Edimax Technology (Taiwan) Alpha and Beta Analysis
| 3047 Stock | TWD 32.50 0.45 1.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Edimax Technology Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Edimax Technology over a specified time horizon. Remember, high Edimax Technology'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 Edimax Technology's market risk premium analysis include:
Beta (0.06) | Alpha (0.34) | Risk 2.37 | Sharpe Ratio (0.17) | Expected Return (0.41) |
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.
Edimax |
Edimax Technology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Edimax Technology market risk premium is the additional return an investor will receive from holding Edimax Technology 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 Edimax Technology. 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 Edimax Technology's performance over market.| α | -0.34 | β | -0.06 |
Edimax Technology 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 Edimax Technology's Buy-and-hold return. Our buy-and-hold chart shows how Edimax Technology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Edimax Technology Market Price Analysis
Market price analysis indicators help investors to evaluate how Edimax Technology stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Edimax Technology shares will generate the highest return on investment. By understating and applying Edimax Technology stock market price indicators, traders can identify Edimax Technology position entry and exit signals to maximize returns.
Edimax Technology Return and Market Media
The median price of Edimax Technology for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 36.1 with a coefficient of variation of 7.25. The daily time series for the period is distributed with a sample standard deviation of 2.67, arithmetic mean of 36.84, and mean deviation of 2.16. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Edimax Technology 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 Edimax or other stocks. Alpha measures the amount that position in Edimax Technology 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 Edimax Technology 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, Edimax Technology's short interest history, or implied volatility extrapolated from Edimax Technology options trading.
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Additional Tools for Edimax Stock Analysis
When running Edimax Technology's price analysis, check to measure Edimax Technology'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 Edimax Technology is operating at the current time. Most of Edimax Technology's value examination focuses on studying past and present price action to predict the probability of Edimax Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Edimax Technology's price. Additionally, you may evaluate how the addition of Edimax Technology to your portfolios can decrease your overall portfolio volatility.