Cal Comp (Taiwan) Alpha and Beta Analysis

9105 Stock  TWD 7.96  0.09  1.12%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cal Comp Electronics Public. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cal Comp over a specified time horizon. Remember, high Cal Comp'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 Cal Comp's market risk premium analysis include:
Beta
(0.01)
Alpha
0.56
Risk
2.96
Sharpe Ratio
0.25
Expected Return
0.73
Please note that although Cal Comp alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Cal Comp did 0.56  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Cal Comp Electronics Public stock's relative risk over its benchmark. Cal Comp Electronics has a beta of 0.01  . As returns on the market increase, returns on owning Cal Comp are expected to decrease at a much lower rate. During the bear market, Cal Comp is likely to outperform the market. .
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.
  
Check out Cal Comp Backtesting, Cal Comp Valuation, Cal Comp Correlation, Cal Comp Hype Analysis, Cal Comp Volatility, Cal Comp History and analyze Cal Comp Performance.

Cal Comp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cal Comp market risk premium is the additional return an investor will receive from holding Cal Comp 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 Cal Comp. 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 Cal Comp's performance over market.
α0.56   β-0.0092

Cal Comp 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 Cal Comp's Buy-and-hold return. Our buy-and-hold chart shows how Cal Comp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Cal Comp Market Price Analysis

Market price analysis indicators help investors to evaluate how Cal Comp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cal Comp shares will generate the highest return on investment. By understating and applying Cal Comp stock market price indicators, traders can identify Cal Comp position entry and exit signals to maximize returns.

Cal Comp Return and Market Media

The median price of Cal Comp for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 5.96 with a coefficient of variation of 15.91. The daily time series for the period is distributed with a sample standard deviation of 0.96, arithmetic mean of 6.05, and mean deviation of 0.78. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Cal Comp 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 Cal or other stocks. Alpha measures the amount that position in Cal Comp Electronics 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 Cal Comp 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, Cal Comp's short interest history, or implied volatility extrapolated from Cal Comp options trading.

Build Portfolio with Cal Comp

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for Cal Stock Analysis

When running Cal Comp's price analysis, check to measure Cal Comp'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 Cal Comp is operating at the current time. Most of Cal Comp's value examination focuses on studying past and present price action to predict the probability of Cal Comp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cal Comp's price. Additionally, you may evaluate how the addition of Cal Comp to your portfolios can decrease your overall portfolio volatility.