Sanan Optoelectronics (China) Alpha and Beta Analysis
| 600703 Stock | 12.55 0.18 1.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sanan Optoelectronics Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sanan Optoelectronics over a specified time horizon. Remember, high Sanan Optoelectronics' 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 Sanan Optoelectronics' market risk premium analysis include:
Beta (0.01) | Alpha 0.37 | Risk 3.04 | Sharpe Ratio 0.16 | Expected Return 0.48 |
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.
Sanan |
Sanan Optoelectronics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sanan Optoelectronics market risk premium is the additional return an investor will receive from holding Sanan Optoelectronics 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 Sanan Optoelectronics. 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 Sanan Optoelectronics' performance over market.| α | 0.37 | β | -0.01 |
Sanan Optoelectronics 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 Sanan Optoelectronics' Buy-and-hold return. Our buy-and-hold chart shows how Sanan Optoelectronics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sanan Optoelectronics Market Price Analysis
Market price analysis indicators help investors to evaluate how Sanan Optoelectronics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sanan Optoelectronics shares will generate the highest return on investment. By understating and applying Sanan Optoelectronics stock market price indicators, traders can identify Sanan Optoelectronics position entry and exit signals to maximize returns.
Sanan Optoelectronics Return and Market Media
The median price of Sanan Optoelectronics for the period between Fri, Sep 20, 2024 and Thu, Dec 19, 2024 is 12.95 with a coefficient of variation of 11.08. The daily time series for the period is distributed with a sample standard deviation of 1.4, arithmetic mean of 12.59, and mean deviation of 1.04. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Individual investors in Sanan Optoelectronics Co.,Ltd are its biggest bettors, and their bets paid off as stock gained 3.9 percent last week - Simply Wall St | 09/24/2024 |
2 | Investors in Sanan OptoelectronicsLtd have unfortunately lost 61 percent over the last three years - Simply Wall St | 12/03/2024 |
About Sanan Optoelectronics 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 Sanan or other stocks. Alpha measures the amount that position in Sanan Optoelectronics 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 Sanan Optoelectronics 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, Sanan Optoelectronics' short interest history, or implied volatility extrapolated from Sanan Optoelectronics options trading.
Build Portfolio with Sanan Optoelectronics
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Other Information on Investing in Sanan Stock
Sanan Optoelectronics financial ratios help investors to determine whether Sanan 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 Sanan with respect to the benefits of owning Sanan Optoelectronics security.