Furukawa OTC Stock Alpha and Beta Analysis

FUWAY -  USA Stock  

USD 10.40  0.00  0.00%

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

Furukawa Beta 

Please note that although Furukawa Elec 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, Furukawa Elec did 0.20  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 Furukawa Elec stock's relative risk over its benchmark. Furukawa Elec has a beta of 0.21  . Let's try to break down what Furukawa's beta means in this case. As returns on the market increase, returns on owning Furukawa Elec are expected to decrease at a much lower rate. During the bear market, Furukawa Elec is likely to outperform the market.
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 Elec Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Furukawa Elec market risk premium is the additional return an investor will receive from holding Furukawa Elec 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 Elec. 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 Elec's performance over market.
α-0.2   β-0.21
90 days against DJI

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

Furukawa Elec Market Price Analysis

Market price analysis indicators help investors to evaluate how Furukawa Elec 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 Furukawa Elec shares will generate the highest return on investment. By understating and applying Furukawa Elec otc stock market price indicators, traders can identify Furukawa Elec position entry and exit signals to maximize returns.

Furukawa Elec Return and Market Media

The median price of Furukawa Elec for the period between Thu, Jul 22, 2021 and Wed, Oct 20, 2021 is 11.0 with a coefficient of variation of 7.42. The daily time series for the period is distributed with a sample standard deviation of 0.83, arithmetic mean of 11.21, and mean deviation of 0.75. The Stock received substential amount of media coverage during this period.
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About Furukawa Elec 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 Furukawa Elec 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.

Furukawa Elec Investors Sentiment

The influence of Furukawa Elec'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 Furukawa. 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 - FUWAY

Furukawa Elec Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Furukawa Elec. What is your opinion about investing in Furukawa Elec? Are you bullish or bearish?
50% Bullish
50% Bearish

Build Portfolio with Furukawa Elec

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 check Furukawa Elec Backtesting, Furukawa Elec Valuation, Furukawa Elec Correlation, Furukawa Elec Hype Analysis, Furukawa Elec Volatility, Furukawa Elec History and analyze Furukawa Elec Performance. Note that the Furukawa Elec information on this page should be used as a complementary analysis to other Furukawa Elec'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 Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.

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