President Chain (Taiwan) Alpha and Beta Analysis
| 2912 Stock | TWD 270.50 0.50 0.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as President Chain Store. It also helps investors analyze the systematic and unsystematic risks associated with investing in President Chain over a specified time horizon. Remember, high President Chain'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 President Chain's market risk premium analysis include:
Beta 0.0332 | Alpha (0.1) | Risk 1.22 | Sharpe Ratio (0.06) | Expected Return (0.07) |
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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President Chain Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. President Chain market risk premium is the additional return an investor will receive from holding President Chain 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 President Chain. 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 President Chain's performance over market.| α | -0.1 | β | 0.03 |
President Chain 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 President Chain's Buy-and-hold return. Our buy-and-hold chart shows how President Chain performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.President Chain Market Price Analysis
Market price analysis indicators help investors to evaluate how President Chain stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading President Chain shares will generate the highest return on investment. By understating and applying President Chain stock market price indicators, traders can identify President Chain position entry and exit signals to maximize returns.
President Chain Return and Market Media
The median price of President Chain for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 290.5 with a coefficient of variation of 3.91. The daily time series for the period is distributed with a sample standard deviation of 11.19, arithmetic mean of 286.05, and mean deviation of 9.92. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About President Chain 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 President or other stocks. Alpha measures the amount that position in President Chain Store 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 President Chain 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, President Chain's short interest history, or implied volatility extrapolated from President Chain options trading.
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Additional Tools for President Stock Analysis
When running President Chain's price analysis, check to measure President Chain'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 President Chain is operating at the current time. Most of President Chain's value examination focuses on studying past and present price action to predict the probability of President Chain's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move President Chain's price. Additionally, you may evaluate how the addition of President Chain to your portfolios can decrease your overall portfolio volatility.