YeaShin International (Taiwan) Alpha and Beta Analysis
| 5213 Stock | TWD 30.60 0.40 1.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as YeaShin International Development. It also helps investors analyze the systematic and unsystematic risks associated with investing in YeaShin International over a specified time horizon. Remember, high YeaShin International'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 YeaShin International's market risk premium analysis include:
Beta (1.32) | Alpha 3.75 | Risk 36.97 | Sharpe Ratio 0.1 | Expected Return 3.84 |
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.
YeaShin |
YeaShin International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. YeaShin International market risk premium is the additional return an investor will receive from holding YeaShin International 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 YeaShin International. 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 YeaShin International's performance over market.| α | 3.75 | β | -1.32 |
YeaShin International 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 YeaShin International's Buy-and-hold return. Our buy-and-hold chart shows how YeaShin International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.YeaShin International Market Price Analysis
Market price analysis indicators help investors to evaluate how YeaShin International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading YeaShin International shares will generate the highest return on investment. By understating and applying YeaShin International stock market price indicators, traders can identify YeaShin International position entry and exit signals to maximize returns.
YeaShin International Return and Market Media
The median price of YeaShin International for the period between Thu, Sep 19, 2024 and Wed, Dec 18, 2024 is 30.89 with a coefficient of variation of 38.19. The daily time series for the period is distributed with a sample standard deviation of 12.95, arithmetic mean of 33.92, and mean deviation of 5.61. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About YeaShin International 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 YeaShin or other stocks. Alpha measures the amount that position in YeaShin International 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 YeaShin International 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, YeaShin International's short interest history, or implied volatility extrapolated from YeaShin International options trading.
Build Portfolio with YeaShin International
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for YeaShin Stock Analysis
When running YeaShin International's price analysis, check to measure YeaShin International'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 YeaShin International is operating at the current time. Most of YeaShin International's value examination focuses on studying past and present price action to predict the probability of YeaShin International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move YeaShin International's price. Additionally, you may evaluate how the addition of YeaShin International to your portfolios can decrease your overall portfolio volatility.