China Overseas Land Stock Alpha and Beta Analysis

CAOVY Stock  USD 7.32  0.56  7.11%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as China Overseas Land. It also helps investors analyze the systematic and unsystematic risks associated with investing in China Overseas over a specified time horizon. Remember, high China Overseas' 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 China Overseas' market risk premium analysis include:
Sharpe Ratio
Expected Return
Please note that although China Overseas 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., NYSE Composite index.) So in this particular case, China Overseas did 0.16  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 China Overseas Land stock's relative risk over its benchmark. China Overseas Land has a beta of 0.89  . China Overseas returns are very sensitive to returns on the market. As the market goes up or down, China Overseas is expected to follow. .
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.
Check out China Overseas Backtesting, China Overseas Valuation, China Overseas Correlation, China Overseas Hype Analysis, China Overseas Volatility, China Overseas History and analyze China Overseas Performance.

China Overseas Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. China Overseas market risk premium is the additional return an investor will receive from holding China Overseas 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 China Overseas. 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 China Overseas' performance over market.
α-0.16   β0.89

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

China Overseas Market Price Analysis

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

China Overseas Return and Market Media

The median price of China Overseas for the period between Mon, Jan 15, 2024 and Sun, Apr 14, 2024 is 7.37 with a coefficient of variation of 5.35. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 7.39, and mean deviation of 0.32. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  

About China Overseas 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 China or other pink sheets. Alpha measures the amount that position in China Overseas Land 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 China Overseas 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, China Overseas' short interest history, or implied volatility extrapolated from China Overseas options trading.

Build Portfolio with China Overseas

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.

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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
Check out China Overseas Backtesting, China Overseas Valuation, China Overseas Correlation, China Overseas Hype Analysis, China Overseas Volatility, China Overseas History and analyze China Overseas Performance.
You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

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When running China Overseas' price analysis, check to measure China Overseas' 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 China Overseas is operating at the current time. Most of China Overseas' value examination focuses on studying past and present price action to predict the probability of China Overseas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move China Overseas' price. Additionally, you may evaluate how the addition of China Overseas to your portfolios can decrease your overall portfolio volatility.
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China Overseas technical pink sheet 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, pink sheet market cycles, or different charting patterns.
A focus of China Overseas technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of China Overseas trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...