Lotes (Taiwan) Alpha and Beta Analysis
| 3533 Stock | TWD 1,930 20.00 1.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lotes Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lotes over a specified time horizon. Remember, high Lotes' 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 Lotes' market risk premium analysis include:
Beta 0.38 | Alpha 0.52 | Risk 3.11 | Sharpe Ratio 0.19 | Expected Return 0.6 |
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.
Lotes |
Lotes Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lotes market risk premium is the additional return an investor will receive from holding Lotes 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 Lotes. 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 Lotes' performance over market.| α | 0.52 | β | 0.38 |
Lotes 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 Lotes' Buy-and-hold return. Our buy-and-hold chart shows how Lotes performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lotes Market Price Analysis
Market price analysis indicators help investors to evaluate how Lotes stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lotes shares will generate the highest return on investment. By understating and applying Lotes stock market price indicators, traders can identify Lotes position entry and exit signals to maximize returns.
Lotes Return and Market Media
The median price of Lotes for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 1670.0 with a coefficient of variation of 10.78. The daily time series for the period is distributed with a sample standard deviation of 177.6, arithmetic mean of 1647.95, and mean deviation of 136.54. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Lotes 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 Lotes or other stocks. Alpha measures the amount that position in Lotes 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 Lotes 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, Lotes' short interest history, or implied volatility extrapolated from Lotes options trading.
Build Portfolio with Lotes
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Additional Tools for Lotes Stock Analysis
When running Lotes' price analysis, check to measure Lotes' 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 Lotes is operating at the current time. Most of Lotes' value examination focuses on studying past and present price action to predict the probability of Lotes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lotes' price. Additionally, you may evaluate how the addition of Lotes to your portfolios can decrease your overall portfolio volatility.