Kawasaki Heavy Industries Stock Alpha and Beta Analysis
| KWHIY Stock | USD 15.14 0.21 1.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kawasaki Heavy Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kawasaki Heavy over a specified time horizon. Remember, high Kawasaki Heavy'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 Kawasaki Heavy's market risk premium analysis include:
Beta 1.16 | Alpha 0.0533 | Risk 3.2 | Sharpe Ratio 0.0605 | Expected Return 0.19 |
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.
Kawasaki |
Kawasaki Heavy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kawasaki Heavy market risk premium is the additional return an investor will receive from holding Kawasaki Heavy 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 Kawasaki Heavy. 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 Kawasaki Heavy's performance over market.| α | 0.05 | β | 1.16 |
Kawasaki Heavy 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 Kawasaki Heavy's Buy-and-hold return. Our buy-and-hold chart shows how Kawasaki Heavy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kawasaki Heavy Market Price Analysis
Market price analysis indicators help investors to evaluate how Kawasaki Heavy pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kawasaki Heavy shares will generate the highest return on investment. By understating and applying Kawasaki Heavy pink sheet market price indicators, traders can identify Kawasaki Heavy position entry and exit signals to maximize returns.
Kawasaki Heavy Return and Market Media
The median price of Kawasaki Heavy for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 15.94 with a coefficient of variation of 9.35. The daily time series for the period is distributed with a sample standard deviation of 1.47, arithmetic mean of 15.74, and mean deviation of 1.21. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Kawasaki Heavy 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 Kawasaki or other pink sheets. Alpha measures the amount that position in Kawasaki Heavy Industries 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 Kawasaki Heavy 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, Kawasaki Heavy's short interest history, or implied volatility extrapolated from Kawasaki Heavy options trading.
Build Portfolio with Kawasaki Heavy
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
Align your risk with return expectations
Additional Tools for Kawasaki Pink Sheet Analysis
When running Kawasaki Heavy's price analysis, check to measure Kawasaki Heavy'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 Kawasaki Heavy is operating at the current time. Most of Kawasaki Heavy's value examination focuses on studying past and present price action to predict the probability of Kawasaki Heavy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kawasaki Heavy's price. Additionally, you may evaluate how the addition of Kawasaki Heavy to your portfolios can decrease your overall portfolio volatility.