Agricultural Bank Of Stock Alpha and Beta Analysis
| ACGBY Stock | USD 14.82 0.47 3.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Agricultural Bank of. It also helps investors analyze the systematic and unsystematic risks associated with investing in Agricultural Bank over a specified time horizon. Remember, high Agricultural Bank'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 Agricultural Bank's market risk premium analysis include:
Beta 0.0461 | Alpha 0.25 | Risk 1.43 | Sharpe Ratio 0.18 | Expected Return 0.26 |
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.
Agricultural |
Agricultural Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Agricultural Bank market risk premium is the additional return an investor will receive from holding Agricultural Bank 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 Agricultural Bank. 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 Agricultural Bank's performance over market.| α | 0.25 | β | 0.05 |
Agricultural Bank 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 Agricultural Bank's Buy-and-hold return. Our buy-and-hold chart shows how Agricultural Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Agricultural Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how Agricultural Bank pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Agricultural Bank shares will generate the highest return on investment. By understating and applying Agricultural Bank pink sheet market price indicators, traders can identify Agricultural Bank position entry and exit signals to maximize returns.
Agricultural Bank Return and Market Media
The median price of Agricultural Bank for the period between Mon, Dec 2, 2024 and Sun, Mar 2, 2025 is 13.63 with a coefficient of variation of 4.11. The daily time series for the period is distributed with a sample standard deviation of 0.57, arithmetic mean of 13.78, and mean deviation of 0.44. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Agricultural Bank 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 Agricultural or other pink sheets. Alpha measures the amount that position in Agricultural Bank 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 Agricultural Bank 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, Agricultural Bank's short interest history, or implied volatility extrapolated from Agricultural Bank options trading.
Build Portfolio with Agricultural Bank
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
Align your risk with return expectations
Additional Tools for Agricultural Pink Sheet Analysis
When running Agricultural Bank's price analysis, check to measure Agricultural Bank's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Agricultural Bank is operating at the current time. Most of Agricultural Bank's value examination focuses on studying past and present price action to predict the probability of Agricultural Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agricultural Bank's price. Additionally, you may evaluate how the addition of Agricultural Bank to your portfolios can decrease your overall portfolio volatility.