SHINHAN FINL (Germany) Alpha and Beta Analysis
| KSF1 Stock | EUR 32.20 1.00 3.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SHINHAN FINL ADR1. It also helps investors analyze the systematic and unsystematic risks associated with investing in SHINHAN FINL over a specified time horizon. Remember, high SHINHAN FINL'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 SHINHAN FINL's market risk premium analysis include:
Beta 0.61 | Alpha (0.18) | Risk 2.62 | Sharpe Ratio (0.06) | Expected Return (0.16) |
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.
SHINHAN |
SHINHAN FINL Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SHINHAN FINL market risk premium is the additional return an investor will receive from holding SHINHAN FINL 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 SHINHAN FINL. 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 SHINHAN FINL's performance over market.| α | -0.18 | β | 0.61 |
SHINHAN FINL 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 SHINHAN FINL's Buy-and-hold return. Our buy-and-hold chart shows how SHINHAN FINL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SHINHAN FINL Market Price Analysis
Market price analysis indicators help investors to evaluate how SHINHAN FINL stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SHINHAN FINL shares will generate the highest return on investment. By understating and applying SHINHAN FINL stock market price indicators, traders can identify SHINHAN FINL position entry and exit signals to maximize returns.
SHINHAN FINL Return and Market Media
The median price of SHINHAN FINL for the period between Thu, Sep 26, 2024 and Wed, Dec 25, 2024 is 36.8 with a coefficient of variation of 5.29. The daily time series for the period is distributed with a sample standard deviation of 1.9, arithmetic mean of 36.02, and mean deviation of 1.51. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About SHINHAN FINL 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 SHINHAN or other stocks. Alpha measures the amount that position in SHINHAN FINL ADR1 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 SHINHAN FINL 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, SHINHAN FINL's short interest history, or implied volatility extrapolated from SHINHAN FINL options trading.
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Other Information on Investing in SHINHAN Stock
SHINHAN FINL financial ratios help investors to determine whether SHINHAN 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 SHINHAN with respect to the benefits of owning SHINHAN FINL security.