Gigasolar Materials (Taiwan) Alpha and Beta Analysis
| 3691 Stock | TWD 83.10 1.40 1.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gigasolar Materials. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gigasolar Materials over a specified time horizon. Remember, high Gigasolar Materials' 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 Gigasolar Materials' market risk premium analysis include:
Beta 0.3 | Alpha (0.32) | Risk 2.06 | Sharpe Ratio (0.15) | Expected Return (0.31) |
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.
Gigasolar |
Gigasolar Materials Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gigasolar Materials market risk premium is the additional return an investor will receive from holding Gigasolar Materials 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 Gigasolar Materials. 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 Gigasolar Materials' performance over market.| α | -0.32 | β | 0.30 |
Gigasolar Materials 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 Gigasolar Materials' Buy-and-hold return. Our buy-and-hold chart shows how Gigasolar Materials performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gigasolar Materials Market Price Analysis
Market price analysis indicators help investors to evaluate how Gigasolar Materials stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gigasolar Materials shares will generate the highest return on investment. By understating and applying Gigasolar Materials stock market price indicators, traders can identify Gigasolar Materials position entry and exit signals to maximize returns.
Gigasolar Materials Return and Market Media
The median price of Gigasolar Materials for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 95.5 with a coefficient of variation of 8.53. The daily time series for the period is distributed with a sample standard deviation of 8.13, arithmetic mean of 95.26, and mean deviation of 7.27. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Gigasolar Materials 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 Gigasolar or other stocks. Alpha measures the amount that position in Gigasolar Materials 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 Gigasolar Materials 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, Gigasolar Materials' short interest history, or implied volatility extrapolated from Gigasolar Materials options trading.
Build Portfolio with Gigasolar Materials
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
Additional Tools for Gigasolar Stock Analysis
When running Gigasolar Materials' price analysis, check to measure Gigasolar Materials' 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 Gigasolar Materials is operating at the current time. Most of Gigasolar Materials' value examination focuses on studying past and present price action to predict the probability of Gigasolar Materials' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gigasolar Materials' price. Additionally, you may evaluate how the addition of Gigasolar Materials to your portfolios can decrease your overall portfolio volatility.