Structured Products Corp Stock Alpha and Beta Analysis
| KTH Stock | USD 28.78 0.15 0.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Structured Products Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Structured Products over a specified time horizon. Remember, high Structured Products' 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 Structured Products' market risk premium analysis include:
Beta (0.05) | Alpha (0.01) | Risk 0.81 | Sharpe Ratio 0.0011 | Expected Return 0.0009 |
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.
Structured |
Structured Products Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Structured Products market risk premium is the additional return an investor will receive from holding Structured Products 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 Structured Products. 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 Structured Products' performance over market.| α | -0.0061 | β | -0.05 |
Structured Products 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 Structured Products' Buy-and-hold return. Our buy-and-hold chart shows how Structured Products performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Structured Products Market Price Analysis
Market price analysis indicators help investors to evaluate how Structured Products stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Structured Products shares will generate the highest return on investment. By understating and applying Structured Products stock market price indicators, traders can identify Structured Products position entry and exit signals to maximize returns.
Structured Products Return and Market Media
The median price of Structured Products for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 28.99 with a coefficient of variation of 0.6. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 29.0, and mean deviation of 0.13. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Is The DeepSeek Drama A Gamechanger For The AI Trade - JP Morgan | 01/31/2025 |
2 | DelphX Announces Grant of Stock Options - TradingView | 02/28/2025 |
About Structured Products 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 Structured or other stocks. Alpha measures the amount that position in Structured Products Corp 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 Structured Products 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, Structured Products' short interest history, or implied volatility extrapolated from Structured Products options trading.
Build Portfolio with Structured Products
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Check out Structured Products Backtesting, Structured Products Valuation, Structured Products Correlation, Structured Products Hype Analysis, Structured Products Volatility, Structured Products History and analyze Structured Products Performance. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Structured Products 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.