Hanpin Electron (Taiwan) Alpha and Beta Analysis
| 2488 Stock | TWD 53.30 0.10 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hanpin Electron Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hanpin Electron over a specified time horizon. Remember, high Hanpin Electron'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 Hanpin Electron's market risk premium analysis include:
Beta 0.24 | Alpha 0.16 | Risk 1.82 | Sharpe Ratio 0.13 | Expected Return 0.23 |
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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Hanpin Electron Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hanpin Electron market risk premium is the additional return an investor will receive from holding Hanpin Electron 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 Hanpin Electron. 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 Hanpin Electron's performance over market.| α | 0.16 | β | 0.24 |
Hanpin Electron 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 Hanpin Electron's Buy-and-hold return. Our buy-and-hold chart shows how Hanpin Electron performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hanpin Electron Market Price Analysis
Market price analysis indicators help investors to evaluate how Hanpin Electron stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hanpin Electron shares will generate the highest return on investment. By understating and applying Hanpin Electron stock market price indicators, traders can identify Hanpin Electron position entry and exit signals to maximize returns.
Hanpin Electron Return and Market Media
The median price of Hanpin Electron for the period between Fri, Oct 11, 2024 and Thu, Jan 9, 2025 is 53.5 with a coefficient of variation of 8.2. The daily time series for the period is distributed with a sample standard deviation of 4.32, arithmetic mean of 52.76, and mean deviation of 3.95. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Hanpin Electron 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 Hanpin or other stocks. Alpha measures the amount that position in Hanpin Electron 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 Hanpin Electron 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, Hanpin Electron's short interest history, or implied volatility extrapolated from Hanpin Electron options trading.
Build Portfolio with Hanpin Electron
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Additional Tools for Hanpin Stock Analysis
When running Hanpin Electron's price analysis, check to measure Hanpin Electron'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 Hanpin Electron is operating at the current time. Most of Hanpin Electron's value examination focuses on studying past and present price action to predict the probability of Hanpin Electron's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hanpin Electron's price. Additionally, you may evaluate how the addition of Hanpin Electron to your portfolios can decrease your overall portfolio volatility.