Shanxi Tond (China) Alpha and Beta Analysis
| 002360 Stock | 5.11 0.19 3.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Shanxi Tond Chemical. It also helps investors analyze the systematic and unsystematic risks associated with investing in Shanxi Tond over a specified time horizon. Remember, high Shanxi Tond'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 Shanxi Tond's market risk premium analysis include:
Beta 0.0651 | Alpha 0.33 | Risk 2.51 | Sharpe Ratio 0.0048 | Expected Return 0.0121 |
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.
Shanxi |
Shanxi Tond Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Shanxi Tond market risk premium is the additional return an investor will receive from holding Shanxi Tond 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 Shanxi Tond. 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 Shanxi Tond's performance over market.| α | 0.33 | β | 0.07 |
Shanxi Tond 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 Shanxi Tond's Buy-and-hold return. Our buy-and-hold chart shows how Shanxi Tond performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Shanxi Tond Market Price Analysis
Market price analysis indicators help investors to evaluate how Shanxi Tond stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Shanxi Tond shares will generate the highest return on investment. By understating and applying Shanxi Tond stock market price indicators, traders can identify Shanxi Tond position entry and exit signals to maximize returns.
Shanxi Tond Return and Market Media
The median price of Shanxi Tond for the period between Sun, Sep 29, 2024 and Sat, Dec 28, 2024 is 5.17 with a coefficient of variation of 7.36. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 5.2, and mean deviation of 0.3. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | While shareholders of Shanxi Tond Chemical are in the red over the last three years, underlying earnings have actually grown - Simply Wall St | 09/30/2024 |
About Shanxi Tond 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 Shanxi or other stocks. Alpha measures the amount that position in Shanxi Tond Chemical 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 Shanxi Tond 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, Shanxi Tond's short interest history, or implied volatility extrapolated from Shanxi Tond options trading.
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Other Information on Investing in Shanxi Stock
Shanxi Tond financial ratios help investors to determine whether Shanxi 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 Shanxi with respect to the benefits of owning Shanxi Tond security.