Standard Chartered (UK) Alpha and Beta Analysis
| STAN Stock | 989.00 1.20 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Standard Chartered PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Standard Chartered over a specified time horizon. Remember, high Standard Chartered'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 Standard Chartered's market risk premium analysis include:
Beta (0.55) | Alpha 0.48 | Risk 1.53 | Sharpe Ratio 0.27 | Expected Return 0.42 |
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.
Standard |
Standard Chartered Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Standard Chartered market risk premium is the additional return an investor will receive from holding Standard Chartered 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 Standard Chartered. 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 Standard Chartered's performance over market.| α | 0.48 | β | -0.55 |
Standard Chartered 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 Standard Chartered's Buy-and-hold return. Our buy-and-hold chart shows how Standard Chartered performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Standard Chartered Market Price Analysis
Market price analysis indicators help investors to evaluate how Standard Chartered stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Standard Chartered shares will generate the highest return on investment. By understating and applying Standard Chartered stock market price indicators, traders can identify Standard Chartered position entry and exit signals to maximize returns.
Standard Chartered Return and Market Media
The median price of Standard Chartered for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 859.0 with a coefficient of variation of 8.94. The daily time series for the period is distributed with a sample standard deviation of 77.99, arithmetic mean of 872.6, and mean deviation of 70.62. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Standard Chartered dividend paid on 10th of October 2024 | 10/10/2024 |
1 | As Q3 results give the Standard Chartered share price a boost, should I buy - Motley Fool UK | 10/30/2024 |
About Standard Chartered 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 Standard or other stocks. Alpha measures the amount that position in Standard Chartered PLC 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 Standard Chartered 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, Standard Chartered's short interest history, or implied volatility extrapolated from Standard Chartered options trading.
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Additional Tools for Standard Stock Analysis
When running Standard Chartered's price analysis, check to measure Standard Chartered'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 Standard Chartered is operating at the current time. Most of Standard Chartered's value examination focuses on studying past and present price action to predict the probability of Standard Chartered's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Standard Chartered's price. Additionally, you may evaluate how the addition of Standard Chartered to your portfolios can decrease your overall portfolio volatility.