Asos Plc Pk Stock Alpha and Beta Analysis

ASOMY Stock  USD 4.56  0.11  2.36%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ASOS plc PK. It also helps investors analyze the systematic and unsystematic risks associated with investing in ASOS Plc over a specified time horizon. Remember, high ASOS Plc'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 ASOS Plc's market risk premium analysis include:
Beta
(0.66)
Alpha
(0.05)
Risk
2.86
Sharpe Ratio
0.0113
Expected Return
0.0324
Please note that although ASOS Plc alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, ASOS Plc did 0.05  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of ASOS plc PK stock's relative risk over its benchmark. ASOS plc PK has a beta of 0.66  . As returns on the market increase, returns on owning ASOS Plc are expected to decrease at a much lower rate. During the bear market, ASOS Plc is likely to outperform the market. .
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 ASOS Plc Backtesting, ASOS Plc Valuation, ASOS Plc Correlation, ASOS Plc Hype Analysis, ASOS Plc Volatility, ASOS Plc History and analyze ASOS Plc Performance.

ASOS Plc Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ASOS Plc market risk premium is the additional return an investor will receive from holding ASOS Plc 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 ASOS Plc. 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 ASOS Plc's performance over market.
α-0.05   Î²-0.66
100%

ASOS Plc 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 ASOS Plc's Buy-and-hold return. Our buy-and-hold chart shows how ASOS Plc performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
0.01000.03000.0300100%

ASOS Plc Market Price Analysis

Market price analysis indicators help investors to evaluate how ASOS Plc 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 ASOS Plc shares will generate the highest return on investment. By understating and applying ASOS Plc pink sheet market price indicators, traders can identify ASOS Plc position entry and exit signals to maximize returns.

ASOS Plc Return and Market Media

The median price of ASOS Plc for the period between Thu, Nov 21, 2024 and Wed, Feb 19, 2025 is 4.93 with a coefficient of variation of 5.39. The daily time series for the period is distributed with a sample standard deviation of 0.27, arithmetic mean of 4.94, and mean deviation of 0.21. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.15Dec2025Feb -5051015
JavaScript chart by amCharts 3.21.15ASOS plc PK ASOS plc PK Dividend Benchmark Dow Jones Industrial
       Timeline  

About ASOS Plc 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 ASOS or other pink sheets. Alpha measures the amount that position in ASOS plc PK 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 ASOS Plc 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, ASOS Plc's short interest history, or implied volatility extrapolated from ASOS Plc options trading.

Build Portfolio with ASOS Plc

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for ASOS Pink Sheet Analysis

When running ASOS Plc's price analysis, check to measure ASOS Plc'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 ASOS Plc is operating at the current time. Most of ASOS Plc's value examination focuses on studying past and present price action to predict the probability of ASOS Plc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ASOS Plc's price. Additionally, you may evaluate how the addition of ASOS Plc to your portfolios can decrease your overall portfolio volatility.