China Mobile (Germany) Alpha and Beta Analysis

CHL Stock  EUR 1.88  0.03  1.62%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as China Life Insurance. It also helps investors analyze the systematic and unsystematic risks associated with investing in China Mobile over a specified time horizon. Remember, high China Mobile'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 China Mobile's market risk premium analysis include:
Beta
0.54
Alpha
0.77
Risk
4.9
Sharpe Ratio
0.18
Expected Return
0.86
Please note that although China Mobile alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, China Mobile did 0.77  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of China Life Insurance stock's relative risk over its benchmark. China Life Insurance has a beta of 0.54  . As returns on the market increase, China Mobile's returns are expected to increase less than the market. However, during the bear market, the loss of holding China Mobile is expected to be smaller as well. .
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.
  
Check out China Mobile Backtesting, China Mobile Valuation, China Mobile Correlation, China Mobile Hype Analysis, China Mobile Volatility, China Mobile History and analyze China Mobile Performance.

China Mobile Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. China Mobile market risk premium is the additional return an investor will receive from holding China Mobile 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 China Mobile. 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 China Mobile's performance over market.
α0.77   β0.54
0.130.770.210.161.52485%-73%-23%852%100%

China Mobile 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 China Mobile's Buy-and-hold return. Our buy-and-hold chart shows how China Mobile performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
0.010.860.08100%

China Mobile Market Price Analysis

Market price analysis indicators help investors to evaluate how China Mobile stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading China Mobile shares will generate the highest return on investment. By understating and applying China Mobile stock market price indicators, traders can identify China Mobile position entry and exit signals to maximize returns.

China Mobile Return and Market Media

The median price of China Mobile for the period between Sun, Sep 15, 2024 and Sat, Dec 14, 2024 is 1.75 with a coefficient of variation of 14.32. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 1.69, and mean deviation of 0.18. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.15OctNov 0204060
JavaScript chart by amCharts 3.21.15China Life Insurance China Life Insurance Dividend Benchmark Dow Jones Industrial
       Timeline  

About China Mobile 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 China or other stocks. Alpha measures the amount that position in China Life Insurance 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 China Mobile 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, China Mobile's short interest history, or implied volatility extrapolated from China Mobile options trading.

Build Portfolio with China Mobile

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in China Stock

China Mobile financial ratios help investors to determine whether China 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 China with respect to the benefits of owning China Mobile security.

Discover investing ideas

Utilize additional investing modules

News Freq…Investor S…