Amlogic Shanghai (China) Alpha and Beta Analysis
| 688099 Stock | 70.90 1.92 2.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Amlogic Shanghai Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Amlogic Shanghai over a specified time horizon. Remember, high Amlogic Shanghai'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 Amlogic Shanghai's market risk premium analysis include:
Beta 0.13 | Alpha 0.58 | Risk 5.29 | Sharpe Ratio 0.14 | Expected Return 0.73 |
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.
Amlogic |
Amlogic Shanghai Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Amlogic Shanghai market risk premium is the additional return an investor will receive from holding Amlogic Shanghai 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 Amlogic Shanghai. 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 Amlogic Shanghai's performance over market.| α | 0.58 | β | 0.13 |
Amlogic Shanghai 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 Amlogic Shanghai's Buy-and-hold return. Our buy-and-hold chart shows how Amlogic Shanghai performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Amlogic Shanghai Market Price Analysis
Market price analysis indicators help investors to evaluate how Amlogic Shanghai stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Amlogic Shanghai shares will generate the highest return on investment. By understating and applying Amlogic Shanghai stock market price indicators, traders can identify Amlogic Shanghai position entry and exit signals to maximize returns.
Amlogic Shanghai Return and Market Media
The median price of Amlogic Shanghai for the period between Thu, Sep 19, 2024 and Wed, Dec 18, 2024 is 69.17 with a coefficient of variation of 12.81. The daily time series for the period is distributed with a sample standard deviation of 8.56, arithmetic mean of 66.83, and mean deviation of 6.48. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Is Now An Opportune Moment To Examine Amlogic Co.,Ltd. - Simply Wall St | 09/20/2024 |
2 | Huaxi Biologics China Life Chengda, a subsidiary of Chinese Life, intends to reduce its stake in the company by no more than 2.5. - Yicai Global | 10/08/2024 |
3 | Owning 35 percent shares,institutional owners seem interested in Amlogic Co.,Ltd. , - Simply Wall St | 12/10/2024 |
About Amlogic Shanghai 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 Amlogic or other stocks. Alpha measures the amount that position in Amlogic Shanghai 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 Amlogic Shanghai 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, Amlogic Shanghai's short interest history, or implied volatility extrapolated from Amlogic Shanghai options trading.
Build Portfolio with Amlogic Shanghai
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Other Information on Investing in Amlogic Stock
Amlogic Shanghai financial ratios help investors to determine whether Amlogic 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 Amlogic with respect to the benefits of owning Amlogic Shanghai security.