China Glaze (Taiwan) Alpha and Beta Analysis

1809 Stock   19.40  0.40  2.02%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as China Glaze Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in China Glaze over a specified time horizon. Remember, high China Glaze'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 China Glaze's market risk premium analysis include:
Beta
(0.09)
Alpha
(0.06)
Risk
2.67
Sharpe Ratio
(0.05)
Expected Return
(0.14)
Please note that although China Glaze 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, China Glaze did 0.06  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 China Glaze Co stock's relative risk over its benchmark. China Glaze has a beta of 0.09  . As returns on the market increase, returns on owning China Glaze are expected to decrease at a much lower rate. During the bear market, China Glaze is likely to outperform the market. .
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 China Glaze Backtesting, China Glaze Valuation, China Glaze Correlation, China Glaze Hype Analysis, China Glaze Volatility, China Glaze History and analyze China Glaze Performance.

China Glaze Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. China Glaze market risk premium is the additional return an investor will receive from holding China Glaze 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 China Glaze. 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 China Glaze's performance over market.
α-0.06   β-0.09
100%

China Glaze 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 China Glaze's Buy-and-hold return. Our buy-and-hold chart shows how China Glaze performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
100%

China Glaze Market Price Analysis

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

China Glaze Return and Market Media

The median price of China Glaze for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 21.1 with a coefficient of variation of 5.34. The daily time series for the period is distributed with a sample standard deviation of 1.13, arithmetic mean of 21.18, and mean deviation of 0.88. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.15OctNovDec -5051015
JavaScript chart by amCharts 3.21.15China Glaze China Glaze Dividend Benchmark Dow Jones Industrial
       Timeline  

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

Build Portfolio with China Glaze

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 China Stock Analysis

When running China Glaze's price analysis, check to measure China Glaze'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 China Glaze is operating at the current time. Most of China Glaze's value examination focuses on studying past and present price action to predict the probability of China Glaze's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move China Glaze's price. Additionally, you may evaluate how the addition of China Glaze to your portfolios can decrease your overall portfolio volatility.

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