Keyence Stock Alpha and Beta Analysis
| KYCCF Stock | USD 419.50 0.71 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Keyence. It also helps investors analyze the systematic and unsystematic risks associated with investing in Keyence over a specified time horizon. Remember, high Keyence'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 Keyence's market risk premium analysis include:
Beta 0.68 | Alpha (0.15) | Risk 1.71 | Sharpe Ratio (0.06) | Expected Return (0.10) |
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.
Keyence |
Keyence Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Keyence market risk premium is the additional return an investor will receive from holding Keyence 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 Keyence. 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 Keyence's performance over market.| α | -0.15 | β | 0.68 |
Keyence 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 Keyence's Buy-and-hold return. Our buy-and-hold chart shows how Keyence performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Keyence Market Price Analysis
Market price analysis indicators help investors to evaluate how Keyence 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 Keyence shares will generate the highest return on investment. By understating and applying Keyence pink sheet market price indicators, traders can identify Keyence position entry and exit signals to maximize returns.
Keyence Return and Market Media
The median price of Keyence for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 453.56 with a coefficient of variation of 4.8. The daily time series for the period is distributed with a sample standard deviation of 21.67, arithmetic mean of 451.63, and mean deviation of 17.46. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
About Keyence 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 Keyence or other pink sheets. Alpha measures the amount that position in Keyence 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 Keyence 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, Keyence's short interest history, or implied volatility extrapolated from Keyence options trading.
Build Portfolio with Keyence
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 Keyence Backtesting, Keyence Valuation, Keyence Correlation, Keyence Hype Analysis, Keyence Volatility, Keyence History and analyze Keyence Performance. Note that the Keyence information on this page should be used as a complementary analysis to other Keyence'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 Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Complementary Tools for Keyence Pink Sheet analysis
When running Keyence's price analysis, check to measure Keyence'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 Keyence is operating at the current time. Most of Keyence's value examination focuses on studying past and present price action to predict the probability of Keyence's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Keyence's price. Additionally, you may evaluate how the addition of Keyence to your portfolios can decrease your overall portfolio volatility.
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Keyence 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.