Jeong Moon (Korea) Alpha and Beta Analysis
| 033050 Stock | KRW 978.00 1.00 0.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Jeong Moon Information. It also helps investors analyze the systematic and unsystematic risks associated with investing in Jeong Moon over a specified time horizon. Remember, high Jeong Moon'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 Jeong Moon's market risk premium analysis include:
Beta 0.21 | Alpha (0.11) | Risk 1.12 | Sharpe Ratio (0.08) | Expected Return (0.09) |
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.
Jeong |
Jeong Moon Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Jeong Moon market risk premium is the additional return an investor will receive from holding Jeong Moon 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 Jeong Moon. 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 Jeong Moon's performance over market.| α | -0.11 | β | 0.21 |
Jeong Moon 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 Jeong Moon's Buy-and-hold return. Our buy-and-hold chart shows how Jeong Moon performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Jeong Moon Market Price Analysis
Market price analysis indicators help investors to evaluate how Jeong Moon stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Jeong Moon shares will generate the highest return on investment. By understating and applying Jeong Moon stock market price indicators, traders can identify Jeong Moon position entry and exit signals to maximize returns.
Jeong Moon Return and Market Media
The median price of Jeong Moon for the period between Sun, Feb 4, 2024 and Sat, May 4, 2024 is 1022.0 with a coefficient of variation of 3.49. The daily time series for the period is distributed with a sample standard deviation of 35.48, arithmetic mean of 1015.74, and mean deviation of 27.96. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Jeong Moon 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 Jeong or other stocks. Alpha measures the amount that position in Jeong Moon Information 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 Jeong Moon 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, Jeong Moon's short interest history, or implied volatility extrapolated from Jeong Moon options trading.
Build Portfolio with Jeong Moon
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Jeong Moon Backtesting, Jeong Moon Valuation, Jeong Moon Correlation, Jeong Moon Hype Analysis, Jeong Moon Volatility, Jeong Moon History and analyze Jeong Moon Performance. Note that the Jeong Moon Information information on this page should be used as a complementary analysis to other Jeong Moon's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Complementary Tools for Jeong Stock analysis
When running Jeong Moon's price analysis, check to measure Jeong Moon'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 Jeong Moon is operating at the current time. Most of Jeong Moon's value examination focuses on studying past and present price action to predict the probability of Jeong Moon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jeong Moon's price. Additionally, you may evaluate how the addition of Jeong Moon to your portfolios can decrease your overall portfolio volatility.
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Jeong Moon 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.