Changchun Faway (China) Alpha and Beta Analysis
| 600742 Stock | 9.55 0.12 1.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Changchun Faway Automobile. It also helps investors analyze the systematic and unsystematic risks associated with investing in Changchun Faway over a specified time horizon. Remember, high Changchun Faway'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 Changchun Faway's market risk premium analysis include:
Beta (0.54) | Alpha 0.42 | Risk 2.4 | Sharpe Ratio 0.2 | Expected Return 0.47 |
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.
Changchun |
Changchun Faway Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Changchun Faway market risk premium is the additional return an investor will receive from holding Changchun Faway 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 Changchun Faway. 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 Changchun Faway's performance over market.| α | 0.42 | β | -0.54 |
Changchun Faway 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 Changchun Faway's Buy-and-hold return. Our buy-and-hold chart shows how Changchun Faway performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Changchun Faway Market Price Analysis
Market price analysis indicators help investors to evaluate how Changchun Faway stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Changchun Faway shares will generate the highest return on investment. By understating and applying Changchun Faway stock market price indicators, traders can identify Changchun Faway position entry and exit signals to maximize returns.
Changchun Faway Return and Market Media
The median price of Changchun Faway for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 8.65 with a coefficient of variation of 10.71. The daily time series for the period is distributed with a sample standard deviation of 0.91, arithmetic mean of 8.51, and mean deviation of 0.81. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Investors in Xingmin Intelligent Transportation Systems from five years ago are still down 33, even after 11 percent gain this past week - Simply Wall St | 09/03/2024 |
2 | Zhejiang Jingu Company Limiteds Popularity With Investors Under Threat As Stock Sinks 25 percent - Simply Wall St | 11/22/2024 |
About Changchun Faway 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 Changchun or other stocks. Alpha measures the amount that position in Changchun Faway Auto 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 Changchun Faway 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, Changchun Faway's short interest history, or implied volatility extrapolated from Changchun Faway options trading.
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Other Information on Investing in Changchun Stock
Changchun Faway financial ratios help investors to determine whether Changchun 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 Changchun with respect to the benefits of owning Changchun Faway security.