Tjk Machinery (China) Alpha and Beta Analysis
| 300823 Stock | 13.81 0.27 1.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tjk Machinery Tianjin. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tjk Machinery over a specified time horizon. Remember, high Tjk Machinery'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 Tjk Machinery's market risk premium analysis include:
Beta 0.38 | Alpha 0.0938 | Risk 3.13 | Sharpe Ratio (0.0006) | Expected Return (0) |
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.
Tjk |
Tjk Machinery Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tjk Machinery market risk premium is the additional return an investor will receive from holding Tjk Machinery 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 Tjk Machinery. 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 Tjk Machinery's performance over market.| α | 0.09 | β | 0.38 |
Tjk Machinery Fundamentals Vs Peers
Comparing Tjk Machinery's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Tjk Machinery's direct or indirect competition across all of the common fundamentals between Tjk Machinery and the related equities. This way, we can detect undervalued stocks with similar characteristics as Tjk Machinery or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Tjk Machinery's fundamental indicators could also be used in its relative valuation, which is a method of valuing Tjk Machinery by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Tjk Machinery to competition |
| Fundamentals | Tjk Machinery | Peer Average |
| Return On Equity | 0.0551 | -0.31 |
| Return On Asset | 0.0251 | -0.14 |
| Profit Margin | 0.11 % | (1.27) % |
| Operating Margin | 0.17 % | (5.51) % |
| Current Valuation | 1.58 B | 16.62 B |
| Shares Outstanding | 130.98 M | 571.82 M |
| Shares Owned By Insiders | 61.11 % | 10.09 % |
Tjk Machinery Opportunities
Tjk Machinery Return and Market Media
The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | TJK Intelligent Equipment Manufacturing Co., Ltd.s Stocks Been Going Strong Could Weak Financials Mean The Market Will Correct Its Share Price - Simply Wall St | 01/17/2025 |
About Tjk Machinery 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 Tjk or other stocks. Alpha measures the amount that position in Tjk Machinery Tianjin 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 Tjk Machinery 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, Tjk Machinery's short interest history, or implied volatility extrapolated from Tjk Machinery options trading.
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Other Information on Investing in Tjk Stock
Tjk Machinery financial ratios help investors to determine whether Tjk Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Tjk with respect to the benefits of owning Tjk Machinery security.