Nantex Industry (Taiwan) Alpha and Beta Analysis
| 2108 Stock | TWD 33.75 0.05 0.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nantex Industry Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nantex Industry over a specified time horizon. Remember, high Nantex Industry'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 Nantex Industry's market risk premium analysis include:
Beta 0.27 | Alpha (0.25) | Risk 1.35 | Sharpe Ratio (0.1) | Expected Return (0.13) |
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.
Nantex |
Nantex Industry Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nantex Industry market risk premium is the additional return an investor will receive from holding Nantex Industry 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 Nantex Industry. 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 Nantex Industry's performance over market.| α | -0.25 | β | 0.27 |
Nantex Industry 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 Nantex Industry's Buy-and-hold return. Our buy-and-hold chart shows how Nantex Industry performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Nantex Industry Market Price Analysis
Market price analysis indicators help investors to evaluate how Nantex Industry stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nantex Industry shares will generate the highest return on investment. By understating and applying Nantex Industry stock market price indicators, traders can identify Nantex Industry position entry and exit signals to maximize returns.
Nantex Industry Return and Market Media
The median price of Nantex Industry for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 36.2 with a coefficient of variation of 3.64. The daily time series for the period is distributed with a sample standard deviation of 1.31, arithmetic mean of 36.04, and mean deviation of 1.09. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Nantex Industry 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 Nantex or other stocks. Alpha measures the amount that position in Nantex Industry 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 Nantex Industry 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, Nantex Industry's short interest history, or implied volatility extrapolated from Nantex Industry options trading.
Build Portfolio with Nantex Industry
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for Nantex Stock Analysis
When running Nantex Industry's price analysis, check to measure Nantex Industry'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 Nantex Industry is operating at the current time. Most of Nantex Industry's value examination focuses on studying past and present price action to predict the probability of Nantex Industry's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nantex Industry's price. Additionally, you may evaluate how the addition of Nantex Industry to your portfolios can decrease your overall portfolio volatility.