Lien Hwa (Taiwan) Alpha and Beta Analysis
| 1229 Stock | TWD 58.40 0.80 1.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lien Hwa Industrial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lien Hwa over a specified time horizon. Remember, high Lien Hwa'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 Lien Hwa's market risk premium analysis include:
Beta 0.13 | Alpha (0.11) | Risk 0.78 | Sharpe Ratio (0.13) | Expected Return (0.11) |
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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Lien Hwa Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lien Hwa market risk premium is the additional return an investor will receive from holding Lien Hwa 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 Lien Hwa. 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 Lien Hwa's performance over market.| α | -0.11 | β | 0.13 |
Lien Hwa 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 Lien Hwa's Buy-and-hold return. Our buy-and-hold chart shows how Lien Hwa performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lien Hwa Market Price Analysis
Market price analysis indicators help investors to evaluate how Lien Hwa stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lien Hwa shares will generate the highest return on investment. By understating and applying Lien Hwa stock market price indicators, traders can identify Lien Hwa position entry and exit signals to maximize returns.
Lien Hwa Return and Market Media
The median price of Lien Hwa for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 60.7 with a coefficient of variation of 2.14. The daily time series for the period is distributed with a sample standard deviation of 1.29, arithmetic mean of 60.58, and mean deviation of 0.98. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Lien Hwa 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 Lien or other stocks. Alpha measures the amount that position in Lien Hwa Industrial 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 Lien Hwa 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, Lien Hwa's short interest history, or implied volatility extrapolated from Lien Hwa options trading.
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Additional Tools for Lien Stock Analysis
When running Lien Hwa's price analysis, check to measure Lien Hwa'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 Lien Hwa is operating at the current time. Most of Lien Hwa's value examination focuses on studying past and present price action to predict the probability of Lien Hwa's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lien Hwa's price. Additionally, you may evaluate how the addition of Lien Hwa to your portfolios can decrease your overall portfolio volatility.