Advanced Power (Taiwan) Alpha and Beta Analysis
| 8261 Stock | TWD 95.90 1.10 1.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Advanced Power Electronics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Advanced Power over a specified time horizon. Remember, high Advanced Power'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 Advanced Power's market risk premium analysis include:
Beta 0.0868 | Alpha 0.35 | Risk 2.28 | Sharpe Ratio 0.16 | Expected Return 0.36 |
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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Advanced Power Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Advanced Power market risk premium is the additional return an investor will receive from holding Advanced Power 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 Advanced Power. 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 Advanced Power's performance over market.| α | 0.35 | β | 0.09 |
Advanced Power 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 Advanced Power's Buy-and-hold return. Our buy-and-hold chart shows how Advanced Power performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Advanced Power Market Price Analysis
Market price analysis indicators help investors to evaluate how Advanced Power stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Advanced Power shares will generate the highest return on investment. By understating and applying Advanced Power stock market price indicators, traders can identify Advanced Power position entry and exit signals to maximize returns.
Advanced Power Return and Market Media
The median price of Advanced Power for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 78.8 with a coefficient of variation of 8.85. The daily time series for the period is distributed with a sample standard deviation of 7.27, arithmetic mean of 82.09, and mean deviation of 5.73. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Advanced Power 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 Advanced or other stocks. Alpha measures the amount that position in Advanced Power Elect 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 Advanced Power 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, Advanced Power's short interest history, or implied volatility extrapolated from Advanced Power options trading.
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Additional Tools for Advanced Stock Analysis
When running Advanced Power's price analysis, check to measure Advanced Power'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 Advanced Power is operating at the current time. Most of Advanced Power's value examination focuses on studying past and present price action to predict the probability of Advanced Power's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advanced Power's price. Additionally, you may evaluate how the addition of Advanced Power to your portfolios can decrease your overall portfolio volatility.