Feng Hsin (Taiwan) Alpha and Beta Analysis
| 2015 Stock | TWD 74.90 0.30 0.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Feng Hsin Steel. It also helps investors analyze the systematic and unsystematic risks associated with investing in Feng Hsin over a specified time horizon. Remember, high Feng Hsin'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 Feng Hsin's market risk premium analysis include:
Beta (0.07) | Alpha (0.14) | Risk 1.53 | Sharpe Ratio (0.1) | Expected Return (0.15) |
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.
Feng |
Feng Hsin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Feng Hsin market risk premium is the additional return an investor will receive from holding Feng Hsin 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 Feng Hsin. 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 Feng Hsin's performance over market.| α | -0.14 | β | -0.07 |
Feng Hsin 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 Feng Hsin's Buy-and-hold return. Our buy-and-hold chart shows how Feng Hsin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Feng Hsin Market Price Analysis
Market price analysis indicators help investors to evaluate how Feng Hsin stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Feng Hsin shares will generate the highest return on investment. By understating and applying Feng Hsin stock market price indicators, traders can identify Feng Hsin position entry and exit signals to maximize returns.
Feng Hsin Return and Market Media
The median price of Feng Hsin for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 83.0 with a coefficient of variation of 3.51. The daily time series for the period is distributed with a sample standard deviation of 2.88, arithmetic mean of 82.08, and mean deviation of 2.28. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Feng Hsin 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 Feng or other stocks. Alpha measures the amount that position in Feng Hsin Steel 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 Feng Hsin 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, Feng Hsin's short interest history, or implied volatility extrapolated from Feng Hsin options trading.
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Additional Tools for Feng Stock Analysis
When running Feng Hsin's price analysis, check to measure Feng Hsin'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 Feng Hsin is operating at the current time. Most of Feng Hsin's value examination focuses on studying past and present price action to predict the probability of Feng Hsin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Feng Hsin's price. Additionally, you may evaluate how the addition of Feng Hsin to your portfolios can decrease your overall portfolio volatility.