NICE Total (Korea) Alpha and Beta Analysis
| 063570 Stock | KRW 5,990 40.00 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NICE Total Cash. It also helps investors analyze the systematic and unsystematic risks associated with investing in NICE Total over a specified time horizon. Remember, high NICE Total'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 NICE Total's market risk premium analysis include:
Beta (0.22) | Alpha (0.23) | Risk 1.71 | Sharpe Ratio (0.11) | Expected Return (0.19) |
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.
NICE |
NICE Total Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NICE Total market risk premium is the additional return an investor will receive from holding NICE Total 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 NICE Total. 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 NICE Total's performance over market.| α | -0.23 | β | -0.22 |
NICE Total 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 NICE Total's Buy-and-hold return. Our buy-and-hold chart shows how NICE Total performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NICE Total Market Price Analysis
Market price analysis indicators help investors to evaluate how NICE Total stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NICE Total shares will generate the highest return on investment. By understating and applying NICE Total stock market price indicators, traders can identify NICE Total position entry and exit signals to maximize returns.
NICE Total Return and Market Media
The median price of NICE Total for the period between Mon, Jan 29, 2024 and Sun, Apr 28, 2024 is 6080.0 with a coefficient of variation of 6.43. The daily time series for the period is distributed with a sample standard deviation of 394.85, arithmetic mean of 6141.82, and mean deviation of 322.89. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About NICE Total 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 NICE or other stocks. Alpha measures the amount that position in NICE Total Cash 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 NICE Total 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, NICE Total's short interest history, or implied volatility extrapolated from NICE Total options trading.
Build Portfolio with NICE Total
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 NICE Total Backtesting, NICE Total Valuation, NICE Total Correlation, NICE Total Hype Analysis, NICE Total Volatility, NICE Total History and analyze NICE Total Performance. Note that the NICE Total Cash information on this page should be used as a complementary analysis to other NICE Total'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 CEOs Directory module to screen CEOs from public companies around the world.
Complementary Tools for NICE Stock analysis
When running NICE Total's price analysis, check to measure NICE Total'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 NICE Total is operating at the current time. Most of NICE Total's value examination focuses on studying past and present price action to predict the probability of NICE Total's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NICE Total's price. Additionally, you may evaluate how the addition of NICE Total to your portfolios can decrease your overall portfolio volatility.
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NICE Total 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.