Xingyuan Environment (China) Alpha and Beta Analysis
| 300266 Stock | 3.07 0.13 4.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Xingyuan Environment Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Xingyuan Environment over a specified time horizon. Remember, high Xingyuan Environment'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 Xingyuan Environment's market risk premium analysis include:
Beta 1.92 | Alpha 1.16 | Risk 7.01 | Sharpe Ratio 0.24 | Expected Return 1.66 |
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.
Xingyuan |
Xingyuan Environment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Xingyuan Environment market risk premium is the additional return an investor will receive from holding Xingyuan Environment 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 Xingyuan Environment. 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 Xingyuan Environment's performance over market.| α | 1.16 | β | 1.92 |
Xingyuan Environment 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 Xingyuan Environment's Buy-and-hold return. Our buy-and-hold chart shows how Xingyuan Environment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Xingyuan Environment Market Price Analysis
Market price analysis indicators help investors to evaluate how Xingyuan Environment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Xingyuan Environment shares will generate the highest return on investment. By understating and applying Xingyuan Environment stock market price indicators, traders can identify Xingyuan Environment position entry and exit signals to maximize returns.
Xingyuan Environment Return and Market Media
The median price of Xingyuan Environment for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 2.11 with a coefficient of variation of 38.11. The daily time series for the period is distributed with a sample standard deviation of 0.83, arithmetic mean of 2.17, and mean deviation of 0.69. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Xingyuan Environment Technology Co., Ltd. Stock Rockets 26 percent As Investors Are Less Pessimistic Than Expected - Simply Wall St | 09/27/2024 |
About Xingyuan Environment 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 Xingyuan or other stocks. Alpha measures the amount that position in Xingyuan Environment 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 Xingyuan Environment 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, Xingyuan Environment's short interest history, or implied volatility extrapolated from Xingyuan Environment options trading.
Build Portfolio with Xingyuan Environment
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Other Information on Investing in Xingyuan Stock
Xingyuan Environment financial ratios help investors to determine whether Xingyuan 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 Xingyuan with respect to the benefits of owning Xingyuan Environment security.