Advanced Info (Thailand) Alpha and Beta Analysis
| ADVANC-R | THB 197.50 24.66 11.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Advanced Info Service. It also helps investors analyze the systematic and unsystematic risks associated with investing in Advanced Info over a specified time horizon. Remember, high Advanced Info'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 Advanced Info's market risk premium analysis include:
Beta (0.04) | Alpha (0.19) | Risk 1.48 | Sharpe Ratio (0.12) | Expected Return (0.18) |
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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Advanced Info Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Advanced Info market risk premium is the additional return an investor will receive from holding Advanced Info 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 Advanced Info. 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 Advanced Info's performance over market.| α | -0.19 | β | -0.04 |
Advanced Info 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 Advanced Info's Buy-and-hold return. Our buy-and-hold chart shows how Advanced Info performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Advanced Info Market Price Analysis
Market price analysis indicators help investors to evaluate how Advanced Info stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Advanced Info shares will generate the highest return on investment. By understating and applying Advanced Info stock market price indicators, traders can identify Advanced Info position entry and exit signals to maximize returns.
Advanced Info Return and Market Media
The median price of Advanced Info for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 222.16 with a coefficient of variation of 1.54. The daily time series for the period is distributed with a sample standard deviation of 3.42, arithmetic mean of 221.61, and mean deviation of 1.05. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Advanced Info 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 Advanced or other stocks. Alpha measures the amount that position in Advanced Info Service 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 Advanced Info 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, Advanced Info's short interest history, or implied volatility extrapolated from Advanced Info options trading.
Build Portfolio with Advanced Info
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 Advanced Info Backtesting, Advanced Info Valuation, Advanced Info Correlation, Advanced Info Hype Analysis, Advanced Info Volatility, Advanced Info History and analyze Advanced Info Performance. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Complementary Tools for Advanced Stock analysis
When running Advanced Info's price analysis, check to measure Advanced Info'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 Advanced Info is operating at the current time. Most of Advanced Info's value examination focuses on studying past and present price action to predict the probability of Advanced Info's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advanced Info's price. Additionally, you may evaluate how the addition of Advanced Info to your portfolios can decrease your overall portfolio volatility.
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