An Shin (Taiwan) Alpha and Beta Analysis

1259 Stock  TWD 65.10  0.70  1.09%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as An Shin Food Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in An Shin over a specified time horizon. Remember, high An Shin'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 An Shin's market risk premium analysis include:
Beta
0.0114
Alpha
(0.14)
Risk
0.48
Sharpe Ratio
(0.22)
Expected Return
(0.10)
Please note that although An Shin 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, An Shin did 0.14  worse 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 An Shin Food Services stock's relative risk over its benchmark. An Shin Food has a beta of 0.01  . As returns on the market increase, An Shin's returns are expected to increase less than the market. However, during the bear market, the loss of holding An Shin 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 An Shin Backtesting, An Shin Valuation, An Shin Correlation, An Shin Hype Analysis, An Shin Volatility, An Shin History and analyze An Shin Performance.

An Shin Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. An Shin market risk premium is the additional return an investor will receive from holding An Shin 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 An Shin. 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 An Shin's performance over market.
α-0.14   β0.01

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

An Shin Market Price Analysis

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

An Shin Return and Market Media

The median price of An Shin for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 68.0 with a coefficient of variation of 2.44. The daily time series for the period is distributed with a sample standard deviation of 1.64, arithmetic mean of 67.47, and mean deviation of 1.39. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About An Shin 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 1259 or other stocks. Alpha measures the amount that position in An Shin Food 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 An Shin 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, An Shin's short interest history, or implied volatility extrapolated from An Shin options trading.

Build Portfolio with An Shin

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

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

Additional Tools for 1259 Stock Analysis

When running An Shin's price analysis, check to measure An Shin's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy An Shin is operating at the current time. Most of An Shin's value examination focuses on studying past and present price action to predict the probability of An Shin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move An Shin's price. Additionally, you may evaluate how the addition of An Shin to your portfolios can decrease your overall portfolio volatility.