Samfine Creation Holdings Stock Alpha and Beta Analysis
| SFHG Stock | 1.17 0.09 7.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Samfine Creation Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Samfine Creation over a specified time horizon. Remember, high Samfine Creation'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 Samfine Creation's market risk premium analysis include:
Beta 0.43 | Alpha 0.19 | Risk 19.32 | Sharpe Ratio 0.012 | Expected Return 0.23 |
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.
Samfine |
Samfine Creation Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Samfine Creation market risk premium is the additional return an investor will receive from holding Samfine Creation 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 Samfine Creation. 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 Samfine Creation's performance over market.| α | 0.19 | β | 0.43 |
Samfine Creation 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 Samfine Creation's Buy-and-hold return. Our buy-and-hold chart shows how Samfine Creation performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Samfine Creation Market Price Analysis
Market price analysis indicators help investors to evaluate how Samfine Creation stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Samfine Creation shares will generate the highest return on investment. By understating and applying Samfine Creation stock market price indicators, traders can identify Samfine Creation position entry and exit signals to maximize returns.
Samfine Creation Return and Market Media
The median price of Samfine Creation for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 11.36 with a coefficient of variation of 39.55. The daily time series for the period is distributed with a sample standard deviation of 4.55, arithmetic mean of 11.51, and mean deviation of 3.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Samfine Creation Holdings Group Limited Announces Pricing of Initial Public Offering and Listing on Nasdaq | 10/15/2024 |
2 | Samfine Creation Holdings Group Limited Announced Full Exercise of Underwriters Over-Allotment Option | 10/25/2024 |
3 | Kodak Stock Surges Amid Market Movements - GuruFocus.com | 10/28/2024 |
4 | Stocks to Watch A week of resurgence following election results - The News Record | 11/22/2024 |
About Samfine Creation 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 Samfine or other stocks. Alpha measures the amount that position in Samfine Creation Holdings 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 Samfine Creation 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, Samfine Creation's short interest history, or implied volatility extrapolated from Samfine Creation options trading.
Build Portfolio with Samfine Creation
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Align your risk with return expectations
Check out Samfine Creation Backtesting, Samfine Creation Valuation, Samfine Creation Correlation, Samfine Creation Hype Analysis, Samfine Creation Volatility, Samfine Creation History and analyze Samfine Creation Performance. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Samfine Creation 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.