Tian Ruixiang Holdings Stock Alpha and Beta Analysis
| TIRX Stock | USD 2.92 0.14 5.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tian Ruixiang Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tian Ruixiang over a specified time horizon. Remember, high Tian Ruixiang'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 Tian Ruixiang's market risk premium analysis include:
Beta (1.73) | Alpha 0.64 | Risk 10.46 | Sharpe Ratio 0.0276 | Expected Return 0.29 |
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.
Tian |
Tian Ruixiang Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tian Ruixiang market risk premium is the additional return an investor will receive from holding Tian Ruixiang 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 Tian Ruixiang. 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 Tian Ruixiang's performance over market.| α | 0.64 | β | -1.73 |
Tian Ruixiang 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 Tian Ruixiang's Buy-and-hold return. Our buy-and-hold chart shows how Tian Ruixiang performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tian Ruixiang Market Price Analysis
Market price analysis indicators help investors to evaluate how Tian Ruixiang stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tian Ruixiang shares will generate the highest return on investment. By understating and applying Tian Ruixiang stock market price indicators, traders can identify Tian Ruixiang position entry and exit signals to maximize returns.
Tian Ruixiang Return and Market Media
The median price of Tian Ruixiang for the period between Mon, Feb 19, 2024 and Sun, May 19, 2024 is 2.65 with a coefficient of variation of 15.19. The daily time series for the period is distributed with a sample standard deviation of 0.41, arithmetic mean of 2.7, and mean deviation of 0.28. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Short Interest in Tian Ruixiang Holdings Ltd Declines By 75.9 | 02/29/2024 |
2 | TIAN RUIXIANG Holdings Ltd Receives Notification of Non-compliance from Nasdaq Relating to Late Filing of Annual Report on Form 20-F | 03/25/2024 |
3 | Why Is Tian Ruixiang Stock Up 209 percent Today | 04/18/2024 |
4 | TIAN RUIXIANG Announces Board Changes - TipRanks.com - TipRanks | 04/26/2024 |
5 | TIAN RUIXIANG announces 1-for-5 share consolidation | 05/08/2024 |
6 | Are Tian Ruixiang Holdings Ltds Mixed Financials The Reason For Its Gloomy Performance on The ... - Yahoo Movies UK | 05/14/2024 |
About Tian Ruixiang 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 Tian or other stocks. Alpha measures the amount that position in Tian Ruixiang 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.
| 2020 | 2021 | 2023 | 2024 (projected) | Days Sales Outstanding | 50.74 | 2.1K | 1.9K | 2.0K | PTB Ratio | 0.46 | 0.11 | 0.13 | 0.12 |
Tian Ruixiang Upcoming Company Events
As portrayed in its financial statements, the presentation of Tian Ruixiang's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Tian Ruixiang's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Tian Ruixiang's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Tian Ruixiang. Please utilize our Beneish M Score to check the likelihood of Tian Ruixiang's management manipulating its earnings.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 31st of October 2023 Next Fiscal Quarter End | View |
Build Portfolio with Tian Ruixiang
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 Tian Ruixiang Backtesting, Tian Ruixiang Valuation, Tian Ruixiang Correlation, Tian Ruixiang Hype Analysis, Tian Ruixiang Volatility, Tian Ruixiang History and analyze Tian Ruixiang Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Complementary Tools for Tian Stock analysis
When running Tian Ruixiang's price analysis, check to measure Tian Ruixiang'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 Tian Ruixiang is operating at the current time. Most of Tian Ruixiang's value examination focuses on studying past and present price action to predict the probability of Tian Ruixiang's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tian Ruixiang's price. Additionally, you may evaluate how the addition of Tian Ruixiang to your portfolios can decrease your overall portfolio volatility.
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data |
Tian Ruixiang 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.