Yunhong Green Cti Stock Alpha and Beta Analysis
| YHGJ Stock | 0.67 0.01 1.47% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Yunhong Green CTI. It also helps investors analyze the systematic and unsystematic risks associated with investing in Yunhong Green over a specified time horizon. Remember, high Yunhong Green'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 Yunhong Green's market risk premium analysis include:
Beta 0.18 | Alpha (0.65) | Risk 5.1 | Sharpe Ratio (0.10) | Expected Return (0.53) |
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.
Yunhong |
Yunhong Green Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Yunhong Green market risk premium is the additional return an investor will receive from holding Yunhong Green 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 Yunhong Green. 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 Yunhong Green's performance over market.| α | -0.65 | β | 0.18 |
Yunhong Green 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 Yunhong Green's Buy-and-hold return. Our buy-and-hold chart shows how Yunhong Green performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Yunhong Green Market Price Analysis
Market price analysis indicators help investors to evaluate how Yunhong Green stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Yunhong Green shares will generate the highest return on investment. By understating and applying Yunhong Green stock market price indicators, traders can identify Yunhong Green position entry and exit signals to maximize returns.
Yunhong Green Return and Market Media
The median price of Yunhong Green for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 0.79 with a coefficient of variation of 16.91. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 0.82, and mean deviation of 0.11. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Yunhong Green CTI Ltd. Reports Earnings Results for the Second Quarter and Six Months Ended June 30, 2024 - Marketscreener.com | 09/26/2024 |
2 | Yunhong Green CTI Ltd. Faces Financial Challenges Amid Growth - MSN | 11/20/2024 |
About Yunhong Green 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 Yunhong or other stocks. Alpha measures the amount that position in Yunhong Green CTI 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0201 | 0.0179 | Price To Sales Ratio | 2.3 | 2.42 |
Yunhong Green Upcoming Company Events
As portrayed in its financial statements, the presentation of Yunhong Green's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Yunhong Green's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Yunhong Green's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Yunhong Green. Please utilize our Beneish M Score to check the likelihood of Yunhong Green's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Yunhong Green
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Check out Yunhong Green Backtesting, Yunhong Green Valuation, Yunhong Green Correlation, Yunhong Green Hype Analysis, Yunhong Green Volatility, Yunhong Green History and analyze Yunhong Green Performance. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Yunhong Green 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.