Tokyo Electron Ltd Stock Alpha and Beta Analysis
| TOELY Stock | USD 77.50 0.54 0.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tokyo Electron Ltd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tokyo Electron over a specified time horizon. Remember, high Tokyo Electron'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 Tokyo Electron's market risk premium analysis include:
Beta 1.2 | Alpha (0.19) | Risk 2.83 | Sharpe Ratio 0.0013 | Expected Return 0.0036 |
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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Tokyo Electron Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tokyo Electron market risk premium is the additional return an investor will receive from holding Tokyo Electron 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 Tokyo Electron. 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 Tokyo Electron's performance over market.| α | -0.19 | β | 1.20 |
Tokyo Electron 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 Tokyo Electron's Buy-and-hold return. Our buy-and-hold chart shows how Tokyo Electron performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tokyo Electron Market Price Analysis
Market price analysis indicators help investors to evaluate how Tokyo Electron 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 Tokyo Electron shares will generate the highest return on investment. By understating and applying Tokyo Electron pink sheet market price indicators, traders can identify Tokyo Electron position entry and exit signals to maximize returns.
Tokyo Electron Return and Market Media
The median price of Tokyo Electron for the period between Wed, Sep 18, 2024 and Tue, Dec 17, 2024 is 79.42 with a coefficient of variation of 7.27. The daily time series for the period is distributed with a sample standard deviation of 5.8, arithmetic mean of 79.81, and mean deviation of 4.78. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Tokyo Electron 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 Tokyo or other pink sheets. Alpha measures the amount that position in Tokyo Electron 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 Tokyo Electron 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, Tokyo Electron's short interest history, or implied volatility extrapolated from Tokyo Electron options trading.
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Additional Tools for Tokyo Pink Sheet Analysis
When running Tokyo Electron's price analysis, check to measure Tokyo Electron'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 Tokyo Electron is operating at the current time. Most of Tokyo Electron's value examination focuses on studying past and present price action to predict the probability of Tokyo Electron's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tokyo Electron's price. Additionally, you may evaluate how the addition of Tokyo Electron to your portfolios can decrease your overall portfolio volatility.