Ching Feng (Taiwan) Alpha and Beta Analysis
| 9935 Stock | TWD 30.90 0.30 0.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ching Feng Home. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ching Feng over a specified time horizon. Remember, high Ching Feng'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 Ching Feng's market risk premium analysis include:
Beta 0.0959 | Alpha 0.0207 | Risk 2.86 | Sharpe Ratio 0.0265 | Expected Return 0.076 |
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.
Ching |
Ching Feng Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ching Feng market risk premium is the additional return an investor will receive from holding Ching Feng 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 Ching Feng. 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 Ching Feng's performance over market.| α | 0.02 | β | 0.1 |
Ching Feng 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 Ching Feng's Buy-and-hold return. Our buy-and-hold chart shows how Ching Feng performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ching Feng Market Price Analysis
Market price analysis indicators help investors to evaluate how Ching Feng stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ching Feng shares will generate the highest return on investment. By understating and applying Ching Feng stock market price indicators, traders can identify Ching Feng position entry and exit signals to maximize returns.
Ching Feng Return and Market Media
The median price of Ching Feng for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 33.4 with a coefficient of variation of 6.65. The daily time series for the period is distributed with a sample standard deviation of 2.17, arithmetic mean of 32.66, and mean deviation of 1.79. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Ching Feng 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 Ching or other stocks. Alpha measures the amount that position in Ching Feng Home 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 Ching Feng 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, Ching Feng's short interest history, or implied volatility extrapolated from Ching Feng options trading.
Build Portfolio with Ching Feng
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 Ching Stock Analysis
When running Ching Feng's price analysis, check to measure Ching Feng'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 Ching Feng is operating at the current time. Most of Ching Feng's value examination focuses on studying past and present price action to predict the probability of Ching Feng's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ching Feng's price. Additionally, you may evaluate how the addition of Ching Feng to your portfolios can decrease your overall portfolio volatility.