KUO shares will generate the highest return on investment. By understating and applying Grupo KUO stock market price indicators, traders can identify Grupo KUO position entry and exit signals to maximize returns.
Grupo KUO Return and Market Media
The median price of Grupo KUO for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 42.0 with a coefficient of variation of 3.88. The daily time series for the period is distributed with a sample standard deviation of 1.64, arithmetic mean of 42.27, and mean deviation of 1.27. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Grupo KUO 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 Grupo or other stocks. Alpha measures the amount that position in Grupo KUO SAB 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 Grupo KUO 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, Grupo KUO's short interest history, or implied volatility extrapolated from Grupo KUO options trading.
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Additional Tools for Grupo Stock Analysis
When running Grupo KUO's price analysis, check to measure Grupo KUO'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 Grupo KUO is operating at the current time. Most of Grupo KUO's value examination focuses on studying past and present price action to predict the probability of Grupo KUO's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grupo KUO's price. Additionally, you may evaluate how the addition of Grupo KUO to your portfolios can decrease your overall portfolio volatility.