Kweichow Moutai (China) Alpha and Beta Analysis
| 600519 Stock | 1,508 36.99 2.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kweichow Moutai Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kweichow Moutai over a specified time horizon. Remember, high Kweichow Moutai'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 Kweichow Moutai's market risk premium analysis include:
Beta (0.47) | Alpha 0.18 | Risk 2.85 | Sharpe Ratio 0.0569 | Expected Return 0.16 |
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.
Kweichow |
Kweichow Moutai Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kweichow Moutai market risk premium is the additional return an investor will receive from holding Kweichow Moutai 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 Kweichow Moutai. 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 Kweichow Moutai's performance over market.| α | 0.18 | β | -0.47 |
Kweichow Moutai 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 Kweichow Moutai's Buy-and-hold return. Our buy-and-hold chart shows how Kweichow Moutai performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kweichow Moutai Market Price Analysis
Market price analysis indicators help investors to evaluate how Kweichow Moutai stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kweichow Moutai shares will generate the highest return on investment. By understating and applying Kweichow Moutai stock market price indicators, traders can identify Kweichow Moutai position entry and exit signals to maximize returns.
Kweichow Moutai Return and Market Media
The median price of Kweichow Moutai for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 1528.8 with a coefficient of variation of 7.38. The daily time series for the period is distributed with a sample standard deviation of 109.83, arithmetic mean of 1487.77, and mean deviation of 94.45. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Kweichow Moutai 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 Kweichow or other stocks. Alpha measures the amount that position in Kweichow Moutai 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 Kweichow Moutai 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, Kweichow Moutai's short interest history, or implied volatility extrapolated from Kweichow Moutai options trading.
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Other Information on Investing in Kweichow Stock
Kweichow Moutai financial ratios help investors to determine whether Kweichow 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 Kweichow with respect to the benefits of owning Kweichow Moutai security.