VeriSilicon Microelectronics (China) Alpha and Beta Analysis
| 688521 Stock | 50.30 1.46 2.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VeriSilicon Microelectronics Shanghai. It also helps investors analyze the systematic and unsystematic risks associated with investing in VeriSilicon Microelectronics over a specified time horizon. Remember, high VeriSilicon Microelectronics' 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 VeriSilicon Microelectronics' market risk premium analysis include:
Beta 0.0352 | Alpha 0.95 | Risk 6.33 | Sharpe Ratio 0.19 | Expected Return 1.21 |
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.
VeriSilicon |
VeriSilicon Microelectronics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VeriSilicon Microelectronics market risk premium is the additional return an investor will receive from holding VeriSilicon Microelectronics 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 VeriSilicon Microelectronics. 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 VeriSilicon Microelectronics' performance over market.| α | 0.95 | β | 0.04 |
VeriSilicon Microelectronics 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 VeriSilicon Microelectronics' Buy-and-hold return. Our buy-and-hold chart shows how VeriSilicon Microelectronics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VeriSilicon Microelectronics Market Price Analysis
Market price analysis indicators help investors to evaluate how VeriSilicon Microelectronics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VeriSilicon Microelectronics shares will generate the highest return on investment. By understating and applying VeriSilicon Microelectronics stock market price indicators, traders can identify VeriSilicon Microelectronics position entry and exit signals to maximize returns.
VeriSilicon Microelectronics Return and Market Media
The median price of VeriSilicon Microelectronics for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 39.8 with a coefficient of variation of 27.51. The daily time series for the period is distributed with a sample standard deviation of 10.32, arithmetic mean of 37.5, and mean deviation of 9.36. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Arteris Interconnect IP Selected by VeriSilicon for High-Performance SoC Design - Design and Reuse | 09/10/2024 |
2 | VeriSilicon Microelectronics Co., Ltd.s 37 percent Price Boost Is Out Of Tune With Revenues - Simply Wall St | 11/14/2024 |
About VeriSilicon Microelectronics 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 VeriSilicon or other stocks. Alpha measures the amount that position in VeriSilicon Microelectronics 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 VeriSilicon Microelectronics 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, VeriSilicon Microelectronics' short interest history, or implied volatility extrapolated from VeriSilicon Microelectronics options trading.
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Other Information on Investing in VeriSilicon Stock
VeriSilicon Microelectronics financial ratios help investors to determine whether VeriSilicon 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 VeriSilicon with respect to the benefits of owning VeriSilicon Microelectronics security.