GASBCM 6129 23 FEB 38 Alpha and Beta Analysis
| 39541EAA1 | 104.15 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GASBCM 6129 23 FEB 38. It also helps investors analyze the systematic and unsystematic risks associated with investing in GASBCM over a specified time horizon. Remember, high GASBCM'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 GASBCM's market risk premium analysis include:
Beta (0.36) | Alpha 0.041 | Risk 0.94 | Sharpe Ratio (0.19) | Expected Return (0.18) |
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.
GASBCM |
GASBCM Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GASBCM market risk premium is the additional return an investor will receive from holding GASBCM 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 GASBCM. 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 GASBCM's performance over market.| α | 0.04 | β | -0.36 |
GASBCM Market Price Analysis
Market price analysis indicators help investors to evaluate how GASBCM bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GASBCM shares will generate the highest return on investment. By understating and applying GASBCM bond market price indicators, traders can identify GASBCM position entry and exit signals to maximize returns.
GASBCM Return and Market Media
The median price of GASBCM for the period between Fri, Sep 20, 2024 and Thu, Dec 19, 2024 is 101.75 with a coefficient of variation of 1.56. The daily time series for the period is distributed with a sample standard deviation of 1.59, arithmetic mean of 101.83, and mean deviation of 1.19. The Bond received a lot of media exposure during the period. Price Growth (%) |
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About GASBCM 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 GASBCM or other bonds. Alpha measures the amount that position in GASBCM 6129 23 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 GASBCM 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, GASBCM's short interest history, or implied volatility extrapolated from GASBCM options trading.
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Other Information on Investing in GASBCM Bond
GASBCM financial ratios help investors to determine whether GASBCM Bond 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 GASBCM with respect to the benefits of owning GASBCM security.