China Yuchai International Stock Alpha and Beta Analysis
| CYD Stock | USD 8.31 0.04 0.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as China Yuchai International. It also helps investors analyze the systematic and unsystematic risks associated with investing in China Yuchai over a specified time horizon. Remember, high China Yuchai'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 China Yuchai's market risk premium analysis include:
Beta (0.13) | Alpha (0.11) | Risk 1.36 | Sharpe Ratio (0.03) | Expected Return (0.05) |
Enterprise Value |
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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.
China |
China Yuchai Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. China Yuchai market risk premium is the additional return an investor will receive from holding China Yuchai 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 China Yuchai. 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 China Yuchai's performance over market.| α | -0.11 | β | -0.13 |
China Yuchai 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 China Yuchai's Buy-and-hold return. Our buy-and-hold chart shows how China Yuchai performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.China Yuchai Market Price Analysis
Market price analysis indicators help investors to evaluate how China Yuchai stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading China Yuchai shares will generate the highest return on investment. By understating and applying China Yuchai stock market price indicators, traders can identify China Yuchai position entry and exit signals to maximize returns.
China Yuchai Return and Market Media
The median price of China Yuchai for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 8.64 with a coefficient of variation of 2.24. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 8.62, and mean deviation of 0.16. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Is China Yuchai International Limited Expensive For A Reason A Look At Its Intrinsic Value | 02/08/2024 |
2 | China Yuchai International Limited Stock Position Decreased by Acadian Asset Management LLC - AmericanBankingNEWS | 02/26/2024 |
3 | China Yuchai International Full Year 2023 Earnings EPS Misses Expectations | 02/28/2024 |
4 | China Yuchai International May Have Issues Allocating Its Capital - Yahoo Movies Canada | 03/18/2024 |
About China Yuchai 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 China or other stocks. Alpha measures the amount that position in China Yuchai Interna 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 | 2022 | 2023 (projected) | Dividend Yield | 0.12 | 0.055 | 0.0495 | Price To Sales Ratio | 0.18 | 0.12 | 0.14 |
China Yuchai Upcoming Company Events
As portrayed in its financial statements, the presentation of China Yuchai's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, China Yuchai's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of China Yuchai's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of China Yuchai. Please utilize our Beneish M Score to check the likelihood of China Yuchai's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with China Yuchai
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
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Check out China Yuchai Backtesting, China Yuchai Valuation, China Yuchai Correlation, China Yuchai Hype Analysis, China Yuchai Volatility, China Yuchai History and analyze China Yuchai Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Complementary Tools for China Stock analysis
When running China Yuchai's price analysis, check to measure China Yuchai'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 China Yuchai is operating at the current time. Most of China Yuchai's value examination focuses on studying past and present price action to predict the probability of China Yuchai's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move China Yuchai's price. Additionally, you may evaluate how the addition of China Yuchai to your portfolios can decrease your overall portfolio volatility.
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China Yuchai 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.