Champion Building (Taiwan) Alpha and Beta Analysis
| 1806 Stock | TWD 10.30 0.05 0.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Champion Building Materials. It also helps investors analyze the systematic and unsystematic risks associated with investing in Champion Building over a specified time horizon. Remember, high Champion Building'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 Champion Building's market risk premium analysis include:
Beta 0.19 | Alpha (0.24) | Risk 2.55 | Sharpe Ratio (0.07) | Expected Return (0.17) |
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.
Champion |
Champion Building Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Champion Building market risk premium is the additional return an investor will receive from holding Champion Building 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 Champion Building. 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 Champion Building's performance over market.| α | -0.24 | β | 0.19 |
Champion Building 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 Champion Building's Buy-and-hold return. Our buy-and-hold chart shows how Champion Building performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Champion Building Market Price Analysis
Market price analysis indicators help investors to evaluate how Champion Building stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Champion Building shares will generate the highest return on investment. By understating and applying Champion Building stock market price indicators, traders can identify Champion Building position entry and exit signals to maximize returns.
Champion Building Return and Market Media
The median price of Champion Building for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 11.55 with a coefficient of variation of 7.77. The daily time series for the period is distributed with a sample standard deviation of 0.87, arithmetic mean of 11.23, and mean deviation of 0.81. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Champion Building 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 Champion or other stocks. Alpha measures the amount that position in Champion Building 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 Champion Building 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, Champion Building's short interest history, or implied volatility extrapolated from Champion Building options trading.
Build Portfolio with Champion Building
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
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Additional Tools for Champion Stock Analysis
When running Champion Building's price analysis, check to measure Champion Building'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 Champion Building is operating at the current time. Most of Champion Building's value examination focuses on studying past and present price action to predict the probability of Champion Building's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Champion Building's price. Additionally, you may evaluate how the addition of Champion Building to your portfolios can decrease your overall portfolio volatility.