Swancor Holding (Taiwan) Alpha and Beta Analysis
| 3708 Stock | TWD 83.00 1.40 1.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Swancor Holding Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Swancor Holding over a specified time horizon. Remember, high Swancor Holding'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 Swancor Holding's market risk premium analysis include:
Beta 0.23 | Alpha (0.19) | Risk 1.71 | Sharpe Ratio (0.09) | Expected Return (0.16) |
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.
Swancor |
Swancor Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Swancor Holding market risk premium is the additional return an investor will receive from holding Swancor Holding 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 Swancor Holding. 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 Swancor Holding's performance over market.| α | -0.19 | β | 0.23 |
Swancor Holding 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 Swancor Holding's Buy-and-hold return. Our buy-and-hold chart shows how Swancor Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Swancor Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Swancor Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Swancor Holding shares will generate the highest return on investment. By understating and applying Swancor Holding stock market price indicators, traders can identify Swancor Holding position entry and exit signals to maximize returns.
Swancor Holding Return and Market Media
The median price of Swancor Holding for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 87.9 with a coefficient of variation of 5.22. The daily time series for the period is distributed with a sample standard deviation of 4.61, arithmetic mean of 88.27, and mean deviation of 3.75. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Swancor Holding 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 Swancor or other stocks. Alpha measures the amount that position in Swancor Holding 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 Swancor Holding 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, Swancor Holding's short interest history, or implied volatility extrapolated from Swancor Holding options trading.
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Additional Tools for Swancor Stock Analysis
When running Swancor Holding's price analysis, check to measure Swancor Holding'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 Swancor Holding is operating at the current time. Most of Swancor Holding's value examination focuses on studying past and present price action to predict the probability of Swancor Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Swancor Holding's price. Additionally, you may evaluate how the addition of Swancor Holding to your portfolios can decrease your overall portfolio volatility.