China Green Agriculture Alpha and Beta Analysis
| CGADelisted Stock | USD 1.98 0.02 1.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as China Green Agriculture. It also helps investors analyze the systematic and unsystematic risks associated with investing in China Green over a specified time horizon. Remember, high China Green'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 China Green's market risk premium analysis include:
Beta (2.57) | Alpha 0.69 | Risk 8.68 | Sharpe Ratio 0.0648 | Expected Return 0.56 |
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.
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China Green Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. China Green market risk premium is the additional return an investor will receive from holding China Green 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 China Green. 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 China Green's performance over market.| α | 0.69 | β | -2.57 |
China Green 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 China Green's Buy-and-hold return. Our buy-and-hold chart shows how China Green performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.China Green Market Price Analysis
Market price analysis indicators help investors to evaluate how China Green stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading China Green shares will generate the highest return on investment. By understating and applying China Green stock market price indicators, traders can identify China Green position entry and exit signals to maximize returns.
China Green Return and Market Media
The median price of China Green for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 1.87 with a coefficient of variation of 10.84. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 1.91, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Shi Yiru of 30000 shares of China Green subject to Rule 16b-3 | 09/10/2024 |
2 | China Green Agriculture Now Covered by Analysts at StockNews.com | 09/19/2024 |
3 | CGA Stock Surges Amid Market Fluctuation | 10/18/2024 |
4 | Acquisition by Li Tao of 118778 shares of China Green at 4.42 subject to Rule 16b-3 | 10/29/2024 |
5 | China Green Agriculture Stock Drops Amid Market Volatility | 11/22/2024 |
About China Green 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 China or other delisted stocks. Alpha measures the amount that position in China Green Agriculture 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.
China Green Upcoming Company Events
As portrayed in its financial statements, the presentation of China Green's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, China Green's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of China Green's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of China Green. Please utilize our Beneish M Score to check the likelihood of China Green's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with China Green
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
Check out China Green Backtesting, China Green Valuation, China Green Correlation, China Green Hype Analysis, China Green Volatility, China Green History and analyze China Green Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Other Consideration for investing in China Stock
If you are still planning to invest in China Green Agriculture check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the China Green's history and understand the potential risks before investing.
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