Aerospace (China) Alpha and Beta Analysis
| 000901 Stock | 12.00 0.05 0.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aerospace Hi Tech Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aerospace over a specified time horizon. Remember, high Aerospace'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 Aerospace's market risk premium analysis include:
Beta (0.01) | Alpha 0.45 | Risk 3.82 | Sharpe Ratio 0.12 | Expected Return 0.45 |
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.
Aerospace |
Aerospace Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aerospace market risk premium is the additional return an investor will receive from holding Aerospace 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 Aerospace. 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 Aerospace's performance over market.| α | 0.45 | β | -0.0068 |
Aerospace 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 Aerospace's Buy-and-hold return. Our buy-and-hold chart shows how Aerospace performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aerospace Market Price Analysis
Market price analysis indicators help investors to evaluate how Aerospace stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aerospace shares will generate the highest return on investment. By understating and applying Aerospace stock market price indicators, traders can identify Aerospace position entry and exit signals to maximize returns.
Aerospace Return and Market Media
The median price of Aerospace for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 11.95 with a coefficient of variation of 11.07. The daily time series for the period is distributed with a sample standard deviation of 1.29, arithmetic mean of 11.65, and mean deviation of 1.02. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Jim Cramer Says Buy CrowdStrike Stock, Calls This Aerospace Manufacturer A High Speculative Stock - Benzinga | 10/30/2024 |
2 | Aerospace Hi-Tech Holding Group Co., Ltd.s Shares Bounce 28 percent But Its Business Still Trails The Industry - Simply Wall St | 11/14/2024 |
3 | Aerospace Hi-Tech Holding Group Is Making Moderate Use Of Debt - Simply Wall St | 12/19/2024 |
About Aerospace 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 Aerospace or other stocks. Alpha measures the amount that position in Aerospace Hi Tech 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 Aerospace 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, Aerospace's short interest history, or implied volatility extrapolated from Aerospace options trading.
Build Portfolio with Aerospace
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Other Information on Investing in Aerospace Stock
Aerospace financial ratios help investors to determine whether Aerospace 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 Aerospace with respect to the benefits of owning Aerospace security.