Humanwell Healthcare (China) Alpha and Beta Analysis
| 600079 Stock | 22.14 0.35 1.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Humanwell Healthcare Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Humanwell Healthcare over a specified time horizon. Remember, high Humanwell Healthcare'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 Humanwell Healthcare's market risk premium analysis include:
Beta (0.79) | Alpha 0.32 | Risk 3.13 | Sharpe Ratio 0.0717 | Expected Return 0.22 |
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.
Humanwell |
Humanwell Healthcare Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Humanwell Healthcare market risk premium is the additional return an investor will receive from holding Humanwell Healthcare 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 Humanwell Healthcare. 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 Humanwell Healthcare's performance over market.| α | 0.32 | β | -0.79 |
Humanwell Healthcare 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 Humanwell Healthcare's Buy-and-hold return. Our buy-and-hold chart shows how Humanwell Healthcare performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Humanwell Healthcare Market Price Analysis
Market price analysis indicators help investors to evaluate how Humanwell Healthcare stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Humanwell Healthcare shares will generate the highest return on investment. By understating and applying Humanwell Healthcare stock market price indicators, traders can identify Humanwell Healthcare position entry and exit signals to maximize returns.
Humanwell Healthcare Return and Market Media
The median price of Humanwell Healthcare for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 21.1 with a coefficient of variation of 9.79. The daily time series for the period is distributed with a sample standard deviation of 2.0, arithmetic mean of 20.44, and mean deviation of 1.61. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Humanwell Healthcare Ltd delivers shareholders respectable 14 percent CAGR over 5 years, surging 4.5 percent in the last week alone - Simply Wall St | 11/20/2024 |
About Humanwell Healthcare 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 Humanwell or other stocks. Alpha measures the amount that position in Humanwell Healthcare 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 Humanwell Healthcare 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, Humanwell Healthcare's short interest history, or implied volatility extrapolated from Humanwell Healthcare options trading.
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Other Information on Investing in Humanwell Stock
Humanwell Healthcare financial ratios help investors to determine whether Humanwell 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 Humanwell with respect to the benefits of owning Humanwell Healthcare security.