Homeritz Bhd (Malaysia) Alpha and Beta Analysis

5160 Stock   0.59  0.02  3.51%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Homeritz Bhd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Homeritz Bhd over a specified time horizon. Remember, high Homeritz Bhd'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 Homeritz Bhd's market risk premium analysis include:
Beta
0.22
Alpha
0.005905
Risk
1.64
Sharpe Ratio
0.0414
Expected Return
0.0677
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.
  
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

Homeritz Bhd Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Homeritz Bhd market risk premium is the additional return an investor will receive from holding Homeritz Bhd 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 Homeritz Bhd. 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 Homeritz Bhd's performance over market.
α0.01   β0.22

Homeritz Bhd Return and Market Media

The median price of Homeritz Bhd for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 0.57 with a coefficient of variation of 1.79. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.57, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  
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 Homeritz Bhd 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, Homeritz Bhd's short interest history, or implied volatility extrapolated from Homeritz Bhd options trading.

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