Golden Agri Resources Stock Alpha and Beta Analysis

GARPY Stock  USD 17.80  0.30  1.71%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Golden Agri Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in Golden Agri-Resources over a specified time horizon. Remember, high Golden Agri-Resources' 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 Golden Agri-Resources' market risk premium analysis include:
Beta
0.36
Alpha
(0.23)
Risk
2.38
Sharpe Ratio
(0.07)
Expected Return
(0.17)
Please note that although Golden Agri-Resources 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, Golden Agri-Resources did 0.23  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 Golden Agri Resources stock's relative risk over its benchmark. Golden Agri Resources has a beta of 0.36  . As returns on the market increase, Golden Agri-Resources' returns are expected to increase less than the market. However, during the bear market, the loss of holding Golden Agri-Resources 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 Golden Agri-Resources Backtesting, Golden Agri-Resources Valuation, Golden Agri-Resources Correlation, Golden Agri-Resources Hype Analysis, Golden Agri-Resources Volatility, Golden Agri-Resources History and analyze Golden Agri-Resources Performance.

Golden Agri-Resources Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Golden Agri-Resources market risk premium is the additional return an investor will receive from holding Golden Agri-Resources 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 Golden Agri-Resources. 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 Golden Agri-Resources' performance over market.
α-0.23   β0.36

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

Golden Agri-Resources Market Price Analysis

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

Golden Agri-Resources Return and Market Media

The median price of Golden Agri-Resources for the period between Wed, Dec 4, 2024 and Tue, Mar 4, 2025 is 20.8 with a coefficient of variation of 6.03. The daily time series for the period is distributed with a sample standard deviation of 1.21, arithmetic mean of 19.99, and mean deviation of 0.97. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

Build Portfolio with Golden Agri-Resources

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.

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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 Golden Pink Sheet Analysis

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