DTC Industries (Thailand) Alpha and Beta Analysis
| DTCI Stock | THB 32.00 0.25 0.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DTC Industries Public. It also helps investors analyze the systematic and unsystematic risks associated with investing in DTC Industries over a specified time horizon. Remember, high DTC Industries' 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 DTC Industries' market risk premium analysis include:
Beta (0.06) | Alpha (0.08) | Risk 3.95 | Sharpe Ratio (0.02) | Expected Return (0.1) |
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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DTC Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DTC Industries market risk premium is the additional return an investor will receive from holding DTC Industries 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 DTC Industries. 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 DTC Industries' performance over market.| α | -0.08 | β | -0.06 |
DTC Industries 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 DTC Industries' Buy-and-hold return. Our buy-and-hold chart shows how DTC Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DTC Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how DTC Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading DTC Industries shares will generate the highest return on investment. By understating and applying DTC Industries stock market price indicators, traders can identify DTC Industries position entry and exit signals to maximize returns.
DTC Industries Return and Market Media
The median price of DTC Industries for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 33.25 with a coefficient of variation of 6.0. The daily time series for the period is distributed with a sample standard deviation of 2.01, arithmetic mean of 33.56, and mean deviation of 1.73. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About DTC Industries 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 DTC or other stocks. Alpha measures the amount that position in DTC Industries Public 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 DTC Industries 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, DTC Industries' short interest history, or implied volatility extrapolated from DTC Industries options trading.
Build Portfolio with DTC Industries
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Other Information on Investing in DTC Stock
DTC Industries financial ratios help investors to determine whether DTC 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 DTC with respect to the benefits of owning DTC Industries security.