Shenzhen Bioeasy (China) Alpha and Beta Analysis

300942 Stock   8.48  0.50  5.57%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Shenzhen Bioeasy Biotechnology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Shenzhen Bioeasy over a specified time horizon. Remember, high Shenzhen Bioeasy'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 Shenzhen Bioeasy's market risk premium analysis include:
Beta
(0.29)
Alpha
0.5
Risk
4.05
Sharpe Ratio
0.14
Expected Return
0.57
Please note that although Shenzhen Bioeasy alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Shenzhen Bioeasy did 0.50  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Shenzhen Bioeasy Biotechnology stock's relative risk over its benchmark. Shenzhen Bioeasy Bio has a beta of 0.29  . As returns on the market increase, returns on owning Shenzhen Bioeasy are expected to decrease at a much lower rate. During the bear market, Shenzhen Bioeasy is likely to outperform the market. .
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.
  
Check out Shenzhen Bioeasy Backtesting, Shenzhen Bioeasy Valuation, Shenzhen Bioeasy Correlation, Shenzhen Bioeasy Hype Analysis, Shenzhen Bioeasy Volatility, Shenzhen Bioeasy History and analyze Shenzhen Bioeasy Performance.

Shenzhen Bioeasy Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Shenzhen Bioeasy market risk premium is the additional return an investor will receive from holding Shenzhen Bioeasy 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 Shenzhen Bioeasy. 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 Shenzhen Bioeasy's performance over market.
α0.50   β-0.29

Shenzhen Bioeasy 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 Shenzhen Bioeasy's Buy-and-hold return. Our buy-and-hold chart shows how Shenzhen Bioeasy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Shenzhen Bioeasy Market Price Analysis

Market price analysis indicators help investors to evaluate how Shenzhen Bioeasy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Shenzhen Bioeasy shares will generate the highest return on investment. By understating and applying Shenzhen Bioeasy stock market price indicators, traders can identify Shenzhen Bioeasy position entry and exit signals to maximize returns.

Shenzhen Bioeasy Return and Market Media

The median price of Shenzhen Bioeasy for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 7.95 with a coefficient of variation of 13.38. The daily time series for the period is distributed with a sample standard deviation of 1.02, arithmetic mean of 7.65, and mean deviation of 0.95. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Shenzhen Bioeasy Biotechnology Co., Ltd.s 28 percent Price Boost Is Out Of Tune With Revenues - Simply Wall St
09/30/2024

About Shenzhen Bioeasy 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 Shenzhen or other stocks. Alpha measures the amount that position in Shenzhen Bioeasy 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 Shenzhen Bioeasy 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, Shenzhen Bioeasy's short interest history, or implied volatility extrapolated from Shenzhen Bioeasy options trading.

Build Portfolio with Shenzhen Bioeasy

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Shenzhen Stock

Shenzhen Bioeasy financial ratios help investors to determine whether Shenzhen 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 Shenzhen with respect to the benefits of owning Shenzhen Bioeasy security.