Guangdong Skychem (China) Alpha and Beta Analysis
| 688603 Stock | 118.49 6.06 4.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Guangdong Skychem Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Guangdong Skychem over a specified time horizon. Remember, high Guangdong Skychem'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 Guangdong Skychem's market risk premium analysis include:
Beta 0.82 | Alpha 1.16 | Risk 4.81 | Sharpe Ratio 0.19 | Expected Return 0.92 |
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.
Guangdong |
Guangdong Skychem Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Guangdong Skychem market risk premium is the additional return an investor will receive from holding Guangdong Skychem 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 Guangdong Skychem. 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 Guangdong Skychem's performance over market.| α | 1.16 | β | 0.82 |
Guangdong Skychem 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 Guangdong Skychem's Buy-and-hold return. Our buy-and-hold chart shows how Guangdong Skychem performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Guangdong Skychem Market Price Analysis
Market price analysis indicators help investors to evaluate how Guangdong Skychem stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Guangdong Skychem shares will generate the highest return on investment. By understating and applying Guangdong Skychem stock market price indicators, traders can identify Guangdong Skychem position entry and exit signals to maximize returns.
Guangdong Skychem Return and Market Media
The median price of Guangdong Skychem for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 118.49 with a coefficient of variation of 23.02. The daily time series for the period is distributed with a sample standard deviation of 24.33, arithmetic mean of 105.67, and mean deviation of 21.6. The Stock received substential amount of media coverage during this period. Price Growth (%) |
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About Guangdong Skychem 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 Guangdong or other stocks. Alpha measures the amount that position in Guangdong Skychem 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 Guangdong Skychem 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, Guangdong Skychem's short interest history, or implied volatility extrapolated from Guangdong Skychem options trading.
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Other Information on Investing in Guangdong Stock
Guangdong Skychem financial ratios help investors to determine whether Guangdong 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 Guangdong with respect to the benefits of owning Guangdong Skychem security.