Circuit Fabology (China) Alpha and Beta Analysis
688630 Stock | 61.88 0.53 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Circuit Fabology Microelectronics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Circuit Fabology over a specified time horizon. Remember, high Circuit Fabology'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 Circuit Fabology's market risk premium analysis include:
Beta (0.40) | Alpha 0.42 | Risk 4.17 | Sharpe Ratio (0.01) | Expected Return (0.02) |
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.
Circuit |
Circuit Fabology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Circuit Fabology market risk premium is the additional return an investor will receive from holding Circuit Fabology 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 Circuit Fabology. 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 Circuit Fabology's performance over market.α | 0.42 | β | -0.4 |
Circuit Fabology 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 Circuit Fabology's Buy-and-hold return. Our buy-and-hold chart shows how Circuit Fabology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Circuit Fabology Market Price Analysis
Market price analysis indicators help investors to evaluate how Circuit Fabology stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Circuit Fabology shares will generate the highest return on investment. By understating and applying Circuit Fabology stock market price indicators, traders can identify Circuit Fabology position entry and exit signals to maximize returns.
Circuit Fabology Return and Market Media
The median price of Circuit Fabology for the period between Mon, Sep 30, 2024 and Sun, Dec 29, 2024 is 64.21 with a coefficient of variation of 8.44. The daily time series for the period is distributed with a sample standard deviation of 5.4, arithmetic mean of 63.94, and mean deviation of 3.7. The Stock received some media coverage during the period. Price Growth (%) |
Timeline |
1 | Are Robust Financials Driving The Recent Rally In Circuit Fabology Microelectronics Equipment Co.,Ltd.s Stock - Simply Wall St | 12/02/2024 |
About Circuit Fabology 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 Circuit or other stocks. Alpha measures the amount that position in Circuit Fabology Mic 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 Circuit Fabology 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, Circuit Fabology's short interest history, or implied volatility extrapolated from Circuit Fabology options trading.
Build Portfolio with Circuit Fabology
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Other Information on Investing in Circuit Stock
Circuit Fabology financial ratios help investors to determine whether Circuit 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 Circuit with respect to the benefits of owning Circuit Fabology security.