Mongolia Energy Stock Alpha and Beta Analysis

MOAEF Stock  USD 0.08  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 Mongolia Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mongolia Energy over a specified time horizon. Remember, high Mongolia Energy'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 Mongolia Energy's market risk premium analysis include:
Beta
(0.33)
Alpha
0.69
Risk
6.69
Sharpe Ratio
0.0985
Expected Return
0.66
Please note that although Mongolia Energy alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Mongolia Energy did 0.69  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Mongolia Energy stock's relative risk over its benchmark. Mongolia Energy has a beta of 0.33  . As returns on the market increase, returns on owning Mongolia Energy are expected to decrease at a much lower rate. During the bear market, Mongolia Energy is likely to outperform the market. .
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.
  
Check out Mongolia Energy Backtesting, Mongolia Energy Valuation, Mongolia Energy Correlation, Mongolia Energy Hype Analysis, Mongolia Energy Volatility, Mongolia Energy History and analyze Mongolia Energy Performance.

Mongolia Energy Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mongolia Energy market risk premium is the additional return an investor will receive from holding Mongolia Energy 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 Mongolia Energy. 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 Mongolia Energy's performance over market.
α0.69   β-0.33

Mongolia Energy 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 Mongolia Energy's Buy-and-hold return. Our buy-and-hold chart shows how Mongolia Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Mongolia Energy Market Price Analysis

Market price analysis indicators help investors to evaluate how Mongolia Energy 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 Mongolia Energy shares will generate the highest return on investment. By understating and applying Mongolia Energy pink sheet market price indicators, traders can identify Mongolia Energy position entry and exit signals to maximize returns.

Mongolia Energy Return and Market Media

 Price Growth (%)  
       Timeline  

About Mongolia Energy 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 Mongolia or other pink sheets. Alpha measures the amount that position in Mongolia Energy 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 Mongolia Energy 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, Mongolia Energy's short interest history, or implied volatility extrapolated from Mongolia Energy options trading.

Build Portfolio with Mongolia Energy

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

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Mongolia Energy Backtesting, Mongolia Energy Valuation, Mongolia Energy Correlation, Mongolia Energy Hype Analysis, Mongolia Energy Volatility, Mongolia Energy History and analyze Mongolia Energy Performance.
Note that the Mongolia Energy information on this page should be used as a complementary analysis to other Mongolia Energy'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 Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.

Complementary Tools for Mongolia Pink Sheet analysis

When running Mongolia Energy's price analysis, check to measure Mongolia Energy'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 Mongolia Energy is operating at the current time. Most of Mongolia Energy's value examination focuses on studying past and present price action to predict the probability of Mongolia Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mongolia Energy's price. Additionally, you may evaluate how the addition of Mongolia Energy to your portfolios can decrease your overall portfolio volatility.
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Mongolia Energy 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.
A focus of Mongolia Energy technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Mongolia Energy trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...