Hsinjing Holding (Taiwan) Alpha and Beta Analysis
| 3713 Stock | TWD 22.40 0.15 0.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hsinjing Holding Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hsinjing Holding over a specified time horizon. Remember, high Hsinjing Holding'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 Hsinjing Holding's market risk premium analysis include:
Beta (0.14) | Alpha (0.07) | Risk 1.23 | Sharpe Ratio (0.10) | Expected Return (0.12) |
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.
Hsinjing |
Hsinjing Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hsinjing Holding market risk premium is the additional return an investor will receive from holding Hsinjing Holding 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 Hsinjing Holding. 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 Hsinjing Holding's performance over market.| α | -0.07 | β | -0.14 |
Hsinjing Holding 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 Hsinjing Holding's Buy-and-hold return. Our buy-and-hold chart shows how Hsinjing Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hsinjing Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Hsinjing Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hsinjing Holding shares will generate the highest return on investment. By understating and applying Hsinjing Holding stock market price indicators, traders can identify Hsinjing Holding position entry and exit signals to maximize returns.
Hsinjing Holding Return and Market Media
The median price of Hsinjing Holding for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 23.05 with a coefficient of variation of 2.98. The daily time series for the period is distributed with a sample standard deviation of 0.69, arithmetic mean of 23.07, and mean deviation of 0.56. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Hsinjing Holding 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 Hsinjing or other stocks. Alpha measures the amount that position in Hsinjing Holding 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 Hsinjing Holding 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, Hsinjing Holding's short interest history, or implied volatility extrapolated from Hsinjing Holding options trading.
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Additional Tools for Hsinjing Stock Analysis
When running Hsinjing Holding's price analysis, check to measure Hsinjing Holding'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 Hsinjing Holding is operating at the current time. Most of Hsinjing Holding's value examination focuses on studying past and present price action to predict the probability of Hsinjing Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hsinjing Holding's price. Additionally, you may evaluate how the addition of Hsinjing Holding to your portfolios can decrease your overall portfolio volatility.