US126307BK24 Alpha and Beta Analysis

126307BK2   58.50  0.00  0.00%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as US126307BK24. It also helps investors analyze the systematic and unsystematic risks associated with investing in 126307BK2 over a specified time horizon. Remember, high 126307BK2'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 126307BK2's market risk premium analysis include:
Beta
(0.31)
Alpha
0.52
Risk
3.43
Sharpe Ratio
0.28
Expected Return
0.95
Please note that although 126307BK2 alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, 126307BK2 did 0.52  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of US126307BK24 bond's relative risk over its benchmark. US126307BK24 has a beta of 0.31  . As returns on the market increase, returns on owning 126307BK2 are expected to decrease at a much lower rate. During the bear market, 126307BK2 is likely to outperform the market. .
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.
  
Check out 126307BK2 Backtesting, Portfolio Optimization, 126307BK2 Correlation, 126307BK2 Hype Analysis, 126307BK2 Volatility, 126307BK2 History and analyze 126307BK2 Performance.

126307BK2 Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. 126307BK2 market risk premium is the additional return an investor will receive from holding 126307BK2 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 126307BK2. 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 126307BK2's performance over market.
α0.52   β-0.31

126307BK2 Market Price Analysis

Market price analysis indicators help investors to evaluate how 126307BK2 bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 126307BK2 shares will generate the highest return on investment. By understating and applying 126307BK2 bond market price indicators, traders can identify 126307BK2 position entry and exit signals to maximize returns.

126307BK2 Return and Market Media

The median price of 126307BK2 for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 45.95 with a coefficient of variation of 16.47. The daily time series for the period is distributed with a sample standard deviation of 7.47, arithmetic mean of 45.32, and mean deviation of 6.77. The Bond did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About 126307BK2 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 126307BK2 or other bonds. Alpha measures the amount that position in US126307BK24 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 126307BK2 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, 126307BK2's short interest history, or implied volatility extrapolated from 126307BK2 options trading.

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Other Information on Investing in 126307BK2 Bond

126307BK2 financial ratios help investors to determine whether 126307BK2 Bond 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 126307BK2 with respect to the benefits of owning 126307BK2 security.