Shinhan Financial (Korea) Alpha and Beta Analysis
| 055550 Stock | 53,900 900.00 1.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Shinhan Financial Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Shinhan Financial over a specified time horizon. Remember, high Shinhan Financial'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 Shinhan Financial's market risk premium analysis include:
Beta 0.58 | Alpha (0.19) | Risk 2.48 | Sharpe Ratio (0) | Expected Return (0) |
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.
Shinhan |
Shinhan Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Shinhan Financial market risk premium is the additional return an investor will receive from holding Shinhan Financial 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 Shinhan Financial. 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 Shinhan Financial's performance over market.| α | -0.19 | β | 0.58 |
Shinhan Financial 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 Shinhan Financial's Buy-and-hold return. Our buy-and-hold chart shows how Shinhan Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Shinhan Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Shinhan Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Shinhan Financial shares will generate the highest return on investment. By understating and applying Shinhan Financial stock market price indicators, traders can identify Shinhan Financial position entry and exit signals to maximize returns.
Shinhan Financial Return and Market Media
The median price of Shinhan Financial for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 55880.53 with a coefficient of variation of 2.89. The daily time series for the period is distributed with a sample standard deviation of 1612.69, arithmetic mean of 55738.39, and mean deviation of 1158.55. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Shinhan Financial 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 Shinhan or other stocks. Alpha measures the amount that position in Shinhan Financial 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 Shinhan Financial 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, Shinhan Financial's short interest history, or implied volatility extrapolated from Shinhan Financial options trading.
Build Portfolio with Shinhan Financial
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
Align your risk with return expectations
Additional Information and Resources on Investing in Shinhan Stock
When determining whether Shinhan Financial is a strong investment it is important to analyze Shinhan Financial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Shinhan Financial's future performance. For an informed investment choice regarding Shinhan Stock, refer to the following important reports:Check out Shinhan Financial Backtesting, Shinhan Financial Valuation, Shinhan Financial Correlation, Shinhan Financial Hype Analysis, Shinhan Financial Volatility, Shinhan Financial History and analyze Shinhan Financial Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Shinhan Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.