CyberTAN Technology (Taiwan) Alpha and Beta Analysis
| 3062 Stock | TWD 32.65 0.95 2.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CyberTAN Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in CyberTAN Technology over a specified time horizon. Remember, high CyberTAN Technology'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 CyberTAN Technology's market risk premium analysis include:
Beta (0.36) | Alpha 0.0857 | Risk 3.63 | Sharpe Ratio (0.01) | Expected Return (0.03) |
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.
CyberTAN |
CyberTAN Technology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CyberTAN Technology market risk premium is the additional return an investor will receive from holding CyberTAN Technology 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 CyberTAN Technology. 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 CyberTAN Technology's performance over market.| α | 0.09 | β | -0.36 |
CyberTAN Technology 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 CyberTAN Technology's Buy-and-hold return. Our buy-and-hold chart shows how CyberTAN Technology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CyberTAN Technology Market Price Analysis
Market price analysis indicators help investors to evaluate how CyberTAN Technology stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CyberTAN Technology shares will generate the highest return on investment. By understating and applying CyberTAN Technology stock market price indicators, traders can identify CyberTAN Technology position entry and exit signals to maximize returns.
CyberTAN Technology Return and Market Media
The median price of CyberTAN Technology for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 34.4 with a coefficient of variation of 5.06. The daily time series for the period is distributed with a sample standard deviation of 1.75, arithmetic mean of 34.54, and mean deviation of 1.43. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About CyberTAN Technology 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 CyberTAN or other stocks. Alpha measures the amount that position in CyberTAN Technology 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 CyberTAN Technology 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, CyberTAN Technology's short interest history, or implied volatility extrapolated from CyberTAN Technology options trading.
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Additional Tools for CyberTAN Stock Analysis
When running CyberTAN Technology's price analysis, check to measure CyberTAN Technology'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 CyberTAN Technology is operating at the current time. Most of CyberTAN Technology's value examination focuses on studying past and present price action to predict the probability of CyberTAN Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CyberTAN Technology's price. Additionally, you may evaluate how the addition of CyberTAN Technology to your portfolios can decrease your overall portfolio volatility.