StShine Optical (Taiwan) Alpha and Beta Analysis
| 1565 Stock | TWD 197.50 5.50 2.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as StShine Optical Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in StShine Optical over a specified time horizon. Remember, high StShine Optical'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 StShine Optical's market risk premium analysis include:
Beta 0.16 | Alpha 0.26 | Risk 2.5 | Sharpe Ratio 0.0817 | Expected Return 0.2 |
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.
StShine |
StShine Optical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. StShine Optical market risk premium is the additional return an investor will receive from holding StShine Optical 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 StShine Optical. 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 StShine Optical's performance over market.| α | 0.26 | β | 0.16 |
StShine Optical 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 StShine Optical's Buy-and-hold return. Our buy-and-hold chart shows how StShine Optical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.StShine Optical Market Price Analysis
Market price analysis indicators help investors to evaluate how StShine Optical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading StShine Optical shares will generate the highest return on investment. By understating and applying StShine Optical stock market price indicators, traders can identify StShine Optical position entry and exit signals to maximize returns.
StShine Optical Return and Market Media
The median price of StShine Optical for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 212.5 with a coefficient of variation of 9.4. The daily time series for the period is distributed with a sample standard deviation of 19.88, arithmetic mean of 211.52, and mean deviation of 15.34. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About StShine Optical 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 StShine or other stocks. Alpha measures the amount that position in StShine Optical 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 StShine Optical 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, StShine Optical's short interest history, or implied volatility extrapolated from StShine Optical options trading.
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Additional Tools for StShine Stock Analysis
When running StShine Optical's price analysis, check to measure StShine Optical'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 StShine Optical is operating at the current time. Most of StShine Optical's value examination focuses on studying past and present price action to predict the probability of StShine Optical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move StShine Optical's price. Additionally, you may evaluate how the addition of StShine Optical to your portfolios can decrease your overall portfolio volatility.