Ten Ren (Taiwan) Alpha and Beta Analysis
| 1233 Stock | TWD 31.80 0.10 0.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ten Ren Tea. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ten Ren over a specified time horizon. Remember, high Ten Ren'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 Ten Ren's market risk premium analysis include:
Beta (0.12) | Alpha (0.02) | Risk 0.94 | Sharpe Ratio (0.04) | Expected Return (0.04) |
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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Ten Ren Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ten Ren market risk premium is the additional return an investor will receive from holding Ten Ren 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 Ten Ren. 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 Ten Ren's performance over market.| α | -0.02 | β | -0.12 |
Ten Ren 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 Ten Ren's Buy-and-hold return. Our buy-and-hold chart shows how Ten Ren performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ten Ren Market Price Analysis
Market price analysis indicators help investors to evaluate how Ten Ren stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ten Ren shares will generate the highest return on investment. By understating and applying Ten Ren stock market price indicators, traders can identify Ten Ren position entry and exit signals to maximize returns.
Ten Ren Return and Market Media
The median price of Ten Ren for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 32.3 with a coefficient of variation of 1.52. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 32.42, and mean deviation of 0.43. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ten Ren 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 Ten or other stocks. Alpha measures the amount that position in Ten Ren Tea 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 Ten Ren 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, Ten Ren's short interest history, or implied volatility extrapolated from Ten Ren options trading.
Build Portfolio with Ten Ren
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Additional Tools for Ten Stock Analysis
When running Ten Ren's price analysis, check to measure Ten Ren'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 Ten Ren is operating at the current time. Most of Ten Ren's value examination focuses on studying past and present price action to predict the probability of Ten Ren's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ten Ren's price. Additionally, you may evaluate how the addition of Ten Ren to your portfolios can decrease your overall portfolio volatility.