JMT Network (Thailand) Alpha and Beta Analysis
| JMT Stock | THB 13.60 0.20 1.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JMT Network Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in JMT Network over a specified time horizon. Remember, high JMT Network'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 JMT Network's market risk premium analysis include:
Beta 0.66 | Alpha (0.36) | Risk 3.85 | Sharpe Ratio (0.11) | Expected Return (0.42) |
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.
JMT |
JMT Network Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JMT Network market risk premium is the additional return an investor will receive from holding JMT Network 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 JMT Network. 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 JMT Network's performance over market.| α | -0.36 | β | 0.66 |
JMT Network 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 JMT Network's Buy-and-hold return. Our buy-and-hold chart shows how JMT Network performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JMT Network Market Price Analysis
Market price analysis indicators help investors to evaluate how JMT Network stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JMT Network shares will generate the highest return on investment. By understating and applying JMT Network stock market price indicators, traders can identify JMT Network position entry and exit signals to maximize returns.
JMT Network Return and Market Media
The median price of JMT Network for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 14.49 with a coefficient of variation of 13.82. The daily time series for the period is distributed with a sample standard deviation of 2.11, arithmetic mean of 15.25, and mean deviation of 1.81. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About JMT Network 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 JMT or other stocks. Alpha measures the amount that position in JMT Network Services 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 JMT Network 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, JMT Network's short interest history, or implied volatility extrapolated from JMT Network options trading.
Build Portfolio with JMT Network
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
Other Information on Investing in JMT Stock
JMT Network financial ratios help investors to determine whether JMT 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 JMT with respect to the benefits of owning JMT Network security.