Shanghai Shuixing (China) Alpha and Beta Analysis
| 603365 Stock | 16.44 0.42 2.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Shanghai Shuixing Home. It also helps investors analyze the systematic and unsystematic risks associated with investing in Shanghai Shuixing over a specified time horizon. Remember, high Shanghai Shuixing'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 Shuixing's market risk premium analysis include:
Beta 0.27 | Alpha 0.4 | Risk 3.34 | Sharpe Ratio 0.22 | Expected Return 0.72 |
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 Shuixing Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Shanghai Shuixing market risk premium is the additional return an investor will receive from holding Shanghai Shuixing 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 Shuixing. 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 Shuixing's performance over market.| α | 0.40 | β | 0.27 |
Shanghai Shuixing 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 Shuixing's Buy-and-hold return. Our buy-and-hold chart shows how Shanghai Shuixing performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Shanghai Shuixing Market Price Analysis
Market price analysis indicators help investors to evaluate how Shanghai Shuixing 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 Shuixing shares will generate the highest return on investment. By understating and applying Shanghai Shuixing stock market price indicators, traders can identify Shanghai Shuixing position entry and exit signals to maximize returns.
Shanghai Shuixing Return and Market Media
The median price of Shanghai Shuixing for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 13.21 with a coefficient of variation of 11.88. The daily time series for the period is distributed with a sample standard deviation of 1.57, arithmetic mean of 13.2, and mean deviation of 1.22. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Private companies are Luolai Lifestyle Technology Co., Ltd.s biggest owners and were hit after market cap dropped CN389m - Simply Wall St | 09/13/2024 |
2 | Heres Whats Concerning About Shanghai Shuixing Home Textiles Returns On Capital - Simply Wall St | 11/19/2024 |
About Shanghai Shuixing 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 Shuixing Home 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 Shuixing 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 Shuixing's short interest history, or implied volatility extrapolated from Shanghai Shuixing options trading.
Build Portfolio with Shanghai Shuixing
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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Other Information on Investing in Shanghai Stock
Shanghai Shuixing 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 Shuixing security.