Fuda Alloy (China) Alpha and Beta Analysis
| 603045 Stock | 14.26 0.50 3.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fuda Alloy Materials. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fuda Alloy over a specified time horizon. Remember, high Fuda Alloy'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 Fuda Alloy's market risk premium analysis include:
Beta 0.47 | Alpha 0.2 | Risk 2.99 | Sharpe Ratio 0.0535 | Expected Return 0.16 |
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.
Fuda |
Fuda Alloy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fuda Alloy market risk premium is the additional return an investor will receive from holding Fuda Alloy 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 Fuda Alloy. 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 Fuda Alloy's performance over market.| α | 0.20 | β | 0.47 |
Fuda Alloy 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 Fuda Alloy's Buy-and-hold return. Our buy-and-hold chart shows how Fuda Alloy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fuda Alloy Market Price Analysis
Market price analysis indicators help investors to evaluate how Fuda Alloy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fuda Alloy shares will generate the highest return on investment. By understating and applying Fuda Alloy stock market price indicators, traders can identify Fuda Alloy position entry and exit signals to maximize returns.
Fuda Alloy Return and Market Media
The median price of Fuda Alloy for the period between Mon, Dec 2, 2024 and Sun, Mar 2, 2025 is 13.76 with a coefficient of variation of 7.47. The daily time series for the period is distributed with a sample standard deviation of 1.03, arithmetic mean of 13.85, and mean deviation of 0.87. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Subdued Growth No Barrier To Fuda Alloy Materials Co.,Ltd With Shares Advancing 29 percent - Simply Wall St | 01/22/2025 |
About Fuda Alloy 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 Fuda or other stocks. Alpha measures the amount that position in Fuda Alloy 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 Fuda Alloy 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, Fuda Alloy's short interest history, or implied volatility extrapolated from Fuda Alloy options trading.
Build Portfolio with Fuda Alloy
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Other Information on Investing in Fuda Stock
Fuda Alloy financial ratios help investors to determine whether Fuda 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 Fuda with respect to the benefits of owning Fuda Alloy security.