Lin Horn (Taiwan) Alpha and Beta Analysis
| 5464 Stock | TWD 24.35 0.45 1.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lin Horn Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lin Horn over a specified time horizon. Remember, high Lin Horn'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 Lin Horn's market risk premium analysis include:
Beta 0.12 | Alpha (0.18) | Risk 1.93 | Sharpe Ratio (0.09) | Expected Return (0.17) |
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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Lin Horn Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lin Horn market risk premium is the additional return an investor will receive from holding Lin Horn 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 Lin Horn. 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 Lin Horn's performance over market.| α | -0.18 | β | 0.12 |
Lin Horn 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 Lin Horn's Buy-and-hold return. Our buy-and-hold chart shows how Lin Horn performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lin Horn Market Price Analysis
Market price analysis indicators help investors to evaluate how Lin Horn stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lin Horn shares will generate the highest return on investment. By understating and applying Lin Horn stock market price indicators, traders can identify Lin Horn position entry and exit signals to maximize returns.
Lin Horn Return and Market Media
The median price of Lin Horn for the period between Sat, Oct 26, 2024 and Fri, Jan 24, 2025 is 24.5 with a coefficient of variation of 5.38. The daily time series for the period is distributed with a sample standard deviation of 1.33, arithmetic mean of 24.67, and mean deviation of 0.98. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Lin Horn 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 Lin or other stocks. Alpha measures the amount that position in Lin Horn Technology 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 Lin Horn 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, Lin Horn's short interest history, or implied volatility extrapolated from Lin Horn options trading.
Build Portfolio with Lin Horn
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Additional Tools for Lin Stock Analysis
When running Lin Horn's price analysis, check to measure Lin Horn'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 Lin Horn is operating at the current time. Most of Lin Horn's value examination focuses on studying past and present price action to predict the probability of Lin Horn's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lin Horn's price. Additionally, you may evaluate how the addition of Lin Horn to your portfolios can decrease your overall portfolio volatility.