Kurita Water Industries Stock Alpha and Beta Analysis
| KTWIF Stock | USD 37.20 0.10 0.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kurita Water Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kurita Water over a specified time horizon. Remember, high Kurita Water'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 Kurita Water's market risk premium analysis include:
Beta 0.087 | Alpha (0.07) | Risk 2.44 | Sharpe Ratio (0.02) | Expected Return (0.06) |
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.
Kurita |
Kurita Water Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kurita Water market risk premium is the additional return an investor will receive from holding Kurita Water 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 Kurita Water. 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 Kurita Water's performance over market.| α | -0.07 | β | 0.09 |
Kurita Water 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 Kurita Water's Buy-and-hold return. Our buy-and-hold chart shows how Kurita Water performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kurita Water Market Price Analysis
Market price analysis indicators help investors to evaluate how Kurita Water 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 Kurita Water shares will generate the highest return on investment. By understating and applying Kurita Water pink sheet market price indicators, traders can identify Kurita Water position entry and exit signals to maximize returns.
Kurita Water Return and Market Media
Price Growth (%) |
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About Kurita Water 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 Kurita or other pink sheets. Alpha measures the amount that position in Kurita Water Industries 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 Kurita Water 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, Kurita Water's short interest history, or implied volatility extrapolated from Kurita Water options trading.
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Other Information on Investing in Kurita Pink Sheet
Kurita Water financial ratios help investors to determine whether Kurita Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Kurita with respect to the benefits of owning Kurita Water security.