Asm Pacific Technology Stock Alpha and Beta Analysis
| ASMVY Stock | USD 36.76 0.09 0.24% |
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. Key technical indicators related to Asm Pacific's market risk premium analysis include:
Beta 1.79 | Alpha 0.32 | Risk 3.02 | Sharpe Ratio 0.1 | Expected Return 0.31 |
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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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 | 0.32 | β | 1.79 |
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 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 Asm Pacific shares will generate the highest return on investment. By understating and applying Asm Pacific pink sheet 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 Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 36.76 with a coefficient of variation of 10.65. The daily time series for the period is distributed with a sample standard deviation of 3.8, arithmetic mean of 35.71, and mean deviation of 3.17. The Stock did not receive any noticable media coverage during the 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 financial instruments including Asm or other pink sheets. 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.
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 Asm Pacific 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, Asm Pacific's short interest history, or implied volatility extrapolated from Asm Pacific options trading.
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.Build Diversified Portfolios
Align your risk with return expectations
Check out Asm Pacific Backtesting, Asm Pacific Valuation, Asm Pacific Correlation, Asm Pacific Hype Analysis, Asm Pacific Volatility, Asm Pacific History and analyze Asm Pacific Performance. You can also try the Stocks Directory module to find actively traded stocks across global markets.
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When running Asm Pacific's 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 the 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 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.