Darfon Electronics (Taiwan) Alpha and Beta Analysis
| 8163 Stock | TWD 50.30 1.00 2.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Darfon Electronics Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Darfon Electronics over a specified time horizon. Remember, high Darfon 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 Darfon Electronics' market risk premium analysis include:
Beta 0.46 | Alpha (0.1) | Risk 2.07 | Sharpe Ratio (0.03) | Expected Return (0.05) |
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.
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Darfon Electronics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Darfon Electronics market risk premium is the additional return an investor will receive from holding Darfon 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 Darfon 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 Darfon Electronics' performance over market.| α | -0.1 | β | 0.46 |
Darfon 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 Darfon Electronics' Buy-and-hold return. Our buy-and-hold chart shows how Darfon Electronics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Darfon Electronics Market Price Analysis
Market price analysis indicators help investors to evaluate how Darfon 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 Darfon Electronics shares will generate the highest return on investment. By understating and applying Darfon Electronics stock market price indicators, traders can identify Darfon Electronics position entry and exit signals to maximize returns.
Darfon Electronics Return and Market Media
The median price of Darfon Electronics for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 49.75 with a coefficient of variation of 3.66. The daily time series for the period is distributed with a sample standard deviation of 1.81, arithmetic mean of 49.36, and mean deviation of 1.36. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Darfon 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 Darfon or other stocks. Alpha measures the amount that position in Darfon Electronics Corp 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 Darfon 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, Darfon Electronics' short interest history, or implied volatility extrapolated from Darfon Electronics options trading.
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Additional Tools for Darfon Stock Analysis
When running Darfon Electronics' price analysis, check to measure Darfon 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 Darfon Electronics is operating at the current time. Most of Darfon Electronics' value examination focuses on studying past and present price action to predict the probability of Darfon Electronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Darfon Electronics' price. Additionally, you may evaluate how the addition of Darfon Electronics to your portfolios can decrease your overall portfolio volatility.