China OTC Stock Alpha and Beta Analysis

CHFFF -  USA Stock  

USD 0.73  0.00  0.00%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as China Everbright Int. It also helps investors analyze the systematic and unsystematic risks associated with investing in China Everbright over a specified time horizon. Remember, high China Everbright'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.
Continue to China Everbright Backtesting, China Everbright Valuation, China Everbright Correlation, China Everbright Hype Analysis, China Everbright Volatility, China Everbright History and analyze China Everbright Performance.

China Beta 

Please note that although China Everbright 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, China Everbright did 0.73  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 China Everbright Int stock's relative risk over its benchmark. China Everbright Int has a beta of 1.34  . Let's try to break down what China's beta means in this case. As returns on the market increase, returns on owning China Everbright are expected to decrease by larger amounts. On the other hand, during market turmoil, China Everbright is expected to outperform it.
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.

China Everbright Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. China Everbright market risk premium is the additional return an investor will receive from holding China Everbright 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 Everbright. 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 Everbright's performance over market.
α0.73   β-1.34
90 days against DJI

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

China Everbright Market Price Analysis

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

China Everbright Return and Market Media

The median price of China Everbright for the period between Mon, Jul 26, 2021 and Sun, Oct 24, 2021 is 0.66 with a coefficient of variation of 15.08. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 0.65, and mean deviation of 0.09. The Stock received some media coverage during the period.
 Price Growth (%)  
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About China Everbright 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in China Everbright Int 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.

China Everbright Investors Sentiment

The influence of China Everbright's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in China. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - CHFFF

China Everbright Int Investor Sentiment

Macroaxis portfolio users are unresponsive in their opinion about investing in China Everbright Int. What is your opinion about investing in China Everbright Int? Are you bullish or bearish?
50% Bullish
50% Bearish

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Continue to China Everbright Backtesting, China Everbright Valuation, China Everbright Correlation, China Everbright Hype Analysis, China Everbright Volatility, China Everbright History and analyze China Everbright Performance. Note that the China Everbright Int information on this page should be used as a complementary analysis to other China Everbright's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.

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When running China Everbright Int price analysis, check to measure China Everbright'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 China Everbright is operating at the current time. Most of China Everbright's value examination focuses on studying past and present price action to predict the probability of China Everbright's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move China Everbright's price. Additionally, you may evaluate how the addition of China Everbright to your portfolios can decrease your overall portfolio volatility.
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China Everbright technical otc 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.
A focus of China Everbright technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of China Everbright 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...