Furukawa Electric Co Stock Alpha and Beta Analysis
| FUWAY Stock | USD 10.83 0.19 1.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Furukawa Electric Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Furukawa Electric over a specified time horizon. Remember, high Furukawa Electric'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 Furukawa Electric's market risk premium analysis include:
Beta (0.06) | Alpha 0.52 | Risk 2.6 | Sharpe Ratio 0.21 | Expected Return 0.56 |
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.
Furukawa |
Furukawa Electric Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Furukawa Electric market risk premium is the additional return an investor will receive from holding Furukawa Electric 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 Furukawa Electric. 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 Furukawa Electric's performance over market.| α | 0.52 | β | -0.06 |
Furukawa Electric 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 Furukawa Electric's Buy-and-hold return. Our buy-and-hold chart shows how Furukawa Electric performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Furukawa Electric Market Price Analysis
Market price analysis indicators help investors to evaluate how Furukawa Electric 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 Furukawa Electric shares will generate the highest return on investment. By understating and applying Furukawa Electric pink sheet market price indicators, traders can identify Furukawa Electric position entry and exit signals to maximize returns.
Furukawa Electric Return and Market Media
The median price of Furukawa Electric for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 10.0 with a coefficient of variation of 10.38. The daily time series for the period is distributed with a sample standard deviation of 1.0, arithmetic mean of 9.63, and mean deviation of 0.87. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Furukawa Electric 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 Furukawa or other pink sheets. Alpha measures the amount that position in Furukawa Electric 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 Furukawa Electric 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, Furukawa Electric's short interest history, or implied volatility extrapolated from Furukawa Electric options trading.
Build Portfolio with Furukawa Electric
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 Furukawa Electric Backtesting, Furukawa Electric Valuation, Furukawa Electric Correlation, Furukawa Electric Hype Analysis, Furukawa Electric Volatility, Furukawa Electric History and analyze Furukawa Electric Performance. Note that the Furukawa Electric information on this page should be used as a complementary analysis to other Furukawa Electric'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 Furukawa Pink Sheet analysis
When running Furukawa Electric's price analysis, check to measure Furukawa Electric'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 Furukawa Electric is operating at the current time. Most of Furukawa Electric's value examination focuses on studying past and present price action to predict the probability of Furukawa Electric's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Furukawa Electric's price. Additionally, you may evaluate how the addition of Furukawa Electric to your portfolios can decrease your overall portfolio volatility.
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Furukawa Electric 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.