Sompo Holdings Stock Alpha and Beta Analysis
NHOLF Stock | USD 19.50 0.17 0.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sompo Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sompo Holdings over a specified time horizon. Remember, high Sompo Holdings' 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 Sompo Holdings' market risk premium analysis include:
Beta 9.44 | Alpha 6.9 | Risk 54.91 | Sharpe Ratio 0.14 | Expected Return 7.71 |
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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Sompo Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sompo Holdings market risk premium is the additional return an investor will receive from holding Sompo Holdings 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 Sompo Holdings. 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 Sompo Holdings' performance over market.α | 6.90 | β | 9.44 |
Sompo Holdings 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 Sompo Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Sompo Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sompo Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Sompo Holdings 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 Sompo Holdings shares will generate the highest return on investment. By understating and applying Sompo Holdings pink sheet market price indicators, traders can identify Sompo Holdings position entry and exit signals to maximize returns.
Sompo Holdings Return and Market Media
The median price of Sompo Holdings for the period between Sat, Feb 24, 2024 and Fri, May 24, 2024 is 20.64 with a coefficient of variation of 57.66. The daily time series for the period is distributed with a sample standard deviation of 16.5, arithmetic mean of 28.61, and mean deviation of 13.37. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Sompo Holdings 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 Sompo or other pink sheets. Alpha measures the amount that position in Sompo Holdings 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 Sompo Holdings 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, Sompo Holdings' short interest history, or implied volatility extrapolated from Sompo Holdings options trading.
Build Portfolio with Sompo Holdings
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 Sompo Holdings Backtesting, Sompo Holdings Valuation, Sompo Holdings Correlation, Sompo Holdings Hype Analysis, Sompo Holdings Volatility, Sompo Holdings History and analyze Sompo Holdings Performance. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Complementary Tools for Sompo Pink Sheet analysis
When running Sompo Holdings' price analysis, check to measure Sompo Holdings' 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 Sompo Holdings is operating at the current time. Most of Sompo Holdings' value examination focuses on studying past and present price action to predict the probability of Sompo Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sompo Holdings' price. Additionally, you may evaluate how the addition of Sompo Holdings to your portfolios can decrease your overall portfolio volatility.
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Sompo Holdings 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.