SM Entertainment (Korea) Alpha and Beta Analysis
| 041510 Stock | KRW 99,400 2,500 2.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SM Entertainment Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in SM Entertainment over a specified time horizon. Remember, high SM Entertainment'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 SM Entertainment's market risk premium analysis include:
Beta (0.17) | Alpha 0.42 | Risk 2.77 | Sharpe Ratio 0.12 | Expected Return 0.34 |
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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SM Entertainment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SM Entertainment market risk premium is the additional return an investor will receive from holding SM Entertainment 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 SM Entertainment. 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 SM Entertainment's performance over market.| α | 0.42 | β | -0.17 |
SM Entertainment 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 SM Entertainment's Buy-and-hold return. Our buy-and-hold chart shows how SM Entertainment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SM Entertainment Market Price Analysis
Market price analysis indicators help investors to evaluate how SM Entertainment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SM Entertainment shares will generate the highest return on investment. By understating and applying SM Entertainment stock market price indicators, traders can identify SM Entertainment position entry and exit signals to maximize returns.
SM Entertainment Return and Market Media
The median price of SM Entertainment for the period between Fri, Nov 29, 2024 and Thu, Feb 27, 2025 is 78950.13 with a coefficient of variation of 10.51. The daily time series for the period is distributed with a sample standard deviation of 8561.0, arithmetic mean of 81479.04, and mean deviation of 6831.66. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About SM Entertainment 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 041510 or other stocks. Alpha measures the amount that position in SM Entertainment 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 SM Entertainment 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, SM Entertainment's short interest history, or implied volatility extrapolated from SM Entertainment options trading.
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Other Information on Investing in 041510 Stock
SM Entertainment financial ratios help investors to determine whether 041510 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 041510 with respect to the benefits of owning SM Entertainment security.