China Natural Resources Stock Alpha and Beta Analysis
| CHNR Stock | USD 0.65 0.01 1.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as China Natural Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in China Natural over a specified time horizon. Remember, high China Natural'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 China Natural's market risk premium analysis include:
Beta (1.32) | Alpha 0.53 | Risk 9.1 | Sharpe Ratio 0.0541 | Expected Return 0.49 |
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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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China Natural Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. China Natural market risk premium is the additional return an investor will receive from holding China Natural 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 China Natural. 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 China Natural's performance over market.| α | 0.53 | β | -1.32 |
China Natural 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 China Natural's Buy-and-hold return. Our buy-and-hold chart shows how China Natural performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.China Natural Market Price Analysis
Market price analysis indicators help investors to evaluate how China Natural stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading China Natural shares will generate the highest return on investment. By understating and applying China Natural stock market price indicators, traders can identify China Natural position entry and exit signals to maximize returns.
China Natural Return and Market Media
The median price of China Natural for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 0.66 with a coefficient of variation of 12.47. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 0.68, and mean deviation of 0.06. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | China Natural Resources Earns Sell Rating from Analysts at StockNews.com | 09/18/2024 |
2 | Insider Trading | 10/11/2024 |
3 | Disposition of 23920 shares by Anka Capital Ltd of China Natural at 8.369 subject to Rule 16b-3 | 10/16/2024 |
4 | CHNR Stock Surges Amidst Industry Activity | 11/20/2024 |
About China Natural 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 China or other stocks. Alpha measures the amount that position in China Natural Resources 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0618 | 0.0338 | Price To Sales Ratio | 0.95 | 0.9 |
China Natural Upcoming Company Events
As portrayed in its financial statements, the presentation of China Natural's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, China Natural's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of China Natural's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of China Natural. Please utilize our Beneish M Score to check the likelihood of China Natural's management manipulating its earnings.
| 20th of May 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for China Stock Analysis
When running China Natural's price analysis, check to measure China Natural'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 China Natural is operating at the current time. Most of China Natural's value examination focuses on studying past and present price action to predict the probability of China Natural's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move China Natural's price. Additionally, you may evaluate how the addition of China Natural to your portfolios can decrease your overall portfolio volatility.