Cathay TAIEX (Taiwan) Alpha and Beta Analysis
| 00664R Etf | TWD 3.68 0.03 0.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cathay TAIEX Daily. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cathay TAIEX over a specified time horizon. Remember, high Cathay TAIEX'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 Cathay TAIEX's market risk premium analysis include:
Beta (0.22) | Alpha (0.05) | Risk 1.06 | Sharpe Ratio (0.03) | Expected Return (0.03) |
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.
Cathay |
Cathay TAIEX Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cathay TAIEX market risk premium is the additional return an investor will receive from holding Cathay TAIEX 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 Cathay TAIEX. 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 Cathay TAIEX's performance over market.| α | -0.05 | β | -0.22 |
Cathay TAIEX 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 Cathay TAIEX's Buy-and-hold return. Our buy-and-hold chart shows how Cathay TAIEX performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cathay TAIEX Market Price Analysis
Market price analysis indicators help investors to evaluate how Cathay TAIEX etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cathay TAIEX shares will generate the highest return on investment. By understating and applying Cathay TAIEX etf market price indicators, traders can identify Cathay TAIEX position entry and exit signals to maximize returns.
Cathay TAIEX Return and Market Media
The median price of Cathay TAIEX for the period between Mon, Dec 2, 2024 and Sun, Mar 2, 2025 is 3.69 with a coefficient of variation of 1.52. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 3.7, and mean deviation of 0.04. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Cathay TAIEX 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 Cathay or other etfs. Alpha measures the amount that position in Cathay TAIEX Daily 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 Cathay TAIEX 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, Cathay TAIEX's short interest history, or implied volatility extrapolated from Cathay TAIEX options trading.
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Other Information on Investing in Cathay Etf
Cathay TAIEX financial ratios help investors to determine whether Cathay Etf 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 Cathay with respect to the benefits of owning Cathay TAIEX security.