Anpec Electronics (Taiwan) Alpha and Beta Analysis
| 6138 Stock | TWD 168.50 3.50 2.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Anpec Electronics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Anpec Electronics over a specified time horizon. Remember, high Anpec Electronics' 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 Anpec Electronics' market risk premium analysis include:
Beta (0.01) | Alpha 0.0192 | Risk 2.62 | Sharpe Ratio (0.03) | Expected Return (0.08) |
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.
Anpec |
Anpec Electronics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Anpec Electronics market risk premium is the additional return an investor will receive from holding Anpec Electronics 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 Anpec Electronics. 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 Anpec Electronics' performance over market.| α | 0.02 | β | -0.01 |
Anpec Electronics 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 Anpec Electronics' Buy-and-hold return. Our buy-and-hold chart shows how Anpec Electronics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Anpec Electronics Market Price Analysis
Market price analysis indicators help investors to evaluate how Anpec Electronics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Anpec Electronics shares will generate the highest return on investment. By understating and applying Anpec Electronics stock market price indicators, traders can identify Anpec Electronics position entry and exit signals to maximize returns.
Anpec Electronics Return and Market Media
The median price of Anpec Electronics for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 184.0 with a coefficient of variation of 8.21. The daily time series for the period is distributed with a sample standard deviation of 15.55, arithmetic mean of 189.44, and mean deviation of 14.13. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Anpec Electronics 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 Anpec or other stocks. Alpha measures the amount that position in Anpec Electronics 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 Anpec Electronics 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, Anpec Electronics' short interest history, or implied volatility extrapolated from Anpec Electronics options trading.
Build Portfolio with Anpec Electronics
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
Align your risk with return expectations
Additional Tools for Anpec Stock Analysis
When running Anpec Electronics' price analysis, check to measure Anpec Electronics' 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 Anpec Electronics is operating at the current time. Most of Anpec Electronics' value examination focuses on studying past and present price action to predict the probability of Anpec Electronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Anpec Electronics' price. Additionally, you may evaluate how the addition of Anpec Electronics to your portfolios can decrease your overall portfolio volatility.