Xiamen ITG (China) Alpha and Beta Analysis
| 600755 Stock | 6.69 0.01 0.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Xiamen ITG Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Xiamen ITG over a specified time horizon. Remember, high Xiamen ITG'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 Xiamen ITG's market risk premium analysis include:
Beta 0.1 | Alpha 0.25 | Risk 1.95 | Sharpe Ratio (0.12) | Expected Return (0.24) |
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.
Xiamen |
Xiamen ITG Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Xiamen ITG market risk premium is the additional return an investor will receive from holding Xiamen ITG 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 Xiamen ITG. 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 Xiamen ITG's performance over market.| α | 0.25 | β | 0.10 |
Xiamen ITG 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 Xiamen ITG's Buy-and-hold return. Our buy-and-hold chart shows how Xiamen ITG performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Xiamen ITG Market Price Analysis
Market price analysis indicators help investors to evaluate how Xiamen ITG stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Xiamen ITG shares will generate the highest return on investment. By understating and applying Xiamen ITG stock market price indicators, traders can identify Xiamen ITG position entry and exit signals to maximize returns.
Xiamen ITG Return and Market Media
The median price of Xiamen ITG for the period between Tue, Oct 1, 2024 and Mon, Dec 30, 2024 is 6.8 with a coefficient of variation of 4.43. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 6.78, and mean deviation of 0.2. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Private companies are Xiamen XGMA Machinery Company Limiteds biggest owners and were rewarded after market cap rose by CN603m last week - Simply Wall St | 09/30/2024 |
2 | Individual investors account for 46 percent of Xiamen ITG Group Corp.,Ltds ownership, while private companies account for 38 percent - Simply Wall St | 12/16/2024 |
About Xiamen ITG 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 Xiamen or other stocks. Alpha measures the amount that position in Xiamen ITG Group 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 Xiamen ITG 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, Xiamen ITG's short interest history, or implied volatility extrapolated from Xiamen ITG options trading.
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Other Information on Investing in Xiamen Stock
Xiamen ITG financial ratios help investors to determine whether Xiamen Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Xiamen with respect to the benefits of owning Xiamen ITG security.