Jx Luxventure Limited Stock Alpha and Beta Analysis
| JXG Stock | 2.77 0.02 0.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JX Luxventure Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in JX Luxventure over a specified time horizon. Remember, high JX Luxventure'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 JX Luxventure's market risk premium analysis include:
Beta 0.91 | Alpha 2.47 | Risk 29.65 | Sharpe Ratio 0.11 | Expected Return 3.11 |
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.
JXG |
JX Luxventure Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JX Luxventure market risk premium is the additional return an investor will receive from holding JX Luxventure 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 JX Luxventure. 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 JX Luxventure's performance over market.| α | 2.47 | β | 0.91 |
JX Luxventure 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 JX Luxventure's Buy-and-hold return. Our buy-and-hold chart shows how JX Luxventure performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JX Luxventure Market Price Analysis
Market price analysis indicators help investors to evaluate how JX Luxventure stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JX Luxventure shares will generate the highest return on investment. By understating and applying JX Luxventure stock market price indicators, traders can identify JX Luxventure position entry and exit signals to maximize returns.
JX Luxventure Return and Market Media
The median price of JX Luxventure for the period between Wed, Oct 23, 2024 and Tue, Jan 21, 2025 is 1.29 with a coefficient of variation of 47.44. The daily time series for the period is distributed with a sample standard deviation of 0.68, arithmetic mean of 1.44, and mean deviation of 0.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | JX Luxventure Reports Stellar H1 2024 Revenue Surges 30 percent to 28.18M, Marks Turnaround Success - StockTitan | 12/06/2024 |
2 | JX Luxventure Announces Corporate Amendments and Reverse Stock Split - TipRanks | 01/06/2025 |
3 | JX Luxventure Signs USD 30,000,000 Sales Agreement - Marketscreener.com | 01/10/2025 |
4 | JX Luxventure Signs Blockbuster USD20,000,0000 Strategic Annual Cooperation Agreement | 01/15/2025 |
About JX Luxventure 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 JXG or other stocks. Alpha measures the amount that position in JX Luxventure 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 JX Luxventure 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, JX Luxventure's short interest history, or implied volatility extrapolated from JX Luxventure options trading.
Build Portfolio with JX Luxventure
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 JX Luxventure Backtesting, JX Luxventure Valuation, JX Luxventure Correlation, JX Luxventure Hype Analysis, JX Luxventure Volatility, JX Luxventure History and analyze JX Luxventure Performance. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
JX Luxventure 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.