Sony Corp Stock Alpha and Beta Analysis
| SNEJF Stock | USD 82.28 0.95 1.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sony Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sony Corp over a specified time horizon. Remember, high Sony Corp'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 Sony Corp's market risk premium analysis include:
Beta 0.0641 | Alpha (0.24) | Risk 1.54 | Sharpe Ratio (0.16) | Expected Return (0.25) |
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.
Sony |
Sony Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sony Corp market risk premium is the additional return an investor will receive from holding Sony Corp 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 Sony Corp. 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 Sony Corp's performance over market.| α | -0.24 | β | 0.06 |
Sony Corp 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 Sony Corp's Buy-and-hold return. Our buy-and-hold chart shows how Sony Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sony Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Sony Corp 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 Sony Corp shares will generate the highest return on investment. By understating and applying Sony Corp pink sheet market price indicators, traders can identify Sony Corp position entry and exit signals to maximize returns.
Sony Corp Return and Market Media
The median price of Sony Corp for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 87.68 with a coefficient of variation of 5.79. The daily time series for the period is distributed with a sample standard deviation of 5.21, arithmetic mean of 90.02, and mean deviation of 4.69. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Sony Corp 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 Sony or other pink sheets. Alpha measures the amount that position in Sony Corp 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 Sony Corp 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, Sony Corp's short interest history, or implied volatility extrapolated from Sony Corp options trading.
Build Portfolio with Sony Corp
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 Sony Corp Backtesting, Sony Corp Valuation, Sony Corp Correlation, Sony Corp Hype Analysis, Sony Corp Volatility, Sony Corp History and analyze Sony Corp Performance. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Complementary Tools for Sony Pink Sheet analysis
When running Sony Corp's price analysis, check to measure Sony Corp'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 Sony Corp is operating at the current time. Most of Sony Corp's value examination focuses on studying past and present price action to predict the probability of Sony Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sony Corp's price. Additionally, you may evaluate how the addition of Sony Corp to your portfolios can decrease your overall portfolio volatility.
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Sony Corp 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.