Bin Chuan (Taiwan) Alpha and Beta Analysis
| 1569 Stock | TWD 23.85 0.15 0.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bin Chuan Enterprise. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bin Chuan over a specified time horizon. Remember, high Bin Chuan'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 Bin Chuan's market risk premium analysis include:
Beta (0.11) | Alpha (0.04) | Risk 1.13 | Sharpe Ratio 0.0056 | Expected Return 0.0064 |
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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Bin Chuan Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bin Chuan market risk premium is the additional return an investor will receive from holding Bin Chuan 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 Bin Chuan. 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 Bin Chuan's performance over market.| α | -0.04 | β | -0.11 |
Bin Chuan 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 Bin Chuan's Buy-and-hold return. Our buy-and-hold chart shows how Bin Chuan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bin Chuan Market Price Analysis
Market price analysis indicators help investors to evaluate how Bin Chuan stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bin Chuan shares will generate the highest return on investment. By understating and applying Bin Chuan stock market price indicators, traders can identify Bin Chuan position entry and exit signals to maximize returns.
Bin Chuan Return and Market Media
The median price of Bin Chuan for the period between Fri, Feb 16, 2024 and Thu, May 16, 2024 is 24.35 with a coefficient of variation of 2.27. The daily time series for the period is distributed with a sample standard deviation of 0.55, arithmetic mean of 24.34, and mean deviation of 0.47. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Bin Chuan 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 Bin or other stocks. Alpha measures the amount that position in Bin Chuan Enterprise 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 Bin Chuan 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, Bin Chuan's short interest history, or implied volatility extrapolated from Bin Chuan options trading.
Build Portfolio with Bin Chuan
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 Bin Chuan Backtesting, Bin Chuan Valuation, Bin Chuan Correlation, Bin Chuan Hype Analysis, Bin Chuan Volatility, Bin Chuan History and analyze Bin Chuan Performance. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Complementary Tools for Bin Stock analysis
When running Bin Chuan's price analysis, check to measure Bin Chuan'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 Bin Chuan is operating at the current time. Most of Bin Chuan's value examination focuses on studying past and present price action to predict the probability of Bin Chuan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bin Chuan's price. Additionally, you may evaluate how the addition of Bin Chuan to your portfolios can decrease your overall portfolio volatility.
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Bin Chuan 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.