China Renaissance Holdings Stock Alpha and Beta Analysis
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as China Renaissance Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in China Renaissance over a specified time horizon. Remember, high China Renaissance'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 China Renaissance's market risk premium analysis include:
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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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China Renaissance Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. China Renaissance market risk premium is the additional return an investor will receive from holding China Renaissance 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 China Renaissance. 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 China Renaissance's performance over market.| α |