Sunko Ink (Taiwan) Alpha and Beta Analysis
| 1721 Stock | TWD 16.40 0.25 1.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sunko Ink Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sunko Ink over a specified time horizon. Remember, high Sunko Ink'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 Sunko Ink's market risk premium analysis include:
Beta (0.47) | Alpha (0.52) | Risk 2.89 | Sharpe Ratio (0.20) | Expected Return (0.59) |
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.
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Sunko Ink Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sunko Ink market risk premium is the additional return an investor will receive from holding Sunko Ink 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 Sunko Ink. 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 Sunko Ink's performance over market.| α | -0.52 | β | -0.47 |
Sunko Ink 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 Sunko Ink's Buy-and-hold return. Our buy-and-hold chart shows how Sunko Ink performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sunko Ink Market Price Analysis
Market price analysis indicators help investors to evaluate how Sunko Ink stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sunko Ink shares will generate the highest return on investment. By understating and applying Sunko Ink stock market price indicators, traders can identify Sunko Ink position entry and exit signals to maximize returns.
Sunko Ink Return and Market Media
The median price of Sunko Ink for the period between Thu, Sep 26, 2024 and Wed, Dec 25, 2024 is 20.7 with a coefficient of variation of 14.3. The daily time series for the period is distributed with a sample standard deviation of 2.94, arithmetic mean of 20.58, and mean deviation of 2.49. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Sunko Ink 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 Sunko or other stocks. Alpha measures the amount that position in Sunko Ink 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 Sunko Ink 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, Sunko Ink's short interest history, or implied volatility extrapolated from Sunko Ink options trading.
Build Portfolio with Sunko Ink
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Additional Tools for Sunko Stock Analysis
When running Sunko Ink's price analysis, check to measure Sunko Ink'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 Sunko Ink is operating at the current time. Most of Sunko Ink's value examination focuses on studying past and present price action to predict the probability of Sunko Ink's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sunko Ink's price. Additionally, you may evaluate how the addition of Sunko Ink to your portfolios can decrease your overall portfolio volatility.