HCT (Korea) Alpha and Beta Analysis
| 072990 Stock | 8,010 260.00 3.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HCT Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in HCT over a specified time horizon. Remember, high HCT'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 HCT's market risk premium analysis include:
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.
HCT |
HCT Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HCT market risk premium is the additional return an investor will receive from holding HCT 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 HCT. 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 HCT's performance over market.| α | -0.47 | β | 0.30 |
HCT Return and Market Media
The median price of HCT for the period between Mon, Oct 7, 2024 and Sun, Jan 5, 2025 is 8834.93 with a coefficient of variation of 12.12. The daily time series for the period is distributed with a sample standard deviation of 1116.01, arithmetic mean of 9210.37, and mean deviation of 1019.25. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
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 HCT 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, HCT's short interest history, or implied volatility extrapolated from HCT options trading.