Apex Biotechnology (Taiwan) Alpha and Beta Analysis
| 1733 Stock | TWD 28.50 0.15 0.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Apex Biotechnology Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Apex Biotechnology over a specified time horizon. Remember, high Apex Biotechnology'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 Apex Biotechnology's market risk premium analysis include:
Beta 0.23 | Alpha (0.10) | Risk 0.98 | Sharpe Ratio (0.06) | Expected Return (0.06) |
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.
Apex |
Apex Biotechnology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Apex Biotechnology market risk premium is the additional return an investor will receive from holding Apex Biotechnology 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 Apex Biotechnology. 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 Apex Biotechnology's performance over market.| α | -0.1 | β | 0.23 |
Apex Biotechnology 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 Apex Biotechnology's Buy-and-hold return. Our buy-and-hold chart shows how Apex Biotechnology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Apex Biotechnology Market Price Analysis
Market price analysis indicators help investors to evaluate how Apex Biotechnology stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Apex Biotechnology shares will generate the highest return on investment. By understating and applying Apex Biotechnology stock market price indicators, traders can identify Apex Biotechnology position entry and exit signals to maximize returns.
Apex Biotechnology Return and Market Media
The median price of Apex Biotechnology for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 29.25 with a coefficient of variation of 1.82. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 29.19, and mean deviation of 0.4. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Apex Biotechnology 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 Apex or other stocks. Alpha measures the amount that position in Apex Biotechnology Corp 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 Apex Biotechnology 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, Apex Biotechnology's short interest history, or implied volatility extrapolated from Apex Biotechnology options trading.
Build Portfolio with Apex Biotechnology
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
Align your risk with return expectations
Additional Tools for Apex Stock Analysis
When running Apex Biotechnology's price analysis, check to measure Apex Biotechnology'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 Apex Biotechnology is operating at the current time. Most of Apex Biotechnology's value examination focuses on studying past and present price action to predict the probability of Apex Biotechnology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Apex Biotechnology's price. Additionally, you may evaluate how the addition of Apex Biotechnology to your portfolios can decrease your overall portfolio volatility.