Banxa Holdings Stock Alpha and Beta Analysis

BNXAF Stock  USD 0.42  0.04  10.53%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Banxa Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Banxa Holdings over a specified time horizon. Remember, high Banxa Holdings' 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 Banxa Holdings' market risk premium analysis include:
Beta
0.22
Alpha
(0.30)
Risk
10.11
Sharpe Ratio
(0.03)
Expected Return
(0.32)
Please note that although Banxa Holdings 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, Banxa Holdings did 0.30  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 Banxa Holdings stock's relative risk over its benchmark. Banxa Holdings has a beta of 0.22  . As returns on the market increase, Banxa Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Banxa Holdings is expected to be smaller as well. .
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 Banxa Holdings Backtesting, Banxa Holdings Valuation, Banxa Holdings Correlation, Banxa Holdings Hype Analysis, Banxa Holdings Volatility, Banxa Holdings History and analyze Banxa Holdings Performance.

Banxa Holdings Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Banxa Holdings market risk premium is the additional return an investor will receive from holding Banxa Holdings 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 Banxa Holdings. 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 Banxa Holdings' performance over market.
α-0.3   β0.22

Banxa Holdings 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 Banxa Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Banxa Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Banxa Holdings Market Price Analysis

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

Banxa Holdings Return and Market Media

 Price Growth (%)  
       Timeline  

About Banxa Holdings 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 Banxa or other pink sheets. Alpha measures the amount that position in Banxa Holdings 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 Banxa Holdings 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, Banxa Holdings' short interest history, or implied volatility extrapolated from Banxa Holdings options trading.

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Other Information on Investing in Banxa Pink Sheet

Banxa Holdings financial ratios help investors to determine whether Banxa Pink Sheet 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 Banxa with respect to the benefits of owning Banxa Holdings security.