Shenwan Hongyuan (China) Alpha and Beta Analysis
| 000166 Stock | 4.92 0.09 1.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Shenwan Hongyuan Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Shenwan Hongyuan over a specified time horizon. Remember, high Shenwan Hongyuan'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 Shenwan Hongyuan's market risk premium analysis include:
Beta 0.19 | Alpha (0.33) | Risk 2 | Sharpe Ratio (0.05) | Expected Return (0.1) |
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.
Shenwan |
Shenwan Hongyuan Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Shenwan Hongyuan market risk premium is the additional return an investor will receive from holding Shenwan Hongyuan 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 Shenwan Hongyuan. 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 Shenwan Hongyuan's performance over market.| α | -0.33 | β | 0.19 |
Shenwan Hongyuan 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 Shenwan Hongyuan's Buy-and-hold return. Our buy-and-hold chart shows how Shenwan Hongyuan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Shenwan Hongyuan Market Price Analysis
Market price analysis indicators help investors to evaluate how Shenwan Hongyuan stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Shenwan Hongyuan shares will generate the highest return on investment. By understating and applying Shenwan Hongyuan stock market price indicators, traders can identify Shenwan Hongyuan position entry and exit signals to maximize returns.
Shenwan Hongyuan Return and Market Media
The median price of Shenwan Hongyuan for the period between Sat, Oct 12, 2024 and Fri, Jan 10, 2025 is 5.38 with a coefficient of variation of 4.19. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 5.4, and mean deviation of 0.16. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Shenwan Hongyuan Faces Board Changes After Directors Passing - MSN | 11/18/2024 |
2 | Shenwan Hongyuans Strategic Moves at 2024 EGM - TipRanks | 12/02/2024 |
About Shenwan Hongyuan 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 Shenwan or other stocks. Alpha measures the amount that position in Shenwan Hongyuan 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 Shenwan Hongyuan 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, Shenwan Hongyuan's short interest history, or implied volatility extrapolated from Shenwan Hongyuan options trading.
Build Portfolio with Shenwan Hongyuan
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Other Information on Investing in Shenwan Stock
Shenwan Hongyuan financial ratios help investors to determine whether Shenwan 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 Shenwan with respect to the benefits of owning Shenwan Hongyuan security.