Chunghwa Telecom Co Stock Alpha and Beta Analysis
| CHT Stock | USD 37.61 0.36 0.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Chunghwa Telecom Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Chunghwa Telecom over a specified time horizon. Remember, high Chunghwa Telecom'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 Chunghwa Telecom's market risk premium analysis include:
Beta (0.12) | Alpha (0.07) | Risk 0.85 | Sharpe Ratio (0.09) | Expected Return (0.08) |
Chunghwa Telecom Quarterly Cash And Equivalents |
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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.
Chunghwa |
Chunghwa Telecom Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Chunghwa Telecom market risk premium is the additional return an investor will receive from holding Chunghwa Telecom 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 Chunghwa Telecom. 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 Chunghwa Telecom's performance over market.| α | -0.07 | β | -0.12 |
Chunghwa Telecom 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 Chunghwa Telecom's Buy-and-hold return. Our buy-and-hold chart shows how Chunghwa Telecom performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Chunghwa Telecom Market Price Analysis
Market price analysis indicators help investors to evaluate how Chunghwa Telecom stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Chunghwa Telecom shares will generate the highest return on investment. By understating and applying Chunghwa Telecom stock market price indicators, traders can identify Chunghwa Telecom position entry and exit signals to maximize returns.
Chunghwa Telecom Return and Market Media
The median price of Chunghwa Telecom for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 38.1 with a coefficient of variation of 1.83. The daily time series for the period is distributed with a sample standard deviation of 0.7, arithmetic mean of 38.3, and mean deviation of 0.51. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | SDEC 2024 Team Kaohsiung Presenting New City AI Governance | 10/22/2024 |
2 | CHT Security Earns Frost Sullivans 2024 Taiwan Company of the Year Award for Pioneering End-to-End Cybersecurity Solutions and Enhancing Industry Standards | 11/05/2024 |
3 | Taiwan Colocation Existing Upcoming Data Center Portfolio Report 2024-2028 White-floor Space, IT Load Capacity, Retail Colocation Pricing, Wholesale Colocation ... | 11/06/2024 |
4 | Q3 2024 Chunghwa Telecom Co Ltd Earnings Call Transcript | 11/07/2024 |
5 | Chunghwa Telecom Co., Ltd. Q3 2024 Earnings Call Transcript | 11/11/2024 |
6 | Chunghwa Telecom Co., Ltd. Stock Holdings Boosted by Connor Clark Lunn Investment Management Ltd. - MarketBeat | 11/20/2024 |
7 | NTT Highlights Industry AI Cloud to Advance Industry-Specific AI Applications at RD Forum 2024 | 12/03/2024 |
8 | Analyst resets Amazon stock forecast on huge moonshot | 12/20/2024 |
About Chunghwa Telecom 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 Chunghwa or other stocks. Alpha measures the amount that position in Chunghwa Telecom 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.037 | 0.0408 | 0.0392 | 0.0559 | Price To Sales Ratio | 4.32 | 6.41 | 4.17 | 3.06 |
Chunghwa Telecom Upcoming Company Events
As portrayed in its financial statements, the presentation of Chunghwa Telecom's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Chunghwa Telecom's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Chunghwa Telecom's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Chunghwa Telecom. Please utilize our Beneish M Score to check the likelihood of Chunghwa Telecom's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Chunghwa Stock Analysis
When running Chunghwa Telecom's price analysis, check to measure Chunghwa Telecom'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 Chunghwa Telecom is operating at the current time. Most of Chunghwa Telecom's value examination focuses on studying past and present price action to predict the probability of Chunghwa Telecom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Chunghwa Telecom's price. Additionally, you may evaluate how the addition of Chunghwa Telecom to your portfolios can decrease your overall portfolio volatility.