Jbdi Holdings Limited Stock Alpha and Beta Analysis
| JBDI Stock | 0.68 0.09 15.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JBDI Holdings Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in JBDI Holdings over a specified time horizon. Remember, high JBDI 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 JBDI Holdings' market risk premium analysis include:
Beta (1.01) | Alpha (0.84) | Risk 6.91 | Sharpe Ratio (0.10) | Expected Return (0.72) |
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.
JBDI |
JBDI Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JBDI Holdings market risk premium is the additional return an investor will receive from holding JBDI 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 JBDI 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 JBDI Holdings' performance over market.| α | -0.84 | β | -1.01 |
JBDI 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 JBDI Holdings' Buy-and-hold return. Our buy-and-hold chart shows how JBDI Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JBDI Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how JBDI Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JBDI Holdings shares will generate the highest return on investment. By understating and applying JBDI Holdings stock market price indicators, traders can identify JBDI Holdings position entry and exit signals to maximize returns.
JBDI Holdings Return and Market Media
The median price of JBDI Holdings for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 0.8 with a coefficient of variation of 27.56. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 0.86, and mean deviation of 0.22. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Comparing JBDI Holdings Limited Ordinary Shares and Greif | 11/12/2024 |
2 | JBDI HOLDINGS LIMITED ANNOUNCES RECEIPT OF NASDAQ NOTIFICATION LETTER REGARDING MINIMUM BID ... | 12/16/2024 |
About JBDI 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 JBDI or other stocks. Alpha measures the amount that position in JBDI Holdings Limited 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 JBDI 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, JBDI Holdings' short interest history, or implied volatility extrapolated from JBDI Holdings options trading.
Build Portfolio with JBDI Holdings
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
Check out JBDI Holdings Backtesting, JBDI Holdings Valuation, JBDI Holdings Correlation, JBDI Holdings Hype Analysis, JBDI Holdings Volatility, JBDI Holdings History and analyze JBDI Holdings Performance. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
JBDI Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.