Xiamen Faratronic (China) Alpha and Beta Analysis
| 600563 Stock | 123.43 1.38 1.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Xiamen Faratronic Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Xiamen Faratronic over a specified time horizon. Remember, high Xiamen Faratronic'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 Xiamen Faratronic's market risk premium analysis include:
Beta (0.02) | Alpha 0.24 | Risk 2.39 | Sharpe Ratio 0.0856 | Expected Return 0.2 |
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.
Xiamen |
Xiamen Faratronic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Xiamen Faratronic market risk premium is the additional return an investor will receive from holding Xiamen Faratronic 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 Xiamen Faratronic. 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 Xiamen Faratronic's performance over market.| α | 0.24 | β | -0.02 |
Xiamen Faratronic 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 Xiamen Faratronic's Buy-and-hold return. Our buy-and-hold chart shows how Xiamen Faratronic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Xiamen Faratronic Market Price Analysis
Market price analysis indicators help investors to evaluate how Xiamen Faratronic stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Xiamen Faratronic shares will generate the highest return on investment. By understating and applying Xiamen Faratronic stock market price indicators, traders can identify Xiamen Faratronic position entry and exit signals to maximize returns.
Xiamen Faratronic Return and Market Media
The median price of Xiamen Faratronic for the period between Wed, Oct 23, 2024 and Tue, Jan 21, 2025 is 122.7 with a coefficient of variation of 6.02. The daily time series for the period is distributed with a sample standard deviation of 7.37, arithmetic mean of 122.58, and mean deviation of 6.24. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Heres Why Xiamen Faratronic Can Manage Its Debt Responsibly - Simply Wall St | 11/18/2024 |
2 | Shareholders Are Optimistic That Xiamen Faratronic Will Multiply In Value - Simply Wall St | 01/13/2025 |
About Xiamen Faratronic 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 Xiamen or other stocks. Alpha measures the amount that position in Xiamen Faratronic 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 Xiamen Faratronic 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, Xiamen Faratronic's short interest history, or implied volatility extrapolated from Xiamen Faratronic options trading.
Build Portfolio with Xiamen Faratronic
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Other Information on Investing in Xiamen Stock
Xiamen Faratronic financial ratios help investors to determine whether Xiamen 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 Xiamen with respect to the benefits of owning Xiamen Faratronic security.