Yatsen Holding Stock Alpha and Beta Analysis
| YSG Stock | USD 4.51 0.05 1.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Yatsen Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Yatsen Holding over a specified time horizon. Remember, high Yatsen Holding'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 Yatsen Holding's market risk premium analysis include:
Beta (0.02) | Alpha 0.34 | Risk 3.31 | Sharpe Ratio 0.2 | Expected Return 0.67 |
Yatsen Holding 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.
Yatsen |
Yatsen Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Yatsen Holding market risk premium is the additional return an investor will receive from holding Yatsen Holding 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 Yatsen Holding. 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 Yatsen Holding's performance over market.| α | 0.34 | β | -0.02 |
Yatsen Holding 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 Yatsen Holding's Buy-and-hold return. Our buy-and-hold chart shows how Yatsen Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Yatsen Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Yatsen Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Yatsen Holding shares will generate the highest return on investment. By understating and applying Yatsen Holding stock market price indicators, traders can identify Yatsen Holding position entry and exit signals to maximize returns.
Yatsen Holding Return and Market Media
The median price of Yatsen Holding for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 3.49 with a coefficient of variation of 8.39. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 3.53, and mean deviation of 0.25. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Yatsen Watch Market Growth And Business Strategies - Seeking Alpha | 09/17/2024 |
2 | Mao Gepings Hong Kong IPO Gets Lift From Regulatory Nod | 11/18/2024 |
About Yatsen Holding 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 Yatsen or other stocks. Alpha measures the amount that position in Yatsen Holding 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 22.24 | 20.33 | 21.55 | 29.98 | PTB Ratio | 1.52 | 2.22 | 0.71 | 0.67 |
Yatsen Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of Yatsen Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Yatsen Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Yatsen Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Yatsen Holding. Please utilize our Beneish M Score to check the likelihood of Yatsen Holding's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 21st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Yatsen Holding
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Check out Yatsen Holding Backtesting, Yatsen Holding Valuation, Yatsen Holding Correlation, Yatsen Holding Hype Analysis, Yatsen Holding Volatility, Yatsen Holding History and analyze Yatsen Holding Performance. For more detail on how to invest in Yatsen Stock please use our How to Invest in Yatsen Holding guide.You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Yatsen Holding 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.