Joint Stock (Vietnam) Alpha and Beta Analysis
| BID Stock | 38,200 650.00 1.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Joint Stock Commercial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Joint Stock over a specified time horizon. Remember, high Joint Stock'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 Joint Stock's market risk premium analysis include:
Beta 0.18 | Alpha (0.38) | Risk 2.29 | Sharpe Ratio (0.16) | Expected Return (0.36) |
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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Joint Stock Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Joint Stock market risk premium is the additional return an investor will receive from holding Joint Stock 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 Joint Stock. 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 Joint Stock's performance over market.| α | -0.38 | β | 0.18 |
Joint Stock 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 Joint Stock's Buy-and-hold return. Our buy-and-hold chart shows how Joint Stock performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Joint Stock Market Price Analysis
Market price analysis indicators help investors to evaluate how Joint Stock stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Joint Stock shares will generate the highest return on investment. By understating and applying Joint Stock stock market price indicators, traders can identify Joint Stock position entry and exit signals to maximize returns.
Joint Stock Return and Market Media
The median price of Joint Stock for the period between Sun, Oct 6, 2024 and Sat, Jan 4, 2025 is 46600.0 with a coefficient of variation of 8.67. The daily time series for the period is distributed with a sample standard deviation of 3942.33, arithmetic mean of 45465.83, and mean deviation of 3082.48. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Joint Stock 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 Joint or other stocks. Alpha measures the amount that position in Joint Stock Commercial 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 Joint Stock 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, Joint Stock's short interest history, or implied volatility extrapolated from Joint Stock options trading.
Build Portfolio with Joint Stock
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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Other Information on Investing in Joint Stock
Joint Stock financial ratios help investors to determine whether Joint 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 Joint with respect to the benefits of owning Joint Stock security.