Advanced Echem (Taiwan) Alpha and Beta Analysis
| 4749 Stock | 688.00 2.00 0.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Advanced Echem Materials. It also helps investors analyze the systematic and unsystematic risks associated with investing in Advanced Echem over a specified time horizon. Remember, high Advanced Echem'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 Advanced Echem's market risk premium analysis include:
Beta 0.14 | Alpha (0.08) | Risk 2.99 | Sharpe Ratio 0.0493 | Expected Return 0.15 |
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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Advanced Echem Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Advanced Echem market risk premium is the additional return an investor will receive from holding Advanced Echem 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 Advanced Echem. 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 Advanced Echem's performance over market.| α | -0.08 | β | 0.14 |
Advanced Echem 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 Advanced Echem's Buy-and-hold return. Our buy-and-hold chart shows how Advanced Echem performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Advanced Echem Market Price Analysis
Market price analysis indicators help investors to evaluate how Advanced Echem stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Advanced Echem shares will generate the highest return on investment. By understating and applying Advanced Echem stock market price indicators, traders can identify Advanced Echem position entry and exit signals to maximize returns.
Advanced Echem Return and Market Media
The median price of Advanced Echem for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 677.0 with a coefficient of variation of 5.14. The daily time series for the period is distributed with a sample standard deviation of 34.89, arithmetic mean of 678.2, and mean deviation of 27.43. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Advanced Echem 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 Advanced or other stocks. Alpha measures the amount that position in Advanced Echem Materials 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 Advanced Echem 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, Advanced Echem's short interest history, or implied volatility extrapolated from Advanced Echem options trading.
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Additional Tools for Advanced Stock Analysis
When running Advanced Echem's price analysis, check to measure Advanced Echem'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 Advanced Echem is operating at the current time. Most of Advanced Echem's value examination focuses on studying past and present price action to predict the probability of Advanced Echem's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advanced Echem's price. Additionally, you may evaluate how the addition of Advanced Echem to your portfolios can decrease your overall portfolio volatility.