KTBST Mixed (Thailand) Alpha and Beta Analysis
| KTBSTMR Stock | 6.45 0.05 0.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KTBST Mixed Leasehold. It also helps investors analyze the systematic and unsystematic risks associated with investing in KTBST Mixed over a specified time horizon. Remember, high KTBST Mixed'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 KTBST Mixed's market risk premium analysis include:
Beta (0.10) | Alpha (0.01) | Risk 1.05 | Sharpe Ratio 0.0217 | Expected Return 0.0227 |
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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KTBST Mixed Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KTBST Mixed market risk premium is the additional return an investor will receive from holding KTBST Mixed 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 KTBST Mixed. 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 KTBST Mixed's performance over market.| α | -0.0092 | β | -0.1 |
KTBST Mixed 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 KTBST Mixed's Buy-and-hold return. Our buy-and-hold chart shows how KTBST Mixed performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KTBST Mixed Market Price Analysis
Market price analysis indicators help investors to evaluate how KTBST Mixed stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KTBST Mixed shares will generate the highest return on investment. By understating and applying KTBST Mixed stock market price indicators, traders can identify KTBST Mixed position entry and exit signals to maximize returns.
KTBST Mixed Return and Market Media
The median price of KTBST Mixed for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 6.43 with a coefficient of variation of 1.08. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 6.43, and mean deviation of 0.06. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About KTBST Mixed 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 KTBST or other stocks. Alpha measures the amount that position in KTBST Mixed Leasehold 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 KTBST Mixed 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, KTBST Mixed's short interest history, or implied volatility extrapolated from KTBST Mixed options trading.
Build Portfolio with KTBST Mixed
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Additional Tools for KTBST Stock Analysis
When running KTBST Mixed's price analysis, check to measure KTBST Mixed'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 KTBST Mixed is operating at the current time. Most of KTBST Mixed's value examination focuses on studying past and present price action to predict the probability of KTBST Mixed's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KTBST Mixed's price. Additionally, you may evaluate how the addition of KTBST Mixed to your portfolios can decrease your overall portfolio volatility.