Kao Corporation Stock Alpha and Beta Analysis
| KAOCF Stock | USD 38.14 0.79 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kao Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kao over a specified time horizon. Remember, high Kao'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 Kao's market risk premium analysis include:
Beta (0.21) | Alpha 0.0476 | Risk 0.91 | Sharpe Ratio 0.0512 | Expected Return 0.0463 |
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.
Kao |
Kao Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kao market risk premium is the additional return an investor will receive from holding Kao 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 Kao. 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 Kao's performance over market.| α | 0.05 | β | -0.21 |
Kao 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 Kao's Buy-and-hold return. Our buy-and-hold chart shows how Kao performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kao Market Price Analysis
Market price analysis indicators help investors to evaluate how Kao 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 Kao shares will generate the highest return on investment. By understating and applying Kao pink sheet market price indicators, traders can identify Kao position entry and exit signals to maximize returns.
Kao Return and Market Media
Price Growth (%) |
| Timeline |
About Kao 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 Kao or other pink sheets. Alpha measures the amount that position in Kao Corporation 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 Kao 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, Kao's short interest history, or implied volatility extrapolated from Kao options trading.
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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 Kao Backtesting, Kao Valuation, Kao Correlation, Kao Hype Analysis, Kao Volatility, Kao History and analyze Kao Performance. Note that the Kao Corporation information on this page should be used as a complementary analysis to other Kao'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 the Stocks Directory module to find actively traded stocks across global markets.
Complementary Tools for Kao Pink Sheet analysis
When running Kao's price analysis, check to measure Kao'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 Kao is operating at the current time. Most of Kao's value examination focuses on studying past and present price action to predict the probability of Kao's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kao's price. Additionally, you may evaluate how the addition of Kao to your portfolios can decrease your overall portfolio volatility.
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Kao 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.