YuantaP Shares (Taiwan) Alpha and Beta Analysis
| 0050 Etf | TWD 151.90 1.45 0.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as YuantaP shares Taiwan Top. It also helps investors analyze the systematic and unsystematic risks associated with investing in YuantaP Shares over a specified time horizon. Remember, high YuantaP Shares' 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 YuantaP Shares' market risk premium analysis include:
Beta (0.32) | Alpha 0.25 | Risk 1.39 | Sharpe Ratio 0.16 | Expected Return 0.22 |
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.
YuantaP |
YuantaP Shares Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. YuantaP Shares market risk premium is the additional return an investor will receive from holding YuantaP Shares 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 YuantaP Shares. 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 YuantaP Shares' performance over market.| α | 0.25 | β | -0.32 |
YuantaP Shares 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 YuantaP Shares' Buy-and-hold return. Our buy-and-hold chart shows how YuantaP Shares performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.YuantaP Shares Market Price Analysis
Market price analysis indicators help investors to evaluate how YuantaP Shares etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading YuantaP Shares shares will generate the highest return on investment. By understating and applying YuantaP Shares etf market price indicators, traders can identify YuantaP Shares position entry and exit signals to maximize returns.
YuantaP Shares Return and Market Media
The median price of YuantaP Shares for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 148.15 with a coefficient of variation of 7.66. The daily time series for the period is distributed with a sample standard deviation of 11.2, arithmetic mean of 146.26, and mean deviation of 10.05. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About YuantaP Shares 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 YuantaP or other etfs. Alpha measures the amount that position in YuantaP shares Taiwan 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 YuantaP Shares 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, YuantaP Shares' short interest history, or implied volatility extrapolated from YuantaP Shares options trading.
Build Portfolio with YuantaP Shares
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 YuantaP Shares Backtesting, Portfolio Optimization, YuantaP Shares Correlation, YuantaP Shares Hype Analysis, YuantaP Shares Volatility, YuantaP Shares History and analyze YuantaP Shares Performance. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
YuantaP Shares technical etf 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, etf market cycles, or different charting patterns.