Santech Holdings Limited Stock Alpha and Beta Analysis
| STEC Stock | 0.97 0.01 1.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Santech Holdings Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Santech Holdings over a specified time horizon. Remember, high Santech Holdings' 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 Santech Holdings' market risk premium analysis include:
Beta 4.76 | Alpha 7.1 | Risk 76.48 | Sharpe Ratio 0.11 | Expected Return 8.14 |
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.
Santech |
Santech Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Santech Holdings market risk premium is the additional return an investor will receive from holding Santech Holdings 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 Santech Holdings. 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 Santech Holdings' performance over market.| α | 7.10 | β | 4.76 |
Santech Holdings 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 Santech Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Santech Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Santech Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Santech Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Santech Holdings shares will generate the highest return on investment. By understating and applying Santech Holdings stock market price indicators, traders can identify Santech Holdings position entry and exit signals to maximize returns.
Santech Holdings Return and Market Media
The median price of Santech Holdings for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 0.64 with a coefficient of variation of 55.5. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 0.82, and mean deviation of 0.38. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 12500 shares by Cook Raymond D of SANTECH HOLDINGS at 3.52 subject to Rule 16b-3 | 09/13/2024 |
2 | Acquisition by Cook Raymond D of 70000 shares of SANTECH HOLDINGS subject to Rule 16b-3 | 09/24/2024 |
3 | Insiders the biggest winners as santec Holdings Corporations market cap rises to JP76b - Simply Wall St | 10/09/2024 |
4 | Hywin Stock Price Down 2.4 percent Should You Sell | 11/15/2024 |
5 | Santech Holdings Limited Received Notification of Deficiency from Nasdaq Related to Not Timely Filing of Annual Report on Form 20-F | 11/25/2024 |
About Santech Holdings 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 Santech or other stocks. Alpha measures the amount that position in Santech 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.
| 2021 | 2023 | 2024 (projected) | Inventory Turnover | 5.95 | 5.36 | 4.01 | ROIC | 0.24 | 0.13 | 0.23 |
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 Santech Holdings 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, Santech Holdings' short interest history, or implied volatility extrapolated from Santech Holdings options trading.
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Check out Santech Holdings Backtesting, Santech Holdings Valuation, Santech Holdings Correlation, Santech Holdings Hype Analysis, Santech Holdings Volatility, Santech Holdings History and analyze Santech Holdings Performance. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Santech Holdings 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.