Info Tek (Taiwan) Alpha and Beta Analysis
8183 Stock | TWD 42.25 1.25 2.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Info Tek. It also helps investors analyze the systematic and unsystematic risks associated with investing in Info Tek over a specified time horizon. Remember, high Info Tek'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 Info Tek's market risk premium analysis include:
Beta 0.31 | Alpha (0.21) | Risk 1.62 | Sharpe Ratio (0.15) | Expected Return (0.25) |
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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Info Tek Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Info Tek market risk premium is the additional return an investor will receive from holding Info Tek 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 Info Tek. 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 Info Tek's performance over market.α | -0.21 | β | 0.31 |
Info Tek 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 Info Tek's Buy-and-hold return. Our buy-and-hold chart shows how Info Tek performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Info Tek Market Price Analysis
Market price analysis indicators help investors to evaluate how Info Tek stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Info Tek shares will generate the highest return on investment. By understating and applying Info Tek stock market price indicators, traders can identify Info Tek position entry and exit signals to maximize returns.
Info Tek Return and Market Media
The median price of Info Tek for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 48.8 with a coefficient of variation of 3.31. The daily time series for the period is distributed with a sample standard deviation of 1.6, arithmetic mean of 48.37, and mean deviation of 1.17. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Info Tek 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 Info or other stocks. Alpha measures the amount that position in Info Tek 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 Info Tek 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, Info Tek's short interest history, or implied volatility extrapolated from Info Tek options trading.
Build Portfolio with Info Tek
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
Check out Info Tek Backtesting, Info Tek Valuation, Info Tek Correlation, Info Tek Hype Analysis, Info Tek Volatility, Info Tek History and analyze Info Tek Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Complementary Tools for Info Stock analysis
When running Info Tek's price analysis, check to measure Info Tek'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 Info Tek is operating at the current time. Most of Info Tek's value examination focuses on studying past and present price action to predict the probability of Info Tek's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Info Tek's price. Additionally, you may evaluate how the addition of Info Tek to your portfolios can decrease your overall portfolio volatility.
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