Galaxy Software (Taiwan) Alpha and Beta Analysis
| 6752 Stock | TWD 143.50 2.00 1.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Galaxy Software Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in Galaxy Software over a specified time horizon. Remember, high Galaxy Software'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 Galaxy Software's market risk premium analysis include:
Beta (0.87) | Alpha 0.45 | Risk 2.77 | Sharpe Ratio 0.11 | Expected Return 0.3 |
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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Galaxy Software Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Galaxy Software market risk premium is the additional return an investor will receive from holding Galaxy Software 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 Galaxy Software. 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 Galaxy Software's performance over market.| α | 0.45 | β | -0.87 |
Galaxy Software 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 Galaxy Software's Buy-and-hold return. Our buy-and-hold chart shows how Galaxy Software performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Galaxy Software Market Price Analysis
Market price analysis indicators help investors to evaluate how Galaxy Software stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Galaxy Software shares will generate the highest return on investment. By understating and applying Galaxy Software stock market price indicators, traders can identify Galaxy Software position entry and exit signals to maximize returns.
Galaxy Software Return and Market Media
The median price of Galaxy Software for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 120.0 with a coefficient of variation of 6.09. The daily time series for the period is distributed with a sample standard deviation of 7.42, arithmetic mean of 121.89, and mean deviation of 4.91. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Galaxy Software 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 Galaxy or other stocks. Alpha measures the amount that position in Galaxy Software Services 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 Galaxy Software 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, Galaxy Software's short interest history, or implied volatility extrapolated from Galaxy Software options trading.
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Additional Tools for Galaxy Stock Analysis
When running Galaxy Software's price analysis, check to measure Galaxy Software'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 Galaxy Software is operating at the current time. Most of Galaxy Software's value examination focuses on studying past and present price action to predict the probability of Galaxy Software's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Galaxy Software's price. Additionally, you may evaluate how the addition of Galaxy Software to your portfolios can decrease your overall portfolio volatility.