Harn Engineering (Thailand) Alpha and Beta Analysis

HARN Stock  THB 2.12  0.02  0.95%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Harn Engineering Solutions. It also helps investors analyze the systematic and unsystematic risks associated with investing in Harn Engineering over a specified time horizon. Remember, high Harn Engineering'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 Harn Engineering's market risk premium analysis include:
Beta
(0.20)
Alpha
(0.01)
Risk
0.89
Sharpe Ratio
0.0221
Expected Return
0.0197
Please note that although Harn Engineering 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, Harn Engineering did 0.01  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 Harn Engineering Solutions stock's relative risk over its benchmark. Harn Engineering Sol has a beta of 0.20  . As returns on the market increase, returns on owning Harn Engineering are expected to decrease at a much lower rate. During the bear market, Harn Engineering 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 Harn Engineering Backtesting, Harn Engineering Valuation, Harn Engineering Correlation, Harn Engineering Hype Analysis, Harn Engineering Volatility, Harn Engineering History and analyze Harn Engineering Performance.

Harn Engineering Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Harn Engineering market risk premium is the additional return an investor will receive from holding Harn Engineering 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 Harn Engineering. 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 Harn Engineering's performance over market.
α-0.0051   β-0.2
100%

Harn Engineering 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 Harn Engineering's Buy-and-hold return. Our buy-and-hold chart shows how Harn Engineering performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
0.010.020.09100%

Harn Engineering Market Price Analysis

Market price analysis indicators help investors to evaluate how Harn Engineering stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Harn Engineering shares will generate the highest return on investment. By understating and applying Harn Engineering stock market price indicators, traders can identify Harn Engineering position entry and exit signals to maximize returns.

Harn Engineering Return and Market Media

The median price of Harn Engineering for the period between Wed, Sep 18, 2024 and Tue, Dec 17, 2024 is 2.12 with a coefficient of variation of 0.81. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 2.12, and mean deviation of 0.01. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.15OctNovDec -202468
JavaScript chart by amCharts 3.21.15Harn Engineering Sol Harn Engineering Sol Dividend Benchmark Dow Jones Industrial
       Timeline  

About Harn Engineering 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 Harn or other stocks. Alpha measures the amount that position in Harn Engineering Sol 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 Harn Engineering 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, Harn Engineering's short interest history, or implied volatility extrapolated from Harn Engineering options trading.

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Other Information on Investing in Harn Stock

Harn Engineering financial ratios help investors to determine whether Harn Stock 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 Harn with respect to the benefits of owning Harn Engineering security.

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