Space Shuttle (Taiwan) Alpha and Beta Analysis
| 2440 Stock | TWD 12.70 0.30 2.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Space Shuttle Hi Tech. It also helps investors analyze the systematic and unsystematic risks associated with investing in Space Shuttle over a specified time horizon. Remember, high Space Shuttle'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 Space Shuttle's market risk premium analysis include:
Beta 0.25 | Alpha (0.14) | Risk 1.69 | Sharpe Ratio (0.11) | Expected Return (0.18) |
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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Space Shuttle Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Space Shuttle market risk premium is the additional return an investor will receive from holding Space Shuttle 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 Space Shuttle. 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 Space Shuttle's performance over market.| α | -0.14 | β | 0.25 |
Space Shuttle 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 Space Shuttle's Buy-and-hold return. Our buy-and-hold chart shows how Space Shuttle performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Space Shuttle Market Price Analysis
Market price analysis indicators help investors to evaluate how Space Shuttle stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Space Shuttle shares will generate the highest return on investment. By understating and applying Space Shuttle stock market price indicators, traders can identify Space Shuttle position entry and exit signals to maximize returns.
Space Shuttle Return and Market Media
The median price of Space Shuttle for the period between Sun, Sep 15, 2024 and Sat, Dec 14, 2024 is 13.9 with a coefficient of variation of 4.61. The daily time series for the period is distributed with a sample standard deviation of 0.64, arithmetic mean of 13.81, and mean deviation of 0.51. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Space Shuttle 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 Space or other stocks. Alpha measures the amount that position in Space Shuttle Hi 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 Space Shuttle 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, Space Shuttle's short interest history, or implied volatility extrapolated from Space Shuttle options trading.
Build Portfolio with Space Shuttle
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Additional Tools for Space Stock Analysis
When running Space Shuttle's price analysis, check to measure Space Shuttle'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 Space Shuttle is operating at the current time. Most of Space Shuttle's value examination focuses on studying past and present price action to predict the probability of Space Shuttle's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Space Shuttle's price. Additionally, you may evaluate how the addition of Space Shuttle to your portfolios can decrease your overall portfolio volatility.