Voltronic Power (Taiwan) Alpha and Beta Analysis
| 6409 Stock | TWD 1,850 10.00 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Voltronic Power Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Voltronic Power over a specified time horizon. Remember, high Voltronic Power'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 Voltronic Power's market risk premium analysis include:
Beta (0.15) | Alpha (0.09) | Risk 2.93 | Sharpe Ratio (0.04) | Expected Return (0.11) |
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.
Voltronic |
Voltronic Power Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Voltronic Power market risk premium is the additional return an investor will receive from holding Voltronic Power 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 Voltronic Power. 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 Voltronic Power's performance over market.| α | -0.09 | β | -0.15 |
Voltronic Power 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 Voltronic Power's Buy-and-hold return. Our buy-and-hold chart shows how Voltronic Power performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Voltronic Power Market Price Analysis
Market price analysis indicators help investors to evaluate how Voltronic Power stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Voltronic Power shares will generate the highest return on investment. By understating and applying Voltronic Power stock market price indicators, traders can identify Voltronic Power position entry and exit signals to maximize returns.
Voltronic Power Return and Market Media
The median price of Voltronic Power for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 2075.0 with a coefficient of variation of 5.53. The daily time series for the period is distributed with a sample standard deviation of 114.4, arithmetic mean of 2069.55, and mean deviation of 98.94. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Voltronic Power 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 Voltronic or other stocks. Alpha measures the amount that position in Voltronic Power Tech 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 Voltronic Power 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, Voltronic Power's short interest history, or implied volatility extrapolated from Voltronic Power options trading.
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Additional Tools for Voltronic Stock Analysis
When running Voltronic Power's price analysis, check to measure Voltronic Power'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 Voltronic Power is operating at the current time. Most of Voltronic Power's value examination focuses on studying past and present price action to predict the probability of Voltronic Power's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Voltronic Power's price. Additionally, you may evaluate how the addition of Voltronic Power to your portfolios can decrease your overall portfolio volatility.