GENESIS TECHNOLOGY (Taiwan) Alpha and Beta Analysis

6221
  

TWD 53.00  0.20  0.38%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GENESIS TECHNOLOGY INC. It also helps investors analyze the systematic and unsystematic risks associated with investing in GENESIS TECHNOLOGY over a specified time horizon. Remember, high GENESIS TECHNOLOGY'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.
Please continue to GENESIS TECHNOLOGY Backtesting, GENESIS TECHNOLOGY Valuation, GENESIS TECHNOLOGY Correlation, GENESIS TECHNOLOGY Hype Analysis, GENESIS TECHNOLOGY Volatility, GENESIS TECHNOLOGY History and analyze GENESIS TECHNOLOGY Performance.
  
Please note that although GENESIS TECHNOLOGY 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, GENESIS TECHNOLOGY did 0.50  better 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 GENESIS TECHNOLOGY INC stock's relative risk over its benchmark. GENESIS TECHNOLOGY INC has a beta of 0.18  . Let's try to break down what GENESIS's beta means in this case. As returns on the market increase, GENESIS TECHNOLOGY returns are expected to increase less than the market. However, during the bear market, the loss on holding GENESIS TECHNOLOGY will be expected to be smaller as well.
.
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.

GENESIS TECHNOLOGY Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GENESIS TECHNOLOGY market risk premium is the additional return an investor will receive from holding GENESIS TECHNOLOGY 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 GENESIS TECHNOLOGY. 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 GENESIS TECHNOLOGY's performance over market.
α0.50   β0.18
90 days against DJI

GENESIS TECHNOLOGY 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 GENESIS TECHNOLOGY's Buy-and-hold return. Our buy-and-hold chart shows how GENESIS TECHNOLOGY performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

GENESIS TECHNOLOGY Market Price Analysis

Market price analysis indicators help investors to evaluate how GENESIS TECHNOLOGY stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GENESIS TECHNOLOGY shares will generate the highest return on investment. By understating and applying GENESIS TECHNOLOGY stock market price indicators, traders can identify GENESIS TECHNOLOGY position entry and exit signals to maximize returns.

GENESIS TECHNOLOGY Return and Market Media

The median price of GENESIS TECHNOLOGY for the period between Fri, Jul 1, 2022 and Thu, Sep 29, 2022 is 49.36 with a coefficient of variation of 11.61. The daily time series for the period is distributed with a sample standard deviation of 5.53, arithmetic mean of 47.63, and mean deviation of 5.12. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About GENESIS TECHNOLOGY 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 GENESIS or other stocks. Alpha measures the amount that position in GENESIS TECHNOLOGY INC 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 GENESIS TECHNOLOGY 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, GENESIS TECHNOLOGY's short interest history, or implied volatility extrapolated from GENESIS TECHNOLOGY options trading.

Build Portfolio with GENESIS TECHNOLOGY

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

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please continue to GENESIS TECHNOLOGY Backtesting, GENESIS TECHNOLOGY Valuation, GENESIS TECHNOLOGY Correlation, GENESIS TECHNOLOGY Hype Analysis, GENESIS TECHNOLOGY Volatility, GENESIS TECHNOLOGY History and analyze GENESIS TECHNOLOGY Performance. You can also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

Other Tools for GENESIS Stock

When running GENESIS TECHNOLOGY INC price analysis, check to measure GENESIS TECHNOLOGY'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 GENESIS TECHNOLOGY is operating at the current time. Most of GENESIS TECHNOLOGY's value examination focuses on studying past and present price action to predict the probability of GENESIS TECHNOLOGY's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move GENESIS TECHNOLOGY's price. Additionally, you may evaluate how the addition of GENESIS TECHNOLOGY to your portfolios can decrease your overall portfolio volatility.
CEO Directory
Screen CEOs from public companies around the world
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Go
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Go
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Fund Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Go
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Go
ETF Directory
Find actively traded Exchange Traded Funds (ETF) from around the world
Go
Fundamental Analysis
View fundamental data based on most recent published financial statements
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Correlation Analysis
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
Go
Probability Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Go