Winstek Semiconductor (Taiwan) Alpha and Beta Analysis
| 3265 Stock | TWD 126.50 2.00 1.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Winstek Semiconductor Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Winstek Semiconductor over a specified time horizon. Remember, high Winstek Semiconductor'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 Winstek Semiconductor's market risk premium analysis include:
Beta 0.81 | Alpha 0.49 | Risk 2.44 | Sharpe Ratio 0.0766 | Expected Return 0.19 |
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.
Winstek |
Winstek Semiconductor Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Winstek Semiconductor market risk premium is the additional return an investor will receive from holding Winstek Semiconductor 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 Winstek Semiconductor. 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 Winstek Semiconductor's performance over market.| α | 0.49 | β | 0.81 |
Winstek Semiconductor 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 Winstek Semiconductor's Buy-and-hold return. Our buy-and-hold chart shows how Winstek Semiconductor performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Winstek Semiconductor Market Price Analysis
Market price analysis indicators help investors to evaluate how Winstek Semiconductor stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Winstek Semiconductor shares will generate the highest return on investment. By understating and applying Winstek Semiconductor stock market price indicators, traders can identify Winstek Semiconductor position entry and exit signals to maximize returns.
Winstek Semiconductor Return and Market Media
The median price of Winstek Semiconductor for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 125.0 with a coefficient of variation of 10.34. The daily time series for the period is distributed with a sample standard deviation of 12.45, arithmetic mean of 120.41, and mean deviation of 9.33. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Winstek Semiconductor 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 Winstek or other stocks. Alpha measures the amount that position in Winstek Semiconductor 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 Winstek Semiconductor 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, Winstek Semiconductor's short interest history, or implied volatility extrapolated from Winstek Semiconductor options trading.
Build Portfolio with Winstek Semiconductor
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 Winstek Semiconductor Backtesting, Winstek Semiconductor Valuation, Winstek Semiconductor Correlation, Winstek Semiconductor Hype Analysis, Winstek Semiconductor Volatility, Winstek Semiconductor History and analyze Winstek Semiconductor Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
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When running Winstek Semiconductor's price analysis, check to measure Winstek Semiconductor'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 Winstek Semiconductor is operating at the current time. Most of Winstek Semiconductor's value examination focuses on studying past and present price action to predict the probability of Winstek Semiconductor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Winstek Semiconductor's price. Additionally, you may evaluate how the addition of Winstek Semiconductor to your portfolios can decrease your overall portfolio volatility.
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Winstek Semiconductor 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.