Swire Pacific Ltd Stock Alpha and Beta Analysis
| SWRBY Stock | USD 6.68 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Swire Pacific Ltd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Swire Pacific over a specified time horizon. Remember, high Swire Pacific'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 Swire Pacific's market risk premium analysis include:
Beta (0.97) | Alpha 0.17 | Risk 3.66 | Sharpe Ratio 0.0171 | Expected Return 0.0628 |
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.
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Swire Pacific Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Swire Pacific market risk premium is the additional return an investor will receive from holding Swire Pacific 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 Swire Pacific. 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 Swire Pacific's performance over market.| α | 0.17 | β | -0.97 |
Swire Pacific 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 Swire Pacific's Buy-and-hold return. Our buy-and-hold chart shows how Swire Pacific performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Swire Pacific Market Price Analysis
Market price analysis indicators help investors to evaluate how Swire Pacific pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Swire Pacific shares will generate the highest return on investment. By understating and applying Swire Pacific pink sheet market price indicators, traders can identify Swire Pacific position entry and exit signals to maximize returns.
Swire Pacific Return and Market Media
The median price of Swire Pacific for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 6.68 with a coefficient of variation of 4.66. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 6.6, and mean deviation of 0.22. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Swire Pacific 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 Swire or other pink sheets. Alpha measures the amount that position in Swire Pacific 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 Swire Pacific 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, Swire Pacific's short interest history, or implied volatility extrapolated from Swire Pacific options trading.
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Additional Tools for Swire Pink Sheet Analysis
When running Swire Pacific's price analysis, check to measure Swire Pacific'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 Swire Pacific is operating at the current time. Most of Swire Pacific's value examination focuses on studying past and present price action to predict the probability of Swire Pacific's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Swire Pacific's price. Additionally, you may evaluate how the addition of Swire Pacific to your portfolios can decrease your overall portfolio volatility.