Komatsu Stock Alpha and Beta Analysis
| KMTUY Stock | USD 27.59 0.15 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Komatsu. It also helps investors analyze the systematic and unsystematic risks associated with investing in Komatsu over a specified time horizon. Remember, high Komatsu'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 Komatsu's market risk premium analysis include:
Beta 0.74 | Alpha 0.004619 | Risk 1.29 | Sharpe Ratio 0.073 | Expected Return 0.0944 |
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.
Komatsu |
Komatsu Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Komatsu market risk premium is the additional return an investor will receive from holding Komatsu 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 Komatsu. 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 Komatsu's performance over market.| α | 0 | β | 0.74 |
Komatsu 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 Komatsu's Buy-and-hold return. Our buy-and-hold chart shows how Komatsu performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Komatsu Market Price Analysis
Market price analysis indicators help investors to evaluate how Komatsu 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 Komatsu shares will generate the highest return on investment. By understating and applying Komatsu pink sheet market price indicators, traders can identify Komatsu position entry and exit signals to maximize returns.
Komatsu Return and Market Media
The median price of Komatsu for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 27.06 with a coefficient of variation of 2.48. The daily time series for the period is distributed with a sample standard deviation of 0.67, arithmetic mean of 27.01, and mean deviation of 0.57. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Komatsu 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 Komatsu or other pink sheets. Alpha measures the amount that position in Komatsu 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 Komatsu 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, Komatsu's short interest history, or implied volatility extrapolated from Komatsu options trading.
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Additional Tools for Komatsu Pink Sheet Analysis
When running Komatsu's price analysis, check to measure Komatsu'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 Komatsu is operating at the current time. Most of Komatsu's value examination focuses on studying past and present price action to predict the probability of Komatsu's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Komatsu's price. Additionally, you may evaluate how the addition of Komatsu to your portfolios can decrease your overall portfolio volatility.