Hsing Ta (Taiwan) Alpha and Beta Analysis
| 1109 Stock | TWD 18.35 0.10 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hsing Ta Cement. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hsing Ta over a specified time horizon. Remember, high Hsing Ta'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 Hsing Ta's market risk premium analysis include:
Beta 0.11 | Alpha (0.02) | Risk 0.61 | Sharpe Ratio 0.003 | Expected Return 0.0018 |
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.
Hsing |
Hsing Ta Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hsing Ta market risk premium is the additional return an investor will receive from holding Hsing Ta 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 Hsing Ta. 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 Hsing Ta's performance over market.| α | -0.02 | β | 0.11 |
Hsing Ta 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 Hsing Ta's Buy-and-hold return. Our buy-and-hold chart shows how Hsing Ta performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hsing Ta Market Price Analysis
Market price analysis indicators help investors to evaluate how Hsing Ta stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hsing Ta shares will generate the highest return on investment. By understating and applying Hsing Ta stock market price indicators, traders can identify Hsing Ta position entry and exit signals to maximize returns.
Hsing Ta Return and Market Media
The median price of Hsing Ta for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 18.45 with a coefficient of variation of 1.05. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 18.44, and mean deviation of 0.14. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Hsing Ta 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 Hsing or other stocks. Alpha measures the amount that position in Hsing Ta Cement 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 Hsing Ta 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, Hsing Ta's short interest history, or implied volatility extrapolated from Hsing Ta options trading.
Build Portfolio with Hsing Ta
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for Hsing Stock Analysis
When running Hsing Ta's price analysis, check to measure Hsing Ta'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 Hsing Ta is operating at the current time. Most of Hsing Ta's value examination focuses on studying past and present price action to predict the probability of Hsing Ta's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hsing Ta's price. Additionally, you may evaluate how the addition of Hsing Ta to your portfolios can decrease your overall portfolio volatility.