Dirui Industrial (China) Alpha and Beta Analysis
| 300396 Stock | 16.21 0.11 0.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dirui Industrial Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dirui Industrial over a specified time horizon. Remember, high Dirui Industrial'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 Dirui Industrial's market risk premium analysis include:
Beta (0.14) | Alpha 0.00431 | Risk 4.35 | Sharpe Ratio 0.064 | Expected Return 0.28 |
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.
Dirui |
Dirui Industrial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dirui Industrial market risk premium is the additional return an investor will receive from holding Dirui Industrial 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 Dirui Industrial. 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 Dirui Industrial's performance over market.| α | 0 | β | -0.14 |
Dirui Industrial 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 Dirui Industrial's Buy-and-hold return. Our buy-and-hold chart shows how Dirui Industrial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dirui Industrial Market Price Analysis
Market price analysis indicators help investors to evaluate how Dirui Industrial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dirui Industrial shares will generate the highest return on investment. By understating and applying Dirui Industrial stock market price indicators, traders can identify Dirui Industrial position entry and exit signals to maximize returns.
Dirui Industrial Return and Market Media
The median price of Dirui Industrial for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 15.92 with a coefficient of variation of 9.87. The daily time series for the period is distributed with a sample standard deviation of 1.54, arithmetic mean of 15.59, and mean deviation of 1.26. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Dirui Industrial Co.,Ltd.s biggest owners are private equity firms who got richer after stock soared 9.1 percent last week - Simply Wall St | 11/13/2024 |
About Dirui Industrial 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 Dirui or other stocks. Alpha measures the amount that position in Dirui Industrial 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 Dirui Industrial 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, Dirui Industrial's short interest history, or implied volatility extrapolated from Dirui Industrial options trading.
Build Portfolio with Dirui Industrial
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
Other Information on Investing in Dirui Stock
Dirui Industrial financial ratios help investors to determine whether Dirui 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 Dirui with respect to the benefits of owning Dirui Industrial security.