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 0.33 | Alpha (0.08) | Risk 10.11 | Sharpe Ratio (0.03) | Expected Return (0.32) |
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.
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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 | -0.08 | β | 0.33 |
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
The median price of Banxa Holdings for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 0.69 with a coefficient of variation of 25.65. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 0.71, and mean deviation of 0.13. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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.