Masterwork Machinery (China) Alpha and Beta Analysis
| 300195 Stock | 6.34 0.06 0.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Masterwork Machinery. It also helps investors analyze the systematic and unsystematic risks associated with investing in Masterwork Machinery over a specified time horizon. Remember, high Masterwork Machinery'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 Masterwork Machinery's market risk premium analysis include:
Beta (0.27) | Alpha 0.72 | Risk 4.94 | Sharpe Ratio 0.17 | Expected Return 0.83 |
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.
Masterwork |
Masterwork Machinery Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Masterwork Machinery market risk premium is the additional return an investor will receive from holding Masterwork Machinery 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 Masterwork Machinery. 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 Masterwork Machinery's performance over market.| α | 0.72 | β | -0.27 |
Masterwork Machinery 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 Masterwork Machinery's Buy-and-hold return. Our buy-and-hold chart shows how Masterwork Machinery performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Masterwork Machinery Market Price Analysis
Market price analysis indicators help investors to evaluate how Masterwork Machinery stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Masterwork Machinery shares will generate the highest return on investment. By understating and applying Masterwork Machinery stock market price indicators, traders can identify Masterwork Machinery position entry and exit signals to maximize returns.
Masterwork Machinery Return and Market Media
The median price of Masterwork Machinery for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 5.69 with a coefficient of variation of 15.71. The daily time series for the period is distributed with a sample standard deviation of 0.9, arithmetic mean of 5.71, and mean deviation of 0.74. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Masterwork Group Co.,Ltd. Surges 26 percent Yet Its Low PS Is No Reason For Excitement - Simply Wall St | 12/03/2024 |
About Masterwork Machinery 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 Masterwork or other stocks. Alpha measures the amount that position in Masterwork Machinery 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 Masterwork Machinery 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, Masterwork Machinery's short interest history, or implied volatility extrapolated from Masterwork Machinery options trading.
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Other Information on Investing in Masterwork Stock
Masterwork Machinery financial ratios help investors to determine whether Masterwork 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 Masterwork with respect to the benefits of owning Masterwork Machinery security.