Digital China Holdings Stock Alpha and Beta Analysis
| DCHIY Stock | USD 1.71 0.17 11.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Digital China Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Digital China over a specified time horizon. Remember, high Digital China'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 Digital China's market risk premium analysis include:
Beta 0.12 | Alpha 0.000939 | Risk 3.34 | Sharpe Ratio (0.07) | Expected Return (0.24) |
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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Digital China Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Digital China market risk premium is the additional return an investor will receive from holding Digital China 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 Digital China. 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 Digital China's performance over market.| α | 0.0009 | β | 0.12 |
Digital China 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 Digital China's Buy-and-hold return. Our buy-and-hold chart shows how Digital China performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Digital China Market Price Analysis
Market price analysis indicators help investors to evaluate how Digital China pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Digital China shares will generate the highest return on investment. By understating and applying Digital China pink sheet market price indicators, traders can identify Digital China position entry and exit signals to maximize returns.
Digital China Return and Market Media
The median price of Digital China for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 2.0 with a coefficient of variation of 11.22. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 1.88, and mean deviation of 0.19. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Digital China 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 Digital or other pink sheets. Alpha measures the amount that position in Digital China Holdings 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 Digital China 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, Digital China's short interest history, or implied volatility extrapolated from Digital China options trading.
Build Portfolio with Digital China
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Additional Tools for Digital Pink Sheet Analysis
When running Digital China's price analysis, check to measure Digital China'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 Digital China is operating at the current time. Most of Digital China's value examination focuses on studying past and present price action to predict the probability of Digital China's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Digital China's price. Additionally, you may evaluate how the addition of Digital China to your portfolios can decrease your overall portfolio volatility.