YUANTA SECURITIES (Taiwan) Alpha and Beta Analysis

088823 -  Taiwan Stock  

TWD 0.27  0.00  0.00%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as YUANTA SECURITIES LTD. It also helps investors analyze the systematic and unsystematic risks associated with investing in YUANTA SECURITIES over a specified time horizon. Remember, high YUANTA SECURITIES'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.
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YUANTA Beta 

 
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Please note that although YUANTA SECURITIES alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, YUANTA SECURITIES did 15.62  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of YUANTA SECURITIES LTD stock's relative risk over its benchmark. YUANTA SECURITIES LTD has a beta of 0.82  . Let's try to break down what YUANTA's beta means in this case. As returns on the market increase, YUANTA SECURITIES returns are expected to increase less than the market. However, during the bear market, the loss on holding YUANTA SECURITIES will be expected to be smaller as well.
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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.

YUANTA SECURITIES Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. YUANTA SECURITIES market risk premium is the additional return an investor will receive from holding YUANTA SECURITIES 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 YUANTA SECURITIES. 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 YUANTA SECURITIES's performance over market.
α-15.62   β0.82
90 days against DJI

About YUANTA SECURITIES 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in YUANTA SECURITIES LTD 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.

YUANTA SECURITIES Investors Sentiment

The influence of YUANTA SECURITIES's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in YUANTA. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - 088823

YUANTA SECURITIES LTD Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in YUANTA SECURITIES LTD. What is your take regarding investing in YUANTA SECURITIES LTD? Are you bullish or bearish?
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Please continue to Trending Equities. Note that the YUANTA SECURITIES LTD information on this page should be used as a complementary analysis to other YUANTA SECURITIES's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.

Other Tools for YUANTA Stock

When running YUANTA SECURITIES LTD price analysis, check to measure YUANTA SECURITIES'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 YUANTA SECURITIES is operating at the current time. Most of YUANTA SECURITIES's value examination focuses on studying past and present price action to predict the probability of YUANTA SECURITIES's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move YUANTA SECURITIES's price. Additionally, you may evaluate how the addition of YUANTA SECURITIES to your portfolios can decrease your overall portfolio volatility.
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