CITIC (Germany) Alpha and Beta Analysis
| CPF Stock | EUR 1.06 0.01 0.93% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CITIC Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in CITIC over a specified time horizon. Remember, high CITIC'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 CITIC's market risk premium analysis include:
Beta 0.44 | Alpha 0.78 | Risk 3.12 | Sharpe Ratio 0.11 | Expected Return 0.35 |
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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CITIC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CITIC market risk premium is the additional return an investor will receive from holding CITIC 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 CITIC. 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 CITIC's performance over market.| α | 0.78 | β | 0.44 |
CITIC 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 CITIC's Buy-and-hold return. Our buy-and-hold chart shows how CITIC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CITIC Market Price Analysis
Market price analysis indicators help investors to evaluate how CITIC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CITIC shares will generate the highest return on investment. By understating and applying CITIC stock market price indicators, traders can identify CITIC position entry and exit signals to maximize returns.
CITIC Return and Market Media
The median price of CITIC for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 1.07 with a coefficient of variation of 6.6. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 1.06, and mean deviation of 0.04. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About CITIC 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 CITIC or other stocks. Alpha measures the amount that position in CITIC Limited 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 CITIC 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, CITIC's short interest history, or implied volatility extrapolated from CITIC options trading.
Build Portfolio with CITIC
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 CITIC Stock
CITIC financial ratios help investors to determine whether CITIC 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 CITIC with respect to the benefits of owning CITIC security.