Sensortek Technology (Taiwan) Alpha and Beta Analysis
| 6732 Stock | TWD 233.00 4.00 1.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sensortek Technology Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sensortek Technology over a specified time horizon. Remember, high Sensortek Technology'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 Sensortek Technology's market risk premium analysis include:
Beta 0.0054 | Alpha (0.30) | Risk 2.55 | Sharpe Ratio (0.12) | Expected Return (0.30) |
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.
Sensortek |
Sensortek Technology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sensortek Technology market risk premium is the additional return an investor will receive from holding Sensortek Technology 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 Sensortek Technology. 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 Sensortek Technology's performance over market.| α | -0.3 | β | 0.01 |
Sensortek Technology 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 Sensortek Technology's Buy-and-hold return. Our buy-and-hold chart shows how Sensortek Technology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sensortek Technology Market Price Analysis
Market price analysis indicators help investors to evaluate how Sensortek Technology stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sensortek Technology shares will generate the highest return on investment. By understating and applying Sensortek Technology stock market price indicators, traders can identify Sensortek Technology position entry and exit signals to maximize returns.
Sensortek Technology Return and Market Media
The median price of Sensortek Technology for the period between Fri, Oct 25, 2024 and Thu, Jan 23, 2025 is 267.0 with a coefficient of variation of 8.02. The daily time series for the period is distributed with a sample standard deviation of 21.27, arithmetic mean of 265.21, and mean deviation of 17.34. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Sensortek Technology 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 Sensortek or other stocks. Alpha measures the amount that position in Sensortek Technology Corp 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 Sensortek Technology 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, Sensortek Technology's short interest history, or implied volatility extrapolated from Sensortek Technology options trading.
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Additional Tools for Sensortek Stock Analysis
When running Sensortek Technology's price analysis, check to measure Sensortek Technology'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 Sensortek Technology is operating at the current time. Most of Sensortek Technology's value examination focuses on studying past and present price action to predict the probability of Sensortek Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sensortek Technology's price. Additionally, you may evaluate how the addition of Sensortek Technology to your portfolios can decrease your overall portfolio volatility.