Japan Display (Germany) Alpha and Beta Analysis
| 1J4 Stock | EUR 0.11 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 Japan Display. It also helps investors analyze the systematic and unsystematic risks associated with investing in Japan Display over a specified time horizon. Remember, high Japan Display'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 Japan Display's market risk premium analysis include:
Beta (0.55) | Alpha (0.16) | Risk 3.71 | Sharpe Ratio (0.02) | Expected Return (0.08) |
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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Japan Display Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Japan Display market risk premium is the additional return an investor will receive from holding Japan Display 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 Japan Display. 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 Japan Display's performance over market.| α | -0.16 | β | -0.55 |
Japan Display 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 Japan Display's Buy-and-hold return. Our buy-and-hold chart shows how Japan Display performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Japan Display Market Price Analysis
Market price analysis indicators help investors to evaluate how Japan Display stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Japan Display shares will generate the highest return on investment. By understating and applying Japan Display stock market price indicators, traders can identify Japan Display position entry and exit signals to maximize returns.
Japan Display Return and Market Media
The median price of Japan Display for the period between Tue, Feb 6, 2024 and Mon, May 6, 2024 is 0.12 with a coefficient of variation of 4.88. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.12, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Japan Display 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 Japan or other stocks. Alpha measures the amount that position in Japan Display 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 Japan Display 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, Japan Display's short interest history, or implied volatility extrapolated from Japan Display options trading.
Build Portfolio with Japan Display
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 Japan Display Backtesting, Japan Display Valuation, Japan Display Correlation, Japan Display Hype Analysis, Japan Display Volatility, Japan Display History and analyze Japan Display Performance. Note that the Japan Display information on this page should be used as a complementary analysis to other Japan Display'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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Complementary Tools for Japan Stock analysis
When running Japan Display's price analysis, check to measure Japan Display'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 Japan Display is operating at the current time. Most of Japan Display's value examination focuses on studying past and present price action to predict the probability of Japan Display's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Japan Display's price. Additionally, you may evaluate how the addition of Japan Display to your portfolios can decrease your overall portfolio volatility.
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Japan Display 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.