National Aerospace (Taiwan) Alpha and Beta Analysis
| 3004 Stock | TWD 89.80 0.10 0.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as National Aerospace Fasteners. It also helps investors analyze the systematic and unsystematic risks associated with investing in National Aerospace over a specified time horizon. Remember, high National Aerospace'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 National Aerospace's market risk premium analysis include:
Beta 0.39 | Alpha (0.05) | Risk 1.12 | Sharpe Ratio (0.04) | Expected Return (0.04) |
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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National Aerospace Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. National Aerospace market risk premium is the additional return an investor will receive from holding National Aerospace 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 National Aerospace. 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 National Aerospace's performance over market.| α | -0.05 | β | 0.39 |
National Aerospace 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 National Aerospace's Buy-and-hold return. Our buy-and-hold chart shows how National Aerospace performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.National Aerospace Market Price Analysis
Market price analysis indicators help investors to evaluate how National Aerospace stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading National Aerospace shares will generate the highest return on investment. By understating and applying National Aerospace stock market price indicators, traders can identify National Aerospace position entry and exit signals to maximize returns.
National Aerospace Return and Market Media
The median price of National Aerospace for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 92.0 with a coefficient of variation of 2.55. The daily time series for the period is distributed with a sample standard deviation of 2.32, arithmetic mean of 90.97, and mean deviation of 1.99. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About National Aerospace 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 National or other stocks. Alpha measures the amount that position in National Aerospace 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 National Aerospace 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, National Aerospace's short interest history, or implied volatility extrapolated from National Aerospace options trading.
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Additional Tools for National Stock Analysis
When running National Aerospace's price analysis, check to measure National Aerospace'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 National Aerospace is operating at the current time. Most of National Aerospace's value examination focuses on studying past and present price action to predict the probability of National Aerospace's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move National Aerospace's price. Additionally, you may evaluate how the addition of National Aerospace to your portfolios can decrease your overall portfolio volatility.