Sunfun Info (Taiwan) Alpha and Beta Analysis
| 5278 Stock | TWD 322.00 3.00 0.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sunfun Info Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sunfun Info over a specified time horizon. Remember, high Sunfun Info'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 Sunfun Info's market risk premium analysis include:
Beta 0.29 | Alpha 0.33 | Risk 2.12 | Sharpe Ratio 0.25 | Expected Return 0.53 |
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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Sunfun Info Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sunfun Info market risk premium is the additional return an investor will receive from holding Sunfun Info 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 Sunfun Info. 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 Sunfun Info's performance over market.| α | 0.33 | β | 0.29 |
Sunfun Info 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 Sunfun Info's Buy-and-hold return. Our buy-and-hold chart shows how Sunfun Info performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sunfun Info Market Price Analysis
Market price analysis indicators help investors to evaluate how Sunfun Info stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sunfun Info shares will generate the highest return on investment. By understating and applying Sunfun Info stock market price indicators, traders can identify Sunfun Info position entry and exit signals to maximize returns.
Sunfun Info Return and Market Media
The median price of Sunfun Info for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 255.0 with a coefficient of variation of 11.6. The daily time series for the period is distributed with a sample standard deviation of 30.91, arithmetic mean of 266.41, and mean deviation of 28.88. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Sunfun Info 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 Sunfun or other stocks. Alpha measures the amount that position in Sunfun Info 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 Sunfun Info 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, Sunfun Info's short interest history, or implied volatility extrapolated from Sunfun Info options trading.
Build Portfolio with Sunfun Info
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
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Additional Tools for Sunfun Stock Analysis
When running Sunfun Info's price analysis, check to measure Sunfun Info'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 Sunfun Info is operating at the current time. Most of Sunfun Info's value examination focuses on studying past and present price action to predict the probability of Sunfun Info's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sunfun Info's price. Additionally, you may evaluate how the addition of Sunfun Info to your portfolios can decrease your overall portfolio volatility.