Hygon Information (China) Alpha and Beta Analysis
| 688041 Stock | 131.06 2.28 1.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hygon Information Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hygon Information over a specified time horizon. Remember, high Hygon Information'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 Hygon Information's market risk premium analysis include:
Beta 0.66 | Alpha 0.85 | Risk 4.97 | Sharpe Ratio 0.21 | Expected Return 1.02 |
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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Hygon Information Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hygon Information market risk premium is the additional return an investor will receive from holding Hygon Information 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 Hygon Information. 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 Hygon Information's performance over market.| α | 0.85 | β | 0.66 |
Hygon Information 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 Hygon Information's Buy-and-hold return. Our buy-and-hold chart shows how Hygon Information performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hygon Information Market Price Analysis
Market price analysis indicators help investors to evaluate how Hygon Information stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hygon Information shares will generate the highest return on investment. By understating and applying Hygon Information stock market price indicators, traders can identify Hygon Information position entry and exit signals to maximize returns.
Hygon Information Return and Market Media
The median price of Hygon Information for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 124.45 with a coefficient of variation of 15.97. The daily time series for the period is distributed with a sample standard deviation of 18.85, arithmetic mean of 117.99, and mean deviation of 13.96. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | 3 Stocks Estimated To Be Trading Below Fair Value In December 2024 - Yahoo Finance | 12/19/2024 |
About Hygon Information 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 Hygon or other stocks. Alpha measures the amount that position in Hygon Information 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 Hygon Information 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, Hygon Information's short interest history, or implied volatility extrapolated from Hygon Information options trading.
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Other Information on Investing in Hygon Stock
Hygon Information financial ratios help investors to determine whether Hygon 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 Hygon with respect to the benefits of owning Hygon Information security.