Dawushan Farm (Taiwan) Alpha and Beta Analysis
| 6952 Stock | 47.90 0.50 1.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dawushan Farm Tech. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dawushan Farm over a specified time horizon. Remember, high Dawushan Farm'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 Dawushan Farm's market risk premium analysis include:
Beta 0.36 | Alpha (0.15) | Risk 1.45 | Sharpe Ratio (0.06) | Expected Return (0.09) |
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.
Dawushan |
Dawushan Farm Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dawushan Farm market risk premium is the additional return an investor will receive from holding Dawushan Farm 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 Dawushan Farm. 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 Dawushan Farm's performance over market.| α | -0.15 | β | 0.36 |
Dawushan Farm Return and Market Media
The median price of Dawushan Farm for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 49.3 with a coefficient of variation of 4.86. The daily time series for the period is distributed with a sample standard deviation of 2.34, arithmetic mean of 48.04, and mean deviation of 1.95. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
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 Dawushan Farm 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, Dawushan Farm's short interest history, or implied volatility extrapolated from Dawushan Farm options trading.
Build Portfolio with Dawushan Farm
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 Dawushan Stock Analysis
When running Dawushan Farm's price analysis, check to measure Dawushan Farm's 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 Dawushan Farm is operating at the current time. Most of Dawushan Farm's value examination focuses on studying past and present price action to predict the probability of Dawushan Farm's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dawushan Farm's price. Additionally, you may evaluate how the addition of Dawushan Farm to your portfolios can decrease your overall portfolio volatility.