OCBCSP 1832 10 SEP 30 Alpha and Beta Analysis
| 69033CAD1 | 90.68 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as OCBCSP 1832 10 SEP 30. It also helps investors analyze the systematic and unsystematic risks associated with investing in OCBCSP over a specified time horizon. Remember, high OCBCSP'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 OCBCSP's market risk premium analysis include:
Beta (0.04) | Alpha (0.02) | Risk 2.12 | Sharpe Ratio (0.44) | Expected Return (0.94) |
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.
OCBCSP |
OCBCSP Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. OCBCSP market risk premium is the additional return an investor will receive from holding OCBCSP 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 OCBCSP. 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 OCBCSP's performance over market.| α | -0.02 | β | -0.04 |
OCBCSP Opportunities
OCBCSP Return and Market Media
The Bond received a lot of media exposure during the period. Price Growth (%) |
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About OCBCSP 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 OCBCSP or other bonds. Alpha measures the amount that position in OCBCSP 1832 10 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 OCBCSP 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, OCBCSP's short interest history, or implied volatility extrapolated from OCBCSP options trading.
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Other Information on Investing in OCBCSP Bond
OCBCSP financial ratios help investors to determine whether OCBCSP Bond 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 OCBCSP with respect to the benefits of owning OCBCSP security.