Nien Made (Taiwan) Alpha and Beta Analysis
| 8464 Stock | TWD 404.50 0.50 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nien Made Enterprise. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nien Made over a specified time horizon. Remember, high Nien Made'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 Nien Made's market risk premium analysis include:
Beta (0.46) | Alpha (0.15) | Risk 2.38 | Sharpe Ratio (0.10) | Expected Return (0.24) |
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.
Nien |
Nien Made Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nien Made market risk premium is the additional return an investor will receive from holding Nien Made 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 Nien Made. 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 Nien Made's performance over market.| α | -0.15 | β | -0.46 |
Nien Made 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 Nien Made's Buy-and-hold return. Our buy-and-hold chart shows how Nien Made performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nien Made Market Price Analysis
Market price analysis indicators help investors to evaluate how Nien Made stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nien Made shares will generate the highest return on investment. By understating and applying Nien Made stock market price indicators, traders can identify Nien Made position entry and exit signals to maximize returns.
Nien Made Return and Market Media
The median price of Nien Made for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 480.0 with a coefficient of variation of 7.38. The daily time series for the period is distributed with a sample standard deviation of 34.94, arithmetic mean of 473.3, and mean deviation of 28.66. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Nien Made 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 Nien or other stocks. Alpha measures the amount that position in Nien Made Enterprise 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 Nien Made 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, Nien Made's short interest history, or implied volatility extrapolated from Nien Made options trading.
Build Portfolio with Nien Made
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 Nien Stock Analysis
When running Nien Made's price analysis, check to measure Nien Made'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 Nien Made is operating at the current time. Most of Nien Made's value examination focuses on studying past and present price action to predict the probability of Nien Made's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nien Made's price. Additionally, you may evaluate how the addition of Nien Made to your portfolios can decrease your overall portfolio volatility.