Marijuana Stock Alpha and Beta Analysis
| MCOA Stock | USD 0.0001 0.0001 50.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Marijuana. It also helps investors analyze the systematic and unsystematic risks associated with investing in Marijuana over a specified time horizon. Remember, high Marijuana'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 Marijuana's market risk premium analysis include:
Beta (1.69) | Alpha 8.47 | Risk 46.02 | Sharpe Ratio 0.21 | Expected Return 9.68 |
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.
Marijuana |
Marijuana Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Marijuana market risk premium is the additional return an investor will receive from holding Marijuana 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 Marijuana. 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 Marijuana's performance over market.| α | 8.47 | β | -1.69 |
Marijuana 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 Marijuana's Buy-and-hold return. Our buy-and-hold chart shows how Marijuana performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Marijuana Market Price Analysis
Market price analysis indicators help investors to evaluate how Marijuana pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Marijuana shares will generate the highest return on investment. By understating and applying Marijuana pink sheet market price indicators, traders can identify Marijuana position entry and exit signals to maximize returns.
Marijuana Return and Market Media
The median price of Marijuana for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 2.0E-4 with a coefficient of variation of 32.05. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.0, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Marijuana 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 Marijuana or other pink sheets. Alpha measures the amount that position in Marijuana 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 Marijuana 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, Marijuana's short interest history, or implied volatility extrapolated from Marijuana options trading.
Build Portfolio with Marijuana
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 Marijuana Backtesting, Marijuana Valuation, Marijuana Correlation, Marijuana Hype Analysis, Marijuana Volatility, Marijuana History and analyze Marijuana Performance. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Complementary Tools for Marijuana Pink Sheet analysis
When running Marijuana's price analysis, check to measure Marijuana'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 Marijuana is operating at the current time. Most of Marijuana's value examination focuses on studying past and present price action to predict the probability of Marijuana's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marijuana's price. Additionally, you may evaluate how the addition of Marijuana to your portfolios can decrease your overall portfolio volatility.
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Marijuana technical pink sheet 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, pink sheet market cycles, or different charting patterns.