Chow Tai Fook Stock Alpha and Beta Analysis
CJEWF Stock | USD 1.43 0.17 10.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Chow Tai Fook. It also helps investors analyze the systematic and unsystematic risks associated with investing in Chow Tai over a specified time horizon. Remember, high Chow Tai'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 Chow Tai's market risk premium analysis include:
Beta (0.41) | Alpha (0) | Risk 3.07 | Sharpe Ratio (0.03) | Expected Return (0.08) |
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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Chow Tai Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Chow Tai market risk premium is the additional return an investor will receive from holding Chow Tai 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 Chow Tai. 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 Chow Tai's performance over market.α | -0.0035 | β | -0.41 |
Chow Tai 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 Chow Tai's Buy-and-hold return. Our buy-and-hold chart shows how Chow Tai performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Chow Tai Market Price Analysis
Market price analysis indicators help investors to evaluate how Chow Tai pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Chow Tai shares will generate the highest return on investment. By understating and applying Chow Tai pink sheet market price indicators, traders can identify Chow Tai position entry and exit signals to maximize returns.
Chow Tai Return and Market Media
The median price of Chow Tai for the period between Sat, Apr 29, 2023 and Tue, Apr 23, 2024 is 1.6 with a coefficient of variation of 12.11. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 1.6, and mean deviation of 0.15. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Chow Tai 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 Chow or other pink sheets. Alpha measures the amount that position in Chow Tai Fook 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 Chow Tai 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, Chow Tai's short interest history, or implied volatility extrapolated from Chow Tai options trading.
Build Portfolio with Chow Tai
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 Chow Tai Backtesting, Chow Tai Valuation, Chow Tai Correlation, Chow Tai Hype Analysis, Chow Tai Volatility, Chow Tai History and analyze Chow Tai Performance. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Complementary Tools for Chow Pink Sheet analysis
When running Chow Tai's price analysis, check to measure Chow Tai'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 Chow Tai is operating at the current time. Most of Chow Tai's value examination focuses on studying past and present price action to predict the probability of Chow Tai's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Chow Tai's price. Additionally, you may evaluate how the addition of Chow Tai to your portfolios can decrease your overall portfolio volatility.
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Chow Tai technical pink sheet 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, pink sheet market cycles, or different charting patterns.