China Yuchai International Stock Alpha and Beta Analysis
| CYD Stock | USD 22.23 1.78 8.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as China Yuchai International. It also helps investors analyze the systematic and unsystematic risks associated with investing in China Yuchai over a specified time horizon. Remember, high China Yuchai'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 Yuchai's market risk premium analysis include:
Beta (0.04) | Alpha 1.45 | Risk 7.36 | Sharpe Ratio 0.24 | Expected Return 1.77 |
Enterprise Value |
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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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China Yuchai Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. China Yuchai market risk premium is the additional return an investor will receive from holding China Yuchai 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 Yuchai. 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 Yuchai's performance over market.| α | 1.45 | β | -0.04 |
China Yuchai 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 Yuchai's Buy-and-hold return. Our buy-and-hold chart shows how China Yuchai performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.China Yuchai Market Price Analysis
Market price analysis indicators help investors to evaluate how China Yuchai 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 Yuchai shares will generate the highest return on investment. By understating and applying China Yuchai stock market price indicators, traders can identify China Yuchai position entry and exit signals to maximize returns.
China Yuchai Return and Market Media
The median price of China Yuchai for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 11.05 with a coefficient of variation of 35.91. The daily time series for the period is distributed with a sample standard deviation of 4.67, arithmetic mean of 13.0, and mean deviation of 3.88. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | China Yuchai International Ltd Shares Down 4.43 percent on Dec 30 | 12/30/2024 |
2 | China Yuchai International Limited Short Interest Up 498.0 percent in December | 01/13/2025 |
3 | Why China Yuchai International Ltd Is Skyrocketing So Far In 2025 | 02/13/2025 |
4 | Yuchai Enters Into Strategic Agreement in Vietnam | 02/20/2025 |
5 | China Yuchai reports 2H results | 02/25/2025 |
6 | China Yuchai International Ltd Earnings Call Highlights Strong Revenue Growth ... | 02/26/2025 |
7 | China Yuchai Impressive Results, But Lower Margin Of Safety - Seeking Alpha | 03/04/2025 |
8 | Ford to Make Investment of 4.8B to Revive German Operations | 03/11/2025 |
About China Yuchai 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 Yuchai Interna 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.055 | 0.033 | 0.0297 | Price To Sales Ratio | 0.12 | 0.13 | 0.15 |
China Yuchai Upcoming Company Events
As portrayed in its financial statements, the presentation of China Yuchai's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, China Yuchai's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of China Yuchai's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of China Yuchai. Please utilize our Beneish M Score to check the likelihood of China Yuchai's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out China Yuchai Backtesting, China Yuchai Valuation, China Yuchai Correlation, China Yuchai Hype Analysis, China Yuchai Volatility, China Yuchai History and analyze China Yuchai Performance. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
China Yuchai technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.