Xinyuan Real Estate Stock Alpha and Beta Analysis
| XIN Stock | USD 3.51 0.04 1.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Xinyuan Real Estate. It also helps investors analyze the systematic and unsystematic risks associated with investing in Xinyuan Real over a specified time horizon. Remember, high Xinyuan Real'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 Xinyuan Real's market risk premium analysis include:
Beta (0.81) | Alpha 0.72 | Risk 8.78 | Sharpe Ratio 0.0814 | Expected Return 0.71 |
Xinyuan Real Quarterly Cash And Equivalents |
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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.
Xinyuan |
Xinyuan Real Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Xinyuan Real market risk premium is the additional return an investor will receive from holding Xinyuan Real 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 Xinyuan Real. 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 Xinyuan Real's performance over market.| α | 0.72 | β | -0.81 |
Xinyuan Real 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 Xinyuan Real's Buy-and-hold return. Our buy-and-hold chart shows how Xinyuan Real performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Xinyuan Real Market Price Analysis
Market price analysis indicators help investors to evaluate how Xinyuan Real stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Xinyuan Real shares will generate the highest return on investment. By understating and applying Xinyuan Real stock market price indicators, traders can identify Xinyuan Real position entry and exit signals to maximize returns.
Xinyuan Real Return and Market Media
The median price of Xinyuan Real for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 3.74 with a coefficient of variation of 20.61. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 3.56, and mean deviation of 0.58. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Xinyuan Property Secures Long-Term Cinema Lease Deal - TipRanks | 08/30/2024 |
2 | XIN Stock Surges Over 6 percent Amid Real Estate Sector Gains | 10/11/2024 |
3 | Mixin Hits 24 Hour Volume of 31,368.61 | 10/14/2024 |
4 | Xinyuan Real Estate Stock Drops Amid Market Volatility | 10/24/2024 |
5 | Xinyuan Real Estate names new CFO, Yong Zhang remains CEO | 11/15/2024 |
About Xinyuan Real 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 Xinyuan or other stocks. Alpha measures the amount that position in Xinyuan Real Estate 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.22 | 0.19 | 0.2 | Price To Sales Ratio | 0.0228 | 0.018 | 0.0171 |
Xinyuan Real Upcoming Company Events
As portrayed in its financial statements, the presentation of Xinyuan Real's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Xinyuan Real's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Xinyuan Real's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Xinyuan Real. Please utilize our Beneish M Score to check the likelihood of Xinyuan Real's management manipulating its earnings.
| 4th of June 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Xinyuan Real Backtesting, Xinyuan Real Valuation, Xinyuan Real Correlation, Xinyuan Real Hype Analysis, Xinyuan Real Volatility, Xinyuan Real History and analyze Xinyuan Real Performance. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Xinyuan Real technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.