Seoul Comp (South Korea) Alpha and Beta Analysis

KS11
 Index
  

 2,305  27.22  1.17%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Seoul Comp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Seoul Comp over a specified time horizon. Remember, high Seoul Comp'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.
Check out Seoul Comp Backtesting, Portfolio Optimization, Seoul Comp Correlation, Seoul Comp Hype Analysis, Seoul Comp Volatility, Seoul Comp History and analyze Seoul Comp Performance.
  
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Please note that although Seoul Comp 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., DOW index.) So in this particular case, Seoul Comp did 0.00  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 Seoul Comp index's relative risk over its benchmark. Seoul Comp has a beta of 0.00  . Let's try to break down what Seoul's beta means in this case. The returns on DOW and Seoul Comp are completely uncorrelated.
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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.

Seoul Comp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Seoul Comp market risk premium is the additional return an investor will receive from holding Seoul Comp 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 Seoul Comp. 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 Seoul Comp's performance over market.
α0.00   β0.00
90 days against DJI

Seoul Comp Fundamentals

Seoul Comp Market Price Analysis

Market price analysis indicators help investors to evaluate how Seoul Comp index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Seoul Comp shares will generate the highest return on investment. By understating and applying Seoul Comp index market price indicators, traders can identify Seoul Comp position entry and exit signals to maximize returns.

Seoul Comp Return and Market Media

The median price of Seoul Comp for the period between Sun, Apr 3, 2022 and Sat, Jul 2, 2022 is 2639.06 with a coefficient of variation of 4.83. The daily time series for the period is distributed with a sample standard deviation of 125.54, arithmetic mean of 2600.05, and mean deviation of 98.01. The Index did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About Seoul Comp 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Seoul Comp 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.

Seoul Comp Investors Sentiment

The influence of Seoul Comp's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Seoul. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 Seoul Comp 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, Seoul Comp's short interest history, or implied volatility extrapolated from Seoul Comp options trading.

Current Sentiment - KS11

Seoul Comp Investor Sentiment

Most of Macroaxis investors are at this time bullish on Seoul Comp. What is your outlook on investing in South Korea companies? Are you bullish or bearish on Seoul Comp?
Bullish
Bearish
98% Bullish
2% Bearish

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Check out Seoul Comp Backtesting, Portfolio Optimization, Seoul Comp Correlation, Seoul Comp Hype Analysis, Seoul Comp Volatility, Seoul Comp History and analyze Seoul Comp Performance. Note that the Seoul Comp information on this page should be used as a complementary analysis to other Seoul Comp'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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

Other Tools for Seoul Index

When running Seoul Comp price analysis, check to measure Seoul Comp'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 Seoul Comp is operating at the current time. Most of Seoul Comp's value examination focuses on studying past and present price action to predict the probability of Seoul Comp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Seoul Comp's price. Additionally, you may evaluate how the addition of Seoul Comp to your portfolios can decrease your overall portfolio volatility.
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