Luxi Chemical (China) Alpha and Beta Analysis
| 000830 Stock | 11.53 0.13 1.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Luxi Chemical Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Luxi Chemical over a specified time horizon. Remember, high Luxi Chemical'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 Luxi Chemical's market risk premium analysis include:
Beta (0.22) | Alpha 0.17 | Risk 2.43 | Sharpe Ratio 0.0575 | Expected Return 0.14 |
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.
Luxi |
Luxi Chemical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Luxi Chemical market risk premium is the additional return an investor will receive from holding Luxi Chemical 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 Luxi Chemical. 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 Luxi Chemical's performance over market.| α | 0.17 | β | -0.22 |
Luxi Chemical 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 Luxi Chemical's Buy-and-hold return. Our buy-and-hold chart shows how Luxi Chemical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Luxi Chemical Market Price Analysis
Market price analysis indicators help investors to evaluate how Luxi Chemical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Luxi Chemical shares will generate the highest return on investment. By understating and applying Luxi Chemical stock market price indicators, traders can identify Luxi Chemical position entry and exit signals to maximize returns.
Luxi Chemical Return and Market Media
The median price of Luxi Chemical for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 11.6 with a coefficient of variation of 7.45. The daily time series for the period is distributed with a sample standard deviation of 0.84, arithmetic mean of 11.32, and mean deviation of 0.72. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Luxi Chemical Group Second Quarter 2024 Earnings EPS CN0.32 - Simply Wall St | 08/30/2024 |
2 | Luxi Chemical Group Might Be Having Difficulty Using Its Capital Effectively - Simply Wall St | 11/14/2024 |
About Luxi Chemical 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 Luxi or other stocks. Alpha measures the amount that position in Luxi Chemical Group 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 Luxi Chemical 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, Luxi Chemical's short interest history, or implied volatility extrapolated from Luxi Chemical options trading.
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Other Information on Investing in Luxi Stock
Luxi Chemical financial ratios help investors to determine whether Luxi Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Luxi with respect to the benefits of owning Luxi Chemical security.