Xin Chio (Taiwan) Alpha and Beta Analysis
| 3171 Stock | TWD 35.55 0.05 0.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Xin Chio Global. It also helps investors analyze the systematic and unsystematic risks associated with investing in Xin Chio over a specified time horizon. Remember, high Xin Chio'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 Xin Chio's market risk premium analysis include:
Beta 1.17 | Alpha (0.35) | Risk 3.38 | Sharpe Ratio (0.10) | Expected Return (0.34) |
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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Xin Chio Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Xin Chio market risk premium is the additional return an investor will receive from holding Xin Chio 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 Xin Chio. 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 Xin Chio's performance over market.| α | -0.35 | β | 1.17 |
Xin Chio 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 Xin Chio's Buy-and-hold return. Our buy-and-hold chart shows how Xin Chio performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Xin Chio Market Price Analysis
Market price analysis indicators help investors to evaluate how Xin Chio stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Xin Chio shares will generate the highest return on investment. By understating and applying Xin Chio stock market price indicators, traders can identify Xin Chio position entry and exit signals to maximize returns.
Xin Chio Return and Market Media
The median price of Xin Chio for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 38.9 with a coefficient of variation of 13.14. The daily time series for the period is distributed with a sample standard deviation of 5.28, arithmetic mean of 40.15, and mean deviation of 3.84. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Xin Chio 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 Xin or other stocks. Alpha measures the amount that position in Xin Chio Global 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 Xin Chio 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, Xin Chio's short interest history, or implied volatility extrapolated from Xin Chio options trading.
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Additional Tools for Xin Stock Analysis
When running Xin Chio's price analysis, check to measure Xin Chio'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 Xin Chio is operating at the current time. Most of Xin Chio's value examination focuses on studying past and present price action to predict the probability of Xin Chio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Xin Chio's price. Additionally, you may evaluate how the addition of Xin Chio to your portfolios can decrease your overall portfolio volatility.