Kolon Life (Korea) Alpha and Beta Analysis
| 102940 Stock | KRW 19,600 200.00 1.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kolon Life Science. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kolon Life over a specified time horizon. Remember, high Kolon Life'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 Kolon Life's market risk premium analysis include:
Beta (0.22) | Alpha (0.05) | Risk 1.95 | Sharpe Ratio 0.0211 | Expected Return 0.0412 |
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.
Kolon |
Kolon Life Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kolon Life market risk premium is the additional return an investor will receive from holding Kolon Life 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 Kolon Life. 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 Kolon Life's performance over market.| α | -0.05 | β | -0.22 |
Kolon Life 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 Kolon Life's Buy-and-hold return. Our buy-and-hold chart shows how Kolon Life performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kolon Life Market Price Analysis
Market price analysis indicators help investors to evaluate how Kolon Life stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kolon Life shares will generate the highest return on investment. By understating and applying Kolon Life stock market price indicators, traders can identify Kolon Life position entry and exit signals to maximize returns.
Kolon Life Return and Market Media
The median price of Kolon Life for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 18840.0 with a coefficient of variation of 4.41. The daily time series for the period is distributed with a sample standard deviation of 834.94, arithmetic mean of 18948.94, and mean deviation of 629.08. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Kolon Life 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 Kolon or other stocks. Alpha measures the amount that position in Kolon Life Science 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 Kolon Life 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, Kolon Life's short interest history, or implied volatility extrapolated from Kolon Life options trading.
Build Portfolio with Kolon Life
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 Kolon Stock
Kolon Life financial ratios help investors to determine whether Kolon 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 Kolon with respect to the benefits of owning Kolon Life security.