Grape King (Taiwan) Alpha and Beta Analysis
| 1707 Stock | TWD 155.00 1.00 0.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grape King Bio. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grape King over a specified time horizon. Remember, high Grape King'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 Grape King's market risk premium analysis include:
Beta 0.0545 | Alpha 0.14 | Risk 0.99 | Sharpe Ratio 0.14 | Expected Return 0.14 |
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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Grape King Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grape King market risk premium is the additional return an investor will receive from holding Grape King 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 Grape King. 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 Grape King's performance over market.| α | 0.14 | β | 0.05 |
Grape King 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 Grape King's Buy-and-hold return. Our buy-and-hold chart shows how Grape King performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Grape King Market Price Analysis
Market price analysis indicators help investors to evaluate how Grape King stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Grape King shares will generate the highest return on investment. By understating and applying Grape King stock market price indicators, traders can identify Grape King position entry and exit signals to maximize returns.
Grape King Return and Market Media
The median price of Grape King for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 146.0 with a coefficient of variation of 3.12. The daily time series for the period is distributed with a sample standard deviation of 4.59, arithmetic mean of 147.37, and mean deviation of 4.31. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Grape King 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 Grape or other stocks. Alpha measures the amount that position in Grape King Bio 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 Grape King 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, Grape King's short interest history, or implied volatility extrapolated from Grape King options trading.
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Additional Tools for Grape Stock Analysis
When running Grape King's price analysis, check to measure Grape King'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 Grape King is operating at the current time. Most of Grape King's value examination focuses on studying past and present price action to predict the probability of Grape King's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grape King's price. Additionally, you may evaluate how the addition of Grape King to your portfolios can decrease your overall portfolio volatility.