China Sxt Pharmaceuticals Stock Alpha and Beta Analysis
| SXTC Stock | USD 0.39 0.01 2.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as China SXT Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in China SXT over a specified time horizon. Remember, high China SXT'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 China SXT's market risk premium analysis include:
Beta (0.71) | Alpha (1.10) | Risk 6.58 | Sharpe Ratio (0.15) | Expected Return (1.00) |
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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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China SXT Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. China SXT market risk premium is the additional return an investor will receive from holding China SXT 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 China SXT. 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 China SXT's performance over market.| α | -1.1 | β | -0.71 |
China SXT 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 China SXT's Buy-and-hold return. Our buy-and-hold chart shows how China SXT performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.China SXT Market Price Analysis
Market price analysis indicators help investors to evaluate how China SXT stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading China SXT shares will generate the highest return on investment. By understating and applying China SXT stock market price indicators, traders can identify China SXT position entry and exit signals to maximize returns.
China SXT Return and Market Media
The median price of China SXT for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 0.62 with a coefficient of variation of 19.73. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 0.62, and mean deviation of 0.09. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | China SXT Pharmaceuticals Stock Quotes, Forecast and News Summary - Benzinga | 09/20/2024 |
2 | SXTC Stock Surges 6.3 percent Amidst Volatile Trading in the Pharmaceutical Sector | 10/21/2024 |
3 | SXTC stock hits 52-week low at 0.43 amid sharp annual decline - Investing.com UK | 11/14/2024 |
About China SXT 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 China or other stocks. Alpha measures the amount that position in China SXT Pharmaceuticals 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 689.27 | 248.91 | 254.83 | 327.46 | PTB Ratio | 0.35 | 0.13 | 0.1 | 0.0982 |
China SXT Upcoming Company Events
As portrayed in its financial statements, the presentation of China SXT's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, China SXT's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of China SXT's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of China SXT. Please utilize our Beneish M Score to check the likelihood of China SXT's management manipulating its earnings.
| 30th of October 2023 Upcoming Quarterly Report | View | |
| 30th of June 2023 Next Fiscal Quarter End | View |
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Check out China SXT Backtesting, China SXT Valuation, China SXT Correlation, China SXT Hype Analysis, China SXT Volatility, China SXT History and analyze China SXT Performance. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
China SXT technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.