Joint Stock Stock Alpha and Beta Analysis
| KSPI Stock | 108.74 0.88 0.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Joint Stock. It also helps investors analyze the systematic and unsystematic risks associated with investing in Joint Stock over a specified time horizon. Remember, high Joint Stock'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 Joint Stock's market risk premium analysis include:
Beta 0.73 | Alpha (0.25) | Risk 3.22 | Sharpe Ratio (0.07) | Expected Return (0.22) |
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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.
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Joint Stock Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Joint Stock market risk premium is the additional return an investor will receive from holding Joint Stock 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 Joint Stock. 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 Joint Stock's performance over market.| α | -0.25 | β | 0.73 |
Joint Stock 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 Joint Stock's Buy-and-hold return. Our buy-and-hold chart shows how Joint Stock performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Joint Stock Market Price Analysis
Market price analysis indicators help investors to evaluate how Joint Stock stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Joint Stock shares will generate the highest return on investment. By understating and applying Joint Stock stock market price indicators, traders can identify Joint Stock position entry and exit signals to maximize returns.
Joint Stock Return and Market Media
The median price of Joint Stock for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 108.45 with a coefficient of variation of 7.23. The daily time series for the period is distributed with a sample standard deviation of 7.98, arithmetic mean of 110.38, and mean deviation of 6.33. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | KSPI INVESTOR ALERT Bronstein, Gewirtz and Grossman, LLC Announces an Investigation into Joint Stock Company Kaspi.kz and Encourages Investors to Contact the Fi... | 09/27/2024 |
2 | Cramer Says Joint Stock Company Kaspi.kz Is A Good Company | 10/09/2024 |
3 | Investors Are Encouraged To Join The Schall Law Firm In An Inquiry Into Joint Stock Company Kaspi.kzs Possible Securities Fraud | 10/16/2024 |
4 | Kaspi.kz 3Q and 9M 2024 Financial Results | 10/18/2024 |
5 | Joint Stock Company Kaspi.kz Is Being Investigated For Securities Related Infractions And The Schall Law Firm Urges Stockholders With Losses To Take Part | 10/24/2024 |
6 | Kaspi.kz JSC Trading 3.44 percent Higher on Oct 30 | 10/30/2024 |
7 | Update on the privatisation of Humo payments system in Uzbekistan | 11/15/2024 |
8 | Joint Stock Company Kaspi.kz Announcement If You Have - GlobeNewswire | 11/20/2024 |
9 | Joint Stock Company Kaspi.kz Announcement If You Have Suffered Losses in Joint Stock Company ... | 11/25/2024 |
10 | Current Report Kaspi.kz | 11/27/2024 |
About Joint Stock 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 Joint or other stocks. Alpha measures the amount that position in Joint Stock 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0424 | 0.0247 | 0.0678 | 0.0712 | Price To Sales Ratio | 9.02 | 6.79 | 4.37 | 4.15 |
Joint Stock Investors Sentiment
The influence of Joint Stock's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Joint. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Joint Stock's public news can be used to forecast risks associated with an investment in Joint. The trend in average sentiment can be used to explain how an investor holding Joint can time the market purely based on public headlines and social activities around Joint Stock. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Joint Stock's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Joint Stock's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Joint Stock's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Joint Stock.
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 Joint Stock 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, Joint Stock's short interest history, or implied volatility extrapolated from Joint Stock options trading.
Build Portfolio with Joint Stock
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 Joint Stock Backtesting, Joint Stock Valuation, Joint Stock Correlation, Joint Stock Hype Analysis, Joint Stock Volatility, Joint Stock History and analyze Joint Stock Performance. For more detail on how to invest in Joint Stock please use our How to Invest in Joint Stock guide.You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Joint Stock 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.