Phuoc Hoa (Vietnam) Alpha and Beta Analysis
| PHR Stock | 58,600 500.00 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Phuoc Hoa Rubber. It also helps investors analyze the systematic and unsystematic risks associated with investing in Phuoc Hoa over a specified time horizon. Remember, high Phuoc Hoa'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 Phuoc Hoa's market risk premium analysis include:
Beta 0.0685 | Alpha 0.0261 | Risk 1.26 | Sharpe Ratio 0.0188 | Expected Return 0.0236 |
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.
Phuoc |
Phuoc Hoa Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Phuoc Hoa market risk premium is the additional return an investor will receive from holding Phuoc Hoa 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 Phuoc Hoa. 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 Phuoc Hoa's performance over market.| α | 0.03 | β | 0.07 |
Phuoc Hoa 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 Phuoc Hoa's Buy-and-hold return. Our buy-and-hold chart shows how Phuoc Hoa performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Phuoc Hoa Market Price Analysis
Market price analysis indicators help investors to evaluate how Phuoc Hoa stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Phuoc Hoa shares will generate the highest return on investment. By understating and applying Phuoc Hoa stock market price indicators, traders can identify Phuoc Hoa position entry and exit signals to maximize returns.
Phuoc Hoa Return and Market Media
The median price of Phuoc Hoa for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 57700.0 with a coefficient of variation of 2.77. The daily time series for the period is distributed with a sample standard deviation of 1591.53, arithmetic mean of 57443.94, and mean deviation of 1360.79. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Phuoc Hoa 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 Phuoc or other stocks. Alpha measures the amount that position in Phuoc Hoa Rubber 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 Phuoc Hoa 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, Phuoc Hoa's short interest history, or implied volatility extrapolated from Phuoc Hoa options trading.
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Other Information on Investing in Phuoc Stock
Phuoc Hoa financial ratios help investors to determine whether Phuoc Stock 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 Phuoc with respect to the benefits of owning Phuoc Hoa security.