Auden Techno (Taiwan) Alpha and Beta Analysis
| 3138 Stock | TWD 106.50 2.50 2.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Auden Techno. It also helps investors analyze the systematic and unsystematic risks associated with investing in Auden Techno over a specified time horizon. Remember, high Auden Techno'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 Auden Techno's market risk premium analysis include:
Beta 0.31 | Alpha (0.1) | Risk 2.17 | Sharpe Ratio (0.08) | Expected Return (0.17) |
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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Auden Techno Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Auden Techno market risk premium is the additional return an investor will receive from holding Auden Techno 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 Auden Techno. 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 Auden Techno's performance over market.| α | -0.1 | β | 0.31 |
Auden Techno 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 Auden Techno's Buy-and-hold return. Our buy-and-hold chart shows how Auden Techno performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Auden Techno Market Price Analysis
Market price analysis indicators help investors to evaluate how Auden Techno stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Auden Techno shares will generate the highest return on investment. By understating and applying Auden Techno stock market price indicators, traders can identify Auden Techno position entry and exit signals to maximize returns.
Auden Techno Return and Market Media
The median price of Auden Techno for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 114.0 with a coefficient of variation of 6.27. The daily time series for the period is distributed with a sample standard deviation of 7.07, arithmetic mean of 112.69, and mean deviation of 5.86. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Auden Techno 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 Auden or other stocks. Alpha measures the amount that position in Auden Techno 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 Auden Techno 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, Auden Techno's short interest history, or implied volatility extrapolated from Auden Techno options trading.
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Additional Tools for Auden Stock Analysis
When running Auden Techno's price analysis, check to measure Auden Techno'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 Auden Techno is operating at the current time. Most of Auden Techno's value examination focuses on studying past and present price action to predict the probability of Auden Techno's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Auden Techno's price. Additionally, you may evaluate how the addition of Auden Techno to your portfolios can decrease your overall portfolio volatility.