Hansol Homedeco (Korea) Alpha and Beta Analysis
| 025750 Stock | 660.00 9.00 1.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hansol Homedeco Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hansol Homedeco over a specified time horizon. Remember, high Hansol Homedeco'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 Hansol Homedeco's market risk premium analysis include:
Beta (0.02) | Alpha (0.18) | Risk 1.48 | Sharpe Ratio (0.11) | 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.
Hansol |
Hansol Homedeco Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hansol Homedeco market risk premium is the additional return an investor will receive from holding Hansol Homedeco 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 Hansol Homedeco. 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 Hansol Homedeco's performance over market.| α | -0.18 | β | -0.02 |
Hansol Homedeco 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 Hansol Homedeco's Buy-and-hold return. Our buy-and-hold chart shows how Hansol Homedeco performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hansol Homedeco Market Price Analysis
Market price analysis indicators help investors to evaluate how Hansol Homedeco stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hansol Homedeco shares will generate the highest return on investment. By understating and applying Hansol Homedeco stock market price indicators, traders can identify Hansol Homedeco position entry and exit signals to maximize returns.
Hansol Homedeco Return and Market Media
The median price of Hansol Homedeco for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 702.0 with a coefficient of variation of 4.25. The daily time series for the period is distributed with a sample standard deviation of 29.78, arithmetic mean of 700.94, and mean deviation of 25.21. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Hansol Homedeco 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 Hansol or other stocks. Alpha measures the amount that position in Hansol Homedeco 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 Hansol Homedeco 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, Hansol Homedeco's short interest history, or implied volatility extrapolated from Hansol Homedeco options trading.
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Other Information on Investing in Hansol Stock
Hansol Homedeco financial ratios help investors to determine whether Hansol 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 Hansol with respect to the benefits of owning Hansol Homedeco security.