Chenming Mold (Taiwan) Alpha and Beta Analysis
| 3013 Stock | TWD 154.00 6.00 4.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Chenming Mold Industrial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Chenming Mold over a specified time horizon. Remember, high Chenming Mold'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 Chenming Mold's market risk premium analysis include:
Beta 0.6 | Alpha 0.32 | Risk 3.8 | Sharpe Ratio 0.12 | Expected Return 0.47 |
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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Chenming Mold Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Chenming Mold market risk premium is the additional return an investor will receive from holding Chenming Mold 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 Chenming Mold. 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 Chenming Mold's performance over market.| α | 0.32 | β | 0.60 |
Chenming Mold 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 Chenming Mold's Buy-and-hold return. Our buy-and-hold chart shows how Chenming Mold performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Chenming Mold Market Price Analysis
Market price analysis indicators help investors to evaluate how Chenming Mold stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Chenming Mold shares will generate the highest return on investment. By understating and applying Chenming Mold stock market price indicators, traders can identify Chenming Mold position entry and exit signals to maximize returns.
Chenming Mold Return and Market Media
The median price of Chenming Mold for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 137.0 with a coefficient of variation of 15.05. The daily time series for the period is distributed with a sample standard deviation of 20.66, arithmetic mean of 137.27, and mean deviation of 18.52. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Chenming Mold 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 Chenming or other stocks. Alpha measures the amount that position in Chenming Mold 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 Chenming Mold 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, Chenming Mold's short interest history, or implied volatility extrapolated from Chenming Mold options trading.
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Additional Tools for Chenming Stock Analysis
When running Chenming Mold's price analysis, check to measure Chenming Mold'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 Chenming Mold is operating at the current time. Most of Chenming Mold's value examination focuses on studying past and present price action to predict the probability of Chenming Mold's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Chenming Mold's price. Additionally, you may evaluate how the addition of Chenming Mold to your portfolios can decrease your overall portfolio volatility.