Fuzhou Rockchip (China) Alpha and Beta Analysis
| 603893 Stock | 84.11 0.18 0.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fuzhou Rockchip Electronics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fuzhou Rockchip over a specified time horizon. Remember, high Fuzhou Rockchip'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 Fuzhou Rockchip's market risk premium analysis include:
Beta 0.53 | Alpha 0.7 | Risk 3.92 | Sharpe Ratio 0.23 | Expected Return 0.92 |
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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Fuzhou Rockchip Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fuzhou Rockchip market risk premium is the additional return an investor will receive from holding Fuzhou Rockchip 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 Fuzhou Rockchip. 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 Fuzhou Rockchip's performance over market.| α | 0.70 | β | 0.53 |
Fuzhou Rockchip 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 Fuzhou Rockchip's Buy-and-hold return. Our buy-and-hold chart shows how Fuzhou Rockchip performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fuzhou Rockchip Market Price Analysis
Market price analysis indicators help investors to evaluate how Fuzhou Rockchip stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fuzhou Rockchip shares will generate the highest return on investment. By understating and applying Fuzhou Rockchip stock market price indicators, traders can identify Fuzhou Rockchip position entry and exit signals to maximize returns.
Fuzhou Rockchip Return and Market Media
The median price of Fuzhou Rockchip for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 79.7 with a coefficient of variation of 23.58. The daily time series for the period is distributed with a sample standard deviation of 16.97, arithmetic mean of 71.95, and mean deviation of 15.72. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Fuzhou Rockchip 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 Fuzhou or other stocks. Alpha measures the amount that position in Fuzhou Rockchip Elec 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 Fuzhou Rockchip 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, Fuzhou Rockchip's short interest history, or implied volatility extrapolated from Fuzhou Rockchip options trading.
Build Portfolio with Fuzhou Rockchip
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Other Information on Investing in Fuzhou Stock
Fuzhou Rockchip financial ratios help investors to determine whether Fuzhou 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 Fuzhou with respect to the benefits of owning Fuzhou Rockchip security.