Sinochem International (China) Alpha and Beta Analysis
| 600500 Stock | 4.28 0.05 1.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sinochem International Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sinochem International over a specified time horizon. Remember, high Sinochem International'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 Sinochem International's market risk premium analysis include:
Beta (0.40) | Alpha 0.31 | Risk 2.65 | Sharpe Ratio 0.0853 | Expected Return 0.23 |
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.
Sinochem |
Sinochem International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sinochem International market risk premium is the additional return an investor will receive from holding Sinochem International 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 Sinochem International. 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 Sinochem International's performance over market.| α | 0.31 | β | -0.4 |
Sinochem International 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 Sinochem International's Buy-and-hold return. Our buy-and-hold chart shows how Sinochem International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sinochem International Market Price Analysis
Market price analysis indicators help investors to evaluate how Sinochem International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sinochem International shares will generate the highest return on investment. By understating and applying Sinochem International stock market price indicators, traders can identify Sinochem International position entry and exit signals to maximize returns.
Sinochem International Return and Market Media
The median price of Sinochem International for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 4.24 with a coefficient of variation of 8.24. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 4.12, and mean deviation of 0.3. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Even after rising 6.8 percent this past week, Sinochem International shareholders are still down 60 percent over the past three years - Simply Wall St | 09/25/2024 |
2 | Sinochem Holdings secures over 13 billion in procurement at 7th CIIE, enhancing global industrial collaboration - Yahoo Finance | 11/05/2024 |
3 | Ning Gaoning on How Sinochem bought Syngenta - substack.com | 11/14/2024 |
About Sinochem International 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 Sinochem or other stocks. Alpha measures the amount that position in Sinochem International 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 Sinochem International 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, Sinochem International's short interest history, or implied volatility extrapolated from Sinochem International options trading.
Build Portfolio with Sinochem International
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Other Information on Investing in Sinochem Stock
Sinochem International financial ratios help investors to determine whether Sinochem 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 Sinochem with respect to the benefits of owning Sinochem International security.