Jiaozuo Wanfang (China) Alpha and Beta Analysis
| 000612 Stock | 6.57 0.32 4.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Jiaozuo Wanfang Aluminum. It also helps investors analyze the systematic and unsystematic risks associated with investing in Jiaozuo Wanfang over a specified time horizon. Remember, high Jiaozuo Wanfang'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 Jiaozuo Wanfang's market risk premium analysis include:
Beta (0.09) | Alpha 0.38 | Risk 3.63 | Sharpe Ratio 0.11 | Expected Return 0.41 |
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.
Jiaozuo |
Jiaozuo Wanfang Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Jiaozuo Wanfang market risk premium is the additional return an investor will receive from holding Jiaozuo Wanfang 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 Jiaozuo Wanfang. 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 Jiaozuo Wanfang's performance over market.| α | 0.38 | β | -0.09 |
Jiaozuo Wanfang 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 Jiaozuo Wanfang's Buy-and-hold return. Our buy-and-hold chart shows how Jiaozuo Wanfang performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Jiaozuo Wanfang Market Price Analysis
Market price analysis indicators help investors to evaluate how Jiaozuo Wanfang stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Jiaozuo Wanfang shares will generate the highest return on investment. By understating and applying Jiaozuo Wanfang stock market price indicators, traders can identify Jiaozuo Wanfang position entry and exit signals to maximize returns.
Jiaozuo Wanfang Return and Market Media
The median price of Jiaozuo Wanfang for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 6.5 with a coefficient of variation of 15.61. The daily time series for the period is distributed with a sample standard deviation of 0.99, arithmetic mean of 6.31, and mean deviation of 0.9. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | The three-year shareholder returns and company earnings persist lower as JiaoZuo WanFang Aluminum Manufacturing stock falls a further 6.1 percent in past week -... | 09/06/2024 |
2 | JiaoZuo WanFang Aluminum Manufacturing Co., Ltds last weeks 5.5 percent decline must have disappointed retail investors who have a significant stake - Simply Wa... | 11/20/2024 |
About Jiaozuo Wanfang 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 Jiaozuo or other stocks. Alpha measures the amount that position in Jiaozuo Wanfang Aluminum 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 Jiaozuo Wanfang 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, Jiaozuo Wanfang's short interest history, or implied volatility extrapolated from Jiaozuo Wanfang options trading.
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Other Information on Investing in Jiaozuo Stock
Jiaozuo Wanfang financial ratios help investors to determine whether Jiaozuo Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Jiaozuo with respect to the benefits of owning Jiaozuo Wanfang security.