Oversea Chinese (Germany) Alpha and Beta Analysis

OCBA Stock  EUR 11.58  0.27  2.28%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oversea Chinese Banking. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oversea Chinese over a specified time horizon. Remember, high Oversea Chinese'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 Oversea Chinese's market risk premium analysis include:
Beta
0.32
Alpha
0.12
Risk
1.34
Sharpe Ratio
0.0899
Expected Return
0.12
Please note that although Oversea Chinese alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Oversea Chinese did 0.12  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Oversea Chinese Banking stock's relative risk over its benchmark. Oversea Chinese Banking has a beta of 0.32  . As returns on the market increase, Oversea Chinese's returns are expected to increase less than the market. However, during the bear market, the loss of holding Oversea Chinese is expected to be smaller as well. .
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.
  
Check out Oversea Chinese Backtesting, Oversea Chinese Valuation, Oversea Chinese Correlation, Oversea Chinese Hype Analysis, Oversea Chinese Volatility, Oversea Chinese History and analyze Oversea Chinese Performance.

Oversea Chinese Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oversea Chinese market risk premium is the additional return an investor will receive from holding Oversea Chinese 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 Oversea Chinese. 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 Oversea Chinese's performance over market.
α0.12   β0.32

Oversea Chinese 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 Oversea Chinese's Buy-and-hold return. Our buy-and-hold chart shows how Oversea Chinese performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Oversea Chinese Market Price Analysis

Market price analysis indicators help investors to evaluate how Oversea Chinese stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Oversea Chinese shares will generate the highest return on investment. By understating and applying Oversea Chinese stock market price indicators, traders can identify Oversea Chinese position entry and exit signals to maximize returns.

Oversea Chinese Return and Market Media

The median price of Oversea Chinese for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 10.82 with a coefficient of variation of 4.76. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 11.05, and mean deviation of 0.49. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Oversea Chinese 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 Oversea or other stocks. Alpha measures the amount that position in Oversea Chinese Banking 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 Oversea Chinese 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, Oversea Chinese's short interest history, or implied volatility extrapolated from Oversea Chinese options trading.

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Other Information on Investing in Oversea Stock

Oversea Chinese financial ratios help investors to determine whether Oversea 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 Oversea with respect to the benefits of owning Oversea Chinese security.