Quality Houses (Thailand) Alpha and Beta Analysis

QHPF
 Stock
  

THB 9.45  0.05  0.53%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Quality Houses Property. It also helps investors analyze the systematic and unsystematic risks associated with investing in Quality Houses over a specified time horizon. Remember, high Quality Houses' 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 see Quality Houses Backtesting, Quality Houses Valuation, Quality Houses Correlation, Quality Houses Hype Analysis, Quality Houses Volatility, Quality Houses History and analyze Quality Houses Performance.
  
Please note that although Quality Houses 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., NYSE Composite index.) So in this particular case, Quality Houses did 0.06  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 Quality Houses Property stock's relative risk over its benchmark. Quality Houses Property has a beta of 0.0066  . Let's try to break down what Quality's beta means in this case. As returns on the market increase, Quality Houses returns are expected to increase less than the market. However, during the bear market, the loss on holding Quality Houses will be expected to be smaller as well.
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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.

Quality Houses Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Quality Houses market risk premium is the additional return an investor will receive from holding Quality Houses 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 Quality Houses. 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 Quality Houses' performance over market.
α-0.06   β0.0066
90 days against NYA

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

Quality Houses Market Price Analysis

Market price analysis indicators help investors to evaluate how Quality Houses stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Quality Houses shares will generate the highest return on investment. By understating and applying Quality Houses stock market price indicators, traders can identify Quality Houses position entry and exit signals to maximize returns.

Quality Houses Return and Market Media

The median price of Quality Houses for the period between Sun, Sep 4, 2022 and Sat, Dec 3, 2022 is 9.45 with a coefficient of variation of 1.08. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 9.5, and mean deviation of 0.09. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Quality Houses 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 Quality or other stocks. Alpha measures the amount that position in Quality Houses Property 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 Quality Houses 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, Quality Houses' short interest history, or implied volatility extrapolated from Quality Houses options trading.

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Please see Quality Houses Backtesting, Quality Houses Valuation, Quality Houses Correlation, Quality Houses Hype Analysis, Quality Houses Volatility, Quality Houses History and analyze Quality Houses Performance. You can also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

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