Kasten Inc Stock Alpha and Beta Analysis
| KAST Stock | USD 0 0 31.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kasten Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kasten over a specified time horizon. Remember, high Kasten'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 Kasten's market risk premium analysis include:
Beta (3.08) | Alpha 0.84 | Risk 15.74 | Sharpe Ratio 0.0326 | Expected Return 0.51 |
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.
Kasten |
Kasten Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kasten market risk premium is the additional return an investor will receive from holding Kasten 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 Kasten. 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 Kasten's performance over market.| α | 0.84 | β | -3.08 |
Kasten 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 Kasten's Buy-and-hold return. Our buy-and-hold chart shows how Kasten performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kasten Market Price Analysis
Market price analysis indicators help investors to evaluate how Kasten 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 Kasten shares will generate the highest return on investment. By understating and applying Kasten pink sheet market price indicators, traders can identify Kasten position entry and exit signals to maximize returns.
Kasten Return and Market Media
The median price of Kasten for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 0.006 with a coefficient of variation of 20.68. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.01, and mean deviation of 0.0. The Stock received substential amount of media coverage during this period. Price Growth (%) |
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About Kasten 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 Kasten or other pink sheets. Alpha measures the amount that position in Kasten Inc 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 Kasten 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, Kasten's short interest history, or implied volatility extrapolated from Kasten options trading.
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Additional Tools for Kasten Pink Sheet Analysis
When running Kasten's price analysis, check to measure Kasten's 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 Kasten is operating at the current time. Most of Kasten's value examination focuses on studying past and present price action to predict the probability of Kasten's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kasten's price. Additionally, you may evaluate how the addition of Kasten to your portfolios can decrease your overall portfolio volatility.