ASMVF OTC Stock Alpha and Beta Analysis

ASMVF -  USA Stock  

USD 12.00  0.85  6.61%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Asm Pacific Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Asm Pacific over a specified time horizon. Remember, high Asm Pacific'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.
Please continue to Asm Pacific Backtesting, Asm Pacific Valuation, Asm Pacific Correlation, Asm Pacific Hype Analysis, Asm Pacific Volatility, Asm Pacific History and analyze Asm Pacific Performance.

Search Beta 

Please note that although Asm Pacific 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, Asm Pacific did 0.12  worse 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 Asm Pacific Technology stock's relative risk over its benchmark. Asm Pacific Technology has a beta of 0.38  . Let's try to break down what ASMVF's beta means in this case. As returns on the market increase, Asm Pacific returns are expected to increase less than the market. However, during the bear market, the loss on holding Asm Pacific will be expected to be smaller as well.
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.

Asm Pacific Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Asm Pacific market risk premium is the additional return an investor will receive from holding Asm Pacific 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 Asm Pacific. 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 Asm Pacific's performance over market.
α-0.12   β0.38
90 days against DJI

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

Asm Pacific Market Price Analysis

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

Asm Pacific Return and Market Media

The median price of Asm Pacific for the period between Mon, Jun 28, 2021 and Sun, Sep 26, 2021 is 12.85 with a coefficient of variation of 4.46. The daily time series for the period is distributed with a sample standard deviation of 0.58, arithmetic mean of 12.96, and mean deviation of 0.38. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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About Asm Pacific 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 Asm Pacific Technology 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.

Asm Pacific Investors Sentiment

The influence of Asm Pacific'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 ASMVF. 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.

Current Sentiment - ASMVF

Asm Pacific Technology Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in Asm Pacific Technology. What is your sentiment towards investing in Asm Pacific Technology? Are you bullish or bearish?
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50% Bearish

Build Portfolio with Asm Pacific

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.

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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
Please continue to Asm Pacific Backtesting, Asm Pacific Valuation, Asm Pacific Correlation, Asm Pacific Hype Analysis, Asm Pacific Volatility, Asm Pacific History and analyze Asm Pacific Performance. Note that the Asm Pacific Technology information on this page should be used as a complementary analysis to other Asm Pacific'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 Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

Complementary Tools for ASMVF OTC Stock analysis

When running Asm Pacific Technology price analysis, check to measure Asm Pacific'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 Asm Pacific is operating at the current time. Most of Asm Pacific's value examination focuses on studying past and present price action to predict the probability of Asm Pacific's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Asm Pacific's price. Additionally, you may evaluate how the addition of Asm Pacific to your portfolios can decrease your overall portfolio volatility.
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Asm Pacific technical otc stock 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, stock market cycles, or different charting patterns.
A focus of Asm Pacific technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Asm Pacific 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...