Beijing Yanjing (China) Alpha and Beta Analysis

000729 Stock   10.38  0.14  1.37%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Beijing Yanjing Brewery. It also helps investors analyze the systematic and unsystematic risks associated with investing in Beijing Yanjing over a specified time horizon. Remember, high Beijing Yanjing'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 Beijing Yanjing's market risk premium analysis include:
Beta
0.44
Alpha
0.0721
Risk
2.45
Sharpe Ratio
0.071
Expected Return
0.17
Please note that although Beijing Yanjing alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Beijing Yanjing did 0.07  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Beijing Yanjing Brewery stock's relative risk over its benchmark. Beijing Yanjing Brewery has a beta of 0.44  . As returns on the market increase, Beijing Yanjing's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beijing Yanjing is expected to be smaller as well. .
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.
  
Check out Beijing Yanjing Backtesting, Beijing Yanjing Valuation, Beijing Yanjing Correlation, Beijing Yanjing Hype Analysis, Beijing Yanjing Volatility, Beijing Yanjing History and analyze Beijing Yanjing Performance.

Beijing Yanjing Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Beijing Yanjing market risk premium is the additional return an investor will receive from holding Beijing Yanjing 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 Beijing Yanjing. 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 Beijing Yanjing's performance over market.
α0.07   β0.44

Beijing Yanjing 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 Beijing Yanjing's Buy-and-hold return. Our buy-and-hold chart shows how Beijing Yanjing performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Beijing Yanjing Market Price Analysis

Market price analysis indicators help investors to evaluate how Beijing Yanjing stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Beijing Yanjing shares will generate the highest return on investment. By understating and applying Beijing Yanjing stock market price indicators, traders can identify Beijing Yanjing position entry and exit signals to maximize returns.

Beijing Yanjing Return and Market Media

The median price of Beijing Yanjing for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 10.19 with a coefficient of variation of 5.28. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 10.06, and mean deviation of 0.45. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Beijing Yanjing Brewery Co.,Ltd.s top owners are public companies with 59 percent stake, while 32 percent is held by individual investors - Simply Wall St
11/13/2024

About Beijing Yanjing 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 Beijing or other stocks. Alpha measures the amount that position in Beijing Yanjing Brewery 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 Beijing Yanjing 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, Beijing Yanjing's short interest history, or implied volatility extrapolated from Beijing Yanjing options trading.

Build Portfolio with Beijing Yanjing

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Beijing Stock

Beijing Yanjing financial ratios help investors to determine whether Beijing 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 Beijing with respect to the benefits of owning Beijing Yanjing security.