Je Cleantech Holdings Stock Alpha and Beta Analysis
| JCSE Stock | USD 0.78 0.02 2.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JE Cleantech Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in JE Cleantech over a specified time horizon. Remember, high JE Cleantech'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 JE Cleantech's market risk premium analysis include:
Beta 0.18 | Alpha 0.1 | Risk 6.53 | Sharpe Ratio 0.0518 | Expected Return 0.34 |
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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JE Cleantech Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JE Cleantech market risk premium is the additional return an investor will receive from holding JE Cleantech 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 JE Cleantech. 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 JE Cleantech's performance over market.| α | 0.10 | β | 0.18 |
JE Cleantech 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 JE Cleantech's Buy-and-hold return. Our buy-and-hold chart shows how JE Cleantech performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JE Cleantech Market Price Analysis
Market price analysis indicators help investors to evaluate how JE Cleantech stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JE Cleantech shares will generate the highest return on investment. By understating and applying JE Cleantech stock market price indicators, traders can identify JE Cleantech position entry and exit signals to maximize returns.
JE Cleantech Return and Market Media
The median price of JE Cleantech for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 0.74 with a coefficient of variation of 8.17. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 0.75, and mean deviation of 0.05. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Why Amtech Systems Shares Are Trading Higher By Around 8 Here Are 20 Stocks Moving Premarket - Markets Insider | 02/12/2024 |
2 | Why You Should Care About Frontken Corporation Berhads Strong Returns On Capital - Simply Wall St | 02/23/2024 |
3 | There Are Reasons To Feel Uneasy About JE Cleantech Holdings Returns On Capital | 03/20/2024 |
About JE Cleantech 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 JCSE or other stocks. Alpha measures the amount that position in JE Cleantech Holdings 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.002258 | 0.001525 | Price To Sales Ratio | 2.58 | 2.45 |
JE Cleantech Upcoming Company Events
As portrayed in its financial statements, the presentation of JE Cleantech's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, JE Cleantech's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of JE Cleantech's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of JE Cleantech. Please utilize our Beneish M Score to check the likelihood of JE Cleantech's management manipulating its earnings.
| 26th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with JE Cleantech
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 JE Cleantech Backtesting, JE Cleantech Valuation, JE Cleantech Correlation, JE Cleantech Hype Analysis, JE Cleantech Volatility, JE Cleantech History and analyze JE Cleantech Performance. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for JCSE Stock analysis
When running JE Cleantech's price analysis, check to measure JE Cleantech'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 JE Cleantech is operating at the current time. Most of JE Cleantech's value examination focuses on studying past and present price action to predict the probability of JE Cleantech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JE Cleantech's price. Additionally, you may evaluate how the addition of JE Cleantech to your portfolios can decrease your overall portfolio volatility.
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JE Cleantech technical 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.