Fu Burg (Taiwan) Alpha and Beta Analysis
| 8929 Stock | TWD 33.95 3.05 9.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fu Burg Industrial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fu Burg over a specified time horizon. Remember, high Fu Burg'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 Fu Burg's market risk premium analysis include:
Beta (0.64) | Alpha 0.87 | Risk 4.19 | Sharpe Ratio 0.19 | Expected Return 0.81 |
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.
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Fu Burg Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fu Burg market risk premium is the additional return an investor will receive from holding Fu Burg 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 Fu Burg. 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 Fu Burg's performance over market.| α | 0.87 | β | -0.64 |
Fu Burg 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 Fu Burg's Buy-and-hold return. Our buy-and-hold chart shows how Fu Burg performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fu Burg Market Price Analysis
Market price analysis indicators help investors to evaluate how Fu Burg stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fu Burg shares will generate the highest return on investment. By understating and applying Fu Burg stock market price indicators, traders can identify Fu Burg position entry and exit signals to maximize returns.
Fu Burg Return and Market Media
The median price of Fu Burg for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 24.1 with a coefficient of variation of 9.77. The daily time series for the period is distributed with a sample standard deviation of 2.41, arithmetic mean of 24.7, and mean deviation of 1.69. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Fu Burg 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 8929 or other stocks. Alpha measures the amount that position in Fu Burg Industrial 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 Fu Burg 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, Fu Burg's short interest history, or implied volatility extrapolated from Fu Burg options trading.
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Additional Tools for 8929 Stock Analysis
When running Fu Burg's price analysis, check to measure Fu Burg'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 Fu Burg is operating at the current time. Most of Fu Burg's value examination focuses on studying past and present price action to predict the probability of Fu Burg's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fu Burg's price. Additionally, you may evaluate how the addition of Fu Burg to your portfolios can decrease your overall portfolio volatility.