Kinik (Taiwan) Alpha and Beta Analysis
| 1560 Stock | TWD 298.00 5.50 1.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kinik Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kinik over a specified time horizon. Remember, high Kinik'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 Kinik's market risk premium analysis include:
Beta 0.79 | Alpha (0.30) | Risk 2.91 | Sharpe Ratio (0.04) | Expected Return (0.13) |
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.
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Kinik Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kinik market risk premium is the additional return an investor will receive from holding Kinik 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 Kinik. 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 Kinik's performance over market.| α | -0.3 | β | 0.79 |
Kinik 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 Kinik's Buy-and-hold return. Our buy-and-hold chart shows how Kinik performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kinik Market Price Analysis
Market price analysis indicators help investors to evaluate how Kinik stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kinik shares will generate the highest return on investment. By understating and applying Kinik stock market price indicators, traders can identify Kinik position entry and exit signals to maximize returns.
Kinik Return and Market Media
The median price of Kinik for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 317.0 with a coefficient of variation of 6.22. The daily time series for the period is distributed with a sample standard deviation of 19.94, arithmetic mean of 320.61, and mean deviation of 15.49. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Kinik 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 Kinik or other stocks. Alpha measures the amount that position in Kinik 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 Kinik 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, Kinik's short interest history, or implied volatility extrapolated from Kinik options trading.
Build Portfolio with Kinik
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
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Additional Tools for Kinik Stock Analysis
When running Kinik's price analysis, check to measure Kinik'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 Kinik is operating at the current time. Most of Kinik's value examination focuses on studying past and present price action to predict the probability of Kinik's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kinik's price. Additionally, you may evaluate how the addition of Kinik to your portfolios can decrease your overall portfolio volatility.