Shenzhen Kaifa (China) Alpha and Beta Analysis
| 000021 Stock | 17.51 0.64 3.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Shenzhen Kaifa Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Shenzhen Kaifa over a specified time horizon. Remember, high Shenzhen Kaifa'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 Shenzhen Kaifa's market risk premium analysis include:
Beta (0.34) | Alpha 0.41 | Risk 4.04 | Sharpe Ratio 0.0051 | Expected Return 0.0207 |
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.
Shenzhen |
Shenzhen Kaifa Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Shenzhen Kaifa market risk premium is the additional return an investor will receive from holding Shenzhen Kaifa 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 Shenzhen Kaifa. 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 Shenzhen Kaifa's performance over market.| α | 0.41 | β | -0.34 |
Shenzhen Kaifa 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 Shenzhen Kaifa's Buy-and-hold return. Our buy-and-hold chart shows how Shenzhen Kaifa performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Shenzhen Kaifa Market Price Analysis
Market price analysis indicators help investors to evaluate how Shenzhen Kaifa stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Shenzhen Kaifa shares will generate the highest return on investment. By understating and applying Shenzhen Kaifa stock market price indicators, traders can identify Shenzhen Kaifa position entry and exit signals to maximize returns.
Shenzhen Kaifa Return and Market Media
The median price of Shenzhen Kaifa for the period between Tue, Oct 8, 2024 and Mon, Jan 6, 2025 is 20.01 with a coefficient of variation of 10.32. The daily time series for the period is distributed with a sample standard deviation of 2.0, arithmetic mean of 19.38, and mean deviation of 1.57. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Discover Which AI Chipmaker Is Dominating the Future - Smartphone Magazine | 11/15/2024 |
2 | Shenzhen Kaifa Technologys five-year total shareholder returns outpace the underlying earnings growth - Simply Wall St | 12/09/2024 |
About Shenzhen Kaifa 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 Shenzhen or other stocks. Alpha measures the amount that position in Shenzhen Kaifa Technology 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 Shenzhen Kaifa 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, Shenzhen Kaifa's short interest history, or implied volatility extrapolated from Shenzhen Kaifa options trading.
Build Portfolio with Shenzhen Kaifa
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
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Other Information on Investing in Shenzhen Stock
Shenzhen Kaifa financial ratios help investors to determine whether Shenzhen 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 Shenzhen with respect to the benefits of owning Shenzhen Kaifa security.