Zkh Group Limited Stock Alpha and Beta Analysis
| ZKH Stock | 3.53 0.01 0.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ZKH Group Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in ZKH Group over a specified time horizon. Remember, high ZKH Group'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 ZKH Group's market risk premium analysis include:
Beta (0.07) | Alpha (0.04) | Risk 2.66 | Sharpe Ratio (0.04) | Expected Return (0.11) |
Enterprise Value |
|
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.
ZKH |
ZKH Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ZKH Group market risk premium is the additional return an investor will receive from holding ZKH Group 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 ZKH Group. 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 ZKH Group's performance over market.| α | -0.04 | β | -0.07 |
ZKH Group 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 ZKH Group's Buy-and-hold return. Our buy-and-hold chart shows how ZKH Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ZKH Group Market Price Analysis
Market price analysis indicators help investors to evaluate how ZKH Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ZKH Group shares will generate the highest return on investment. By understating and applying ZKH Group stock market price indicators, traders can identify ZKH Group position entry and exit signals to maximize returns.
ZKH Group Return and Market Media
The median price of ZKH Group for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 3.6 with a coefficient of variation of 4.38. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 3.62, and mean deviation of 0.13. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | ZKH Group Limited to Announce Third Quarter 2024 Financial Results on Friday, November 22, 2024 | 11/08/2024 |
2 | ZKH Group Limited Sees Significant Increase in Short Interest - MarketBeat | 11/15/2024 |
3 | ZKH Group Q3 Earnings Snapshot | 11/22/2024 |
4 | Contrasting Calloways Nursery ZKH Group | 12/02/2024 |
About ZKH Group 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 ZKH or other stocks. Alpha measures the amount that position in ZKH Group Limited 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Payables Turnover | 2.73 | 2.53 | 2.91 | 2.92 | Days Of Inventory On Hand | 34.22 | 33.59 | 38.63 | 41.45 |
ZKH Group Investors Sentiment
The influence of ZKH Group's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in ZKH. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to ZKH Group's public news can be used to forecast risks associated with an investment in ZKH. The trend in average sentiment can be used to explain how an investor holding ZKH can time the market purely based on public headlines and social activities around ZKH Group Limited. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
ZKH Group's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for ZKH Group's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average ZKH Group's news discussions. The higher the estimated score, the more favorable is the investor's outlook on ZKH Group.
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 ZKH Group 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, ZKH Group's short interest history, or implied volatility extrapolated from ZKH Group options trading.
Build Portfolio with ZKH Group
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 ZKH Group Backtesting, ZKH Group Valuation, ZKH Group Correlation, ZKH Group Hype Analysis, ZKH Group Volatility, ZKH Group History and analyze ZKH Group Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
ZKH Group technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.