LandMark Optoelectronics (Taiwan) Alpha and Beta Analysis
| 3081 Stock | TWD 354.00 1.50 0.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LandMark Optoelectronics. It also helps investors analyze the systematic and unsystematic risks associated with investing in LandMark Optoelectronics over a specified time horizon. Remember, high LandMark Optoelectronics' 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 LandMark Optoelectronics' market risk premium analysis include:
Beta 1.12 | Alpha 0.79 | Risk 4.62 | Sharpe Ratio 0.21 | Expected Return 0.96 |
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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LandMark Optoelectronics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LandMark Optoelectronics market risk premium is the additional return an investor will receive from holding LandMark Optoelectronics 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 LandMark Optoelectronics. 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 LandMark Optoelectronics' performance over market.| α | 0.79 | β | 1.12 |
LandMark Optoelectronics 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 LandMark Optoelectronics' Buy-and-hold return. Our buy-and-hold chart shows how LandMark Optoelectronics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.LandMark Optoelectronics Market Price Analysis
Market price analysis indicators help investors to evaluate how LandMark Optoelectronics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading LandMark Optoelectronics shares will generate the highest return on investment. By understating and applying LandMark Optoelectronics stock market price indicators, traders can identify LandMark Optoelectronics position entry and exit signals to maximize returns.
LandMark Optoelectronics Return and Market Media
The median price of LandMark Optoelectronics for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 340.0 with a coefficient of variation of 15.89. The daily time series for the period is distributed with a sample standard deviation of 51.23, arithmetic mean of 322.38, and mean deviation of 39.24. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About LandMark Optoelectronics 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 LandMark or other stocks. Alpha measures the amount that position in LandMark Optoelectronics 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 LandMark Optoelectronics 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, LandMark Optoelectronics' short interest history, or implied volatility extrapolated from LandMark Optoelectronics options trading.
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Additional Tools for LandMark Stock Analysis
When running LandMark Optoelectronics' price analysis, check to measure LandMark Optoelectronics' 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 LandMark Optoelectronics is operating at the current time. Most of LandMark Optoelectronics' value examination focuses on studying past and present price action to predict the probability of LandMark Optoelectronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LandMark Optoelectronics' price. Additionally, you may evaluate how the addition of LandMark Optoelectronics to your portfolios can decrease your overall portfolio volatility.