Interactive Digital (Taiwan) Alpha and Beta Analysis
| 6486 Stock | TWD 86.30 0.40 0.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Interactive Digital Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Interactive Digital over a specified time horizon. Remember, high Interactive Digital'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 Interactive Digital's market risk premium analysis include:
Beta (0.1) | Alpha 0.0103 | Risk 0.65 | Sharpe Ratio 0.12 | Expected Return 0.0804 |
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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Interactive Digital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Interactive Digital market risk premium is the additional return an investor will receive from holding Interactive Digital 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 Interactive Digital. 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 Interactive Digital's performance over market.| α | 0.01 | β | -0.1 |
Interactive Digital 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 Interactive Digital's Buy-and-hold return. Our buy-and-hold chart shows how Interactive Digital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Interactive Digital Market Price Analysis
Market price analysis indicators help investors to evaluate how Interactive Digital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Interactive Digital shares will generate the highest return on investment. By understating and applying Interactive Digital stock market price indicators, traders can identify Interactive Digital position entry and exit signals to maximize returns.
Interactive Digital Return and Market Media
The median price of Interactive Digital for the period between Wed, Dec 4, 2024 and Tue, Mar 4, 2025 is 82.9 with a coefficient of variation of 1.88. The daily time series for the period is distributed with a sample standard deviation of 1.57, arithmetic mean of 83.26, and mean deviation of 1.24. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Interactive Digital 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 Interactive or other stocks. Alpha measures the amount that position in Interactive Digital 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 Interactive Digital 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, Interactive Digital's short interest history, or implied volatility extrapolated from Interactive Digital options trading.
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Additional Tools for Interactive Stock Analysis
When running Interactive Digital's price analysis, check to measure Interactive Digital'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 Interactive Digital is operating at the current time. Most of Interactive Digital's value examination focuses on studying past and present price action to predict the probability of Interactive Digital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Interactive Digital's price. Additionally, you may evaluate how the addition of Interactive Digital to your portfolios can decrease your overall portfolio volatility.