Yulon Finance (Taiwan) Alpha and Beta Analysis

9941 Stock  TWD 118.50  1.00  0.84%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Yulon Finance Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Yulon Finance over a specified time horizon. Remember, high Yulon Finance'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 Yulon Finance's market risk premium analysis include:
Beta
(0.16)
Alpha
(0.33)
Risk
1.92
Sharpe Ratio
(0.15)
Expected Return
(0.29)
Please note that although Yulon Finance alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Yulon Finance did 0.33  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Yulon Finance Corp stock's relative risk over its benchmark. Yulon Finance Corp has a beta of 0.16  . As returns on the market increase, returns on owning Yulon Finance are expected to decrease at a much lower rate. During the bear market, Yulon Finance is likely to outperform the market. .
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.
  
Check out Yulon Finance Backtesting, Yulon Finance Valuation, Yulon Finance Correlation, Yulon Finance Hype Analysis, Yulon Finance Volatility, Yulon Finance History and analyze Yulon Finance Performance.

Yulon Finance Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Yulon Finance market risk premium is the additional return an investor will receive from holding Yulon Finance 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 Yulon Finance. 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 Yulon Finance's performance over market.
α-0.33   β-0.16

Yulon Finance 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 Yulon Finance's Buy-and-hold return. Our buy-and-hold chart shows how Yulon Finance performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Yulon Finance Market Price Analysis

Market price analysis indicators help investors to evaluate how Yulon Finance stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Yulon Finance shares will generate the highest return on investment. By understating and applying Yulon Finance stock market price indicators, traders can identify Yulon Finance position entry and exit signals to maximize returns.

Yulon Finance Return and Market Media

The median price of Yulon Finance for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 141.0 with a coefficient of variation of 6.58. The daily time series for the period is distributed with a sample standard deviation of 9.14, arithmetic mean of 138.85, and mean deviation of 6.64. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Yulon Finance 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 Yulon or other stocks. Alpha measures the amount that position in Yulon Finance 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 Yulon Finance 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, Yulon Finance's short interest history, or implied volatility extrapolated from Yulon Finance options trading.

Build Portfolio with Yulon Finance

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for Yulon Stock Analysis

When running Yulon Finance's price analysis, check to measure Yulon Finance'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 Yulon Finance is operating at the current time. Most of Yulon Finance's value examination focuses on studying past and present price action to predict the probability of Yulon Finance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yulon Finance's price. Additionally, you may evaluate how the addition of Yulon Finance to your portfolios can decrease your overall portfolio volatility.