Ablerex Electronics (Taiwan) Alpha and Beta Analysis
| 3628 Stock | TWD 50.50 0.40 0.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ablerex Electronics Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ablerex Electronics over a specified time horizon. Remember, high Ablerex Electronics' 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 Ablerex Electronics' market risk premium analysis include:
Beta (0.12) | Alpha 0.24 | Risk 2.08 | Sharpe Ratio 0.15 | Expected Return 0.31 |
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.
Ablerex |
Ablerex Electronics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ablerex Electronics market risk premium is the additional return an investor will receive from holding Ablerex Electronics 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 Ablerex Electronics. 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 Ablerex Electronics' performance over market.| α | 0.24 | β | -0.12 |
Ablerex Electronics 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 Ablerex Electronics' Buy-and-hold return. Our buy-and-hold chart shows how Ablerex Electronics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ablerex Electronics Market Price Analysis
Market price analysis indicators help investors to evaluate how Ablerex Electronics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ablerex Electronics shares will generate the highest return on investment. By understating and applying Ablerex Electronics stock market price indicators, traders can identify Ablerex Electronics position entry and exit signals to maximize returns.
Ablerex Electronics Return and Market Media
The median price of Ablerex Electronics for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 43.45 with a coefficient of variation of 6.73. The daily time series for the period is distributed with a sample standard deviation of 3.03, arithmetic mean of 45.0, and mean deviation of 2.69. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ablerex Electronics 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 Ablerex or other stocks. Alpha measures the amount that position in Ablerex Electronics 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 Ablerex Electronics 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, Ablerex Electronics' short interest history, or implied volatility extrapolated from Ablerex Electronics options trading.
Build Portfolio with Ablerex Electronics
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
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Check out Ablerex Electronics Backtesting, Ablerex Electronics Valuation, Ablerex Electronics Correlation, Ablerex Electronics Hype Analysis, Ablerex Electronics Volatility, Ablerex Electronics History and analyze Ablerex Electronics Performance. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Complementary Tools for Ablerex Stock analysis
When running Ablerex Electronics' price analysis, check to measure Ablerex Electronics' 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 Ablerex Electronics is operating at the current time. Most of Ablerex Electronics' value examination focuses on studying past and present price action to predict the probability of Ablerex Electronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ablerex Electronics' price. Additionally, you may evaluate how the addition of Ablerex Electronics to your portfolios can decrease your overall portfolio volatility.
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Ablerex Electronics 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.