Shinih Enterprise (Taiwan) Alpha and Beta Analysis
| 9944 Stock | TWD 20.20 0.05 0.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Shinih Enterprise Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Shinih Enterprise over a specified time horizon. Remember, high Shinih Enterprise'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 Shinih Enterprise's market risk premium analysis include:
Beta 0.0404 | Alpha 0.006202 | Risk 0.44 | Sharpe Ratio 0.0022 | Expected Return 0.001 |
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.
Shinih |
Shinih Enterprise Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Shinih Enterprise market risk premium is the additional return an investor will receive from holding Shinih Enterprise 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 Shinih Enterprise. 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 Shinih Enterprise's performance over market.| α | 0.01 | β | 0.04 |
Shinih Enterprise 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 Shinih Enterprise's Buy-and-hold return. Our buy-and-hold chart shows how Shinih Enterprise performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Shinih Enterprise Market Price Analysis
Market price analysis indicators help investors to evaluate how Shinih Enterprise stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Shinih Enterprise shares will generate the highest return on investment. By understating and applying Shinih Enterprise stock market price indicators, traders can identify Shinih Enterprise position entry and exit signals to maximize returns.
Shinih Enterprise Return and Market Media
The median price of Shinih Enterprise for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 20.5 with a coefficient of variation of 0.87. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 20.45, and mean deviation of 0.15. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Shinih Enterprise 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 Shinih or other stocks. Alpha measures the amount that position in Shinih Enterprise 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 Shinih Enterprise 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, Shinih Enterprise's short interest history, or implied volatility extrapolated from Shinih Enterprise options trading.
Build Portfolio with Shinih Enterprise
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
Additional Tools for Shinih Stock Analysis
When running Shinih Enterprise's price analysis, check to measure Shinih Enterprise'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 Shinih Enterprise is operating at the current time. Most of Shinih Enterprise's value examination focuses on studying past and present price action to predict the probability of Shinih Enterprise's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shinih Enterprise's price. Additionally, you may evaluate how the addition of Shinih Enterprise to your portfolios can decrease your overall portfolio volatility.