Orient Sec (China) Alpha and Beta Analysis
| 600958 Stock | 10.66 0.01 0.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Orient Sec Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Orient Sec over a specified time horizon. Remember, high Orient Sec'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 Orient Sec's market risk premium analysis include:
Beta (0.61) | Alpha 0.39 | Risk 3.31 | Sharpe Ratio 0.13 | Expected Return 0.43 |
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.
Orient |
Orient Sec Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Orient Sec market risk premium is the additional return an investor will receive from holding Orient Sec 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 Orient Sec. 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 Orient Sec's performance over market.| α | 0.39 | β | -0.61 |
Orient Sec 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 Orient Sec's Buy-and-hold return. Our buy-and-hold chart shows how Orient Sec performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Orient Sec Market Price Analysis
Market price analysis indicators help investors to evaluate how Orient Sec stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Orient Sec shares will generate the highest return on investment. By understating and applying Orient Sec stock market price indicators, traders can identify Orient Sec position entry and exit signals to maximize returns.
Orient Sec Return and Market Media
The median price of Orient Sec for the period between Thu, Sep 19, 2024 and Wed, Dec 18, 2024 is 10.69 with a coefficient of variation of 9.39. The daily time series for the period is distributed with a sample standard deviation of 0.97, arithmetic mean of 10.37, and mean deviation of 0.75. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Adanis Ambuja to acquire 46.8 percent stake in Orient Cement - Construction World | 10/25/2024 |
2 | Indian stock market 10 key things that changed for market over weekend - Gift Nifty, China inflation to Bitcoin prices Stock Market News - Mint | 11/11/2024 |
About Orient Sec 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 Orient or other stocks. Alpha measures the amount that position in Orient Sec 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 Orient Sec 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, Orient Sec's short interest history, or implied volatility extrapolated from Orient Sec options trading.
Build Portfolio with Orient Sec
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Other Information on Investing in Orient Stock
Orient Sec financial ratios help investors to determine whether Orient 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 Orient with respect to the benefits of owning Orient Sec security.