Shanghai Xinhua (China) Alpha and Beta Analysis
| 600825 Stock | 6.25 0.11 1.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Shanghai Xinhua Media. It also helps investors analyze the systematic and unsystematic risks associated with investing in Shanghai Xinhua over a specified time horizon. Remember, high Shanghai Xinhua'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 Shanghai Xinhua's market risk premium analysis include:
Beta (0.12) | Alpha 0.86 | Risk 4.76 | Sharpe Ratio 0.21 | Expected Return 1 |
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.
Shanghai |
Shanghai Xinhua Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Shanghai Xinhua market risk premium is the additional return an investor will receive from holding Shanghai Xinhua 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 Shanghai Xinhua. 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 Shanghai Xinhua's performance over market.| α | 0.86 | β | -0.12 |
Shanghai Xinhua 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 Shanghai Xinhua's Buy-and-hold return. Our buy-and-hold chart shows how Shanghai Xinhua performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Shanghai Xinhua Market Price Analysis
Market price analysis indicators help investors to evaluate how Shanghai Xinhua stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Shanghai Xinhua shares will generate the highest return on investment. By understating and applying Shanghai Xinhua stock market price indicators, traders can identify Shanghai Xinhua position entry and exit signals to maximize returns.
Shanghai Xinhua Return and Market Media
The median price of Shanghai Xinhua for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 4.96 with a coefficient of variation of 23.11. The daily time series for the period is distributed with a sample standard deviation of 1.19, arithmetic mean of 5.14, and mean deviation of 1.09. The Stock received substential amount of media coverage during this period. Price Growth (%) |
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About Shanghai Xinhua 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 Shanghai or other stocks. Alpha measures the amount that position in Shanghai Xinhua Media 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 Shanghai Xinhua 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, Shanghai Xinhua's short interest history, or implied volatility extrapolated from Shanghai Xinhua options trading.
Build Portfolio with Shanghai Xinhua
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Other Information on Investing in Shanghai Stock
Shanghai Xinhua financial ratios help investors to determine whether Shanghai 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 Shanghai with respect to the benefits of owning Shanghai Xinhua security.