Quality Houses (Thailand) Alpha and Beta Analysis
| QHHR Stock | THB 6.55 0.05 0.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Quality Houses Hotel. It also helps investors analyze the systematic and unsystematic risks associated with investing in Quality Houses over a specified time horizon. Remember, high Quality Houses' 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 Quality Houses' market risk premium analysis include:
Beta (0.17) | Alpha (0.01) | Risk 0.75 | Sharpe Ratio 0.0037 | Expected Return 0.0027 |
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.
Quality |
Quality Houses Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Quality Houses market risk premium is the additional return an investor will receive from holding Quality Houses 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 Quality Houses. 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 Quality Houses' performance over market.| α | -0.0054 | β | -0.17 |
Quality Houses 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 Quality Houses' Buy-and-hold return. Our buy-and-hold chart shows how Quality Houses performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Quality Houses Market Price Analysis
Market price analysis indicators help investors to evaluate how Quality Houses stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Quality Houses shares will generate the highest return on investment. By understating and applying Quality Houses stock market price indicators, traders can identify Quality Houses position entry and exit signals to maximize returns.
Quality Houses Return and Market Media
The median price of Quality Houses for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 6.55 with a coefficient of variation of 0.88. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 6.58, and mean deviation of 0.05. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Quality Houses 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 Quality or other stocks. Alpha measures the amount that position in Quality Houses Hotel 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 Quality Houses 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, Quality Houses' short interest history, or implied volatility extrapolated from Quality Houses options trading.
Build Portfolio with Quality Houses
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 Quality Houses Backtesting, Quality Houses Valuation, Quality Houses Correlation, Quality Houses Hype Analysis, Quality Houses Volatility, Quality Houses History and analyze Quality Houses Performance. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Complementary Tools for Quality Stock analysis
When running Quality Houses' price analysis, check to measure Quality Houses' 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 Quality Houses is operating at the current time. Most of Quality Houses' value examination focuses on studying past and present price action to predict the probability of Quality Houses' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Quality Houses' price. Additionally, you may evaluate how the addition of Quality Houses to your portfolios can decrease your overall portfolio volatility.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Money Managers Screen money managers from public funds and ETFs managed around the world |
Quality Houses 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.