Beijing Compass (China) Alpha and Beta Analysis
| 300803 Stock | 94.07 1.08 1.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Beijing Compass Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Beijing Compass over a specified time horizon. Remember, high Beijing Compass' 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 Beijing Compass' market risk premium analysis include:
Beta (0.41) | Alpha 1.77 | Risk 7.7 | Sharpe Ratio 0.25 | Expected Return 1.89 |
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.
Beijing |
Beijing Compass Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Beijing Compass market risk premium is the additional return an investor will receive from holding Beijing Compass 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 Beijing Compass. 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 Beijing Compass' performance over market.| α | 1.77 | β | -0.41 |
Beijing Compass 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 Beijing Compass' Buy-and-hold return. Our buy-and-hold chart shows how Beijing Compass performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Beijing Compass Market Price Analysis
Market price analysis indicators help investors to evaluate how Beijing Compass stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Beijing Compass shares will generate the highest return on investment. By understating and applying Beijing Compass stock market price indicators, traders can identify Beijing Compass position entry and exit signals to maximize returns.
Beijing Compass Return and Market Media
The median price of Beijing Compass for the period between Thu, Sep 19, 2024 and Wed, Dec 18, 2024 is 94.91 with a coefficient of variation of 31.08. The daily time series for the period is distributed with a sample standard deviation of 26.06, arithmetic mean of 83.85, and mean deviation of 21.29. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Nvidia stock tumbles on news of China investigation Is the AI chip giant in trouble - Fast Company | 12/09/2024 |
About Beijing Compass 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 Beijing or other stocks. Alpha measures the amount that position in Beijing Compass Tech 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 Beijing Compass 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, Beijing Compass' short interest history, or implied volatility extrapolated from Beijing Compass options trading.
Build Portfolio with Beijing Compass
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
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Other Information on Investing in Beijing Stock
Beijing Compass financial ratios help investors to determine whether Beijing Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Beijing with respect to the benefits of owning Beijing Compass security.