KINGDEE INTL (Germany) Alpha and Beta Analysis
| KDIC Stock | EUR 1.02 0.05 4.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KINGDEE INTL SOFTWA. It also helps investors analyze the systematic and unsystematic risks associated with investing in KINGDEE INTL over a specified time horizon. Remember, high KINGDEE INTL'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 KINGDEE INTL's market risk premium analysis include:
Beta 1.65 | Alpha 0.65 | Risk 5.04 | Sharpe Ratio 0.14 | Expected Return 0.73 |
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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KINGDEE INTL Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KINGDEE INTL market risk premium is the additional return an investor will receive from holding KINGDEE INTL 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 KINGDEE INTL. 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 KINGDEE INTL's performance over market.| α | 0.65 | β | 1.65 |
KINGDEE INTL 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 KINGDEE INTL's Buy-and-hold return. Our buy-and-hold chart shows how KINGDEE INTL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KINGDEE INTL Market Price Analysis
Market price analysis indicators help investors to evaluate how KINGDEE INTL stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KINGDEE INTL shares will generate the highest return on investment. By understating and applying KINGDEE INTL stock market price indicators, traders can identify KINGDEE INTL position entry and exit signals to maximize returns.
KINGDEE INTL Return and Market Media
The median price of KINGDEE INTL for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 0.98 with a coefficient of variation of 20.4. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 0.9, and mean deviation of 0.17. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About KINGDEE INTL 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 KINGDEE or other stocks. Alpha measures the amount that position in KINGDEE INTL SOFTWA 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 KINGDEE INTL 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, KINGDEE INTL's short interest history, or implied volatility extrapolated from KINGDEE INTL options trading.
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Additional Tools for KINGDEE Stock Analysis
When running KINGDEE INTL's price analysis, check to measure KINGDEE INTL'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 KINGDEE INTL is operating at the current time. Most of KINGDEE INTL's value examination focuses on studying past and present price action to predict the probability of KINGDEE INTL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KINGDEE INTL's price. Additionally, you may evaluate how the addition of KINGDEE INTL to your portfolios can decrease your overall portfolio volatility.