China Enterprises Limited Stock Alpha and Beta Analysis
| CSHEF Stock | USD 0.0001 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as China Enterprises Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in China Enterprises over a specified time horizon. Remember, high China Enterprises' 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 Enterprises' market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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 Enterprises Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. China Enterprises market risk premium is the additional return an investor will receive from holding China Enterprises 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 Enterprises. 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 Enterprises' performance over market.| α | 0.00 | β | 0.00 |
About China Enterprises 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 China or other pink sheets. Alpha measures the amount that position in China Enterprises 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 China Enterprises 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, China Enterprises' short interest history, or implied volatility extrapolated from China Enterprises options trading.
Build Portfolio with China Enterprises
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
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in income. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Other Tools for China Pink Sheet
When running China Enterprises' price analysis, check to measure China Enterprises' 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 China Enterprises is operating at the current time. Most of China Enterprises' value examination focuses on studying past and present price action to predict the probability of China Enterprises' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move China Enterprises' price. Additionally, you may evaluate how the addition of China Enterprises to your portfolios can decrease your overall portfolio volatility.
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