Chugai OTC Stock Alpha and Beta Analysis

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Chugai Pharmaceutical. It also helps investors analyze the systematic and unsystematic risks associated with investing in Chugai Pharmaceutical over a specified time horizon. Remember, high Chugai Pharmaceutical'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.
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Please note that although Chugai Pharmaceutical 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, Chugai Pharmaceutical did 0.32  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 Chugai Pharmaceutical stock's relative risk over its benchmark. Chugai Pharmaceutical has a beta of 0.21  . Let's try to break down what Chugai's beta means in this case. As returns on the market increase, Chugai Pharmaceutical returns are expected to increase less than the market. However, during the bear market, the loss on holding Chugai Pharmaceutical will be expected to be smaller as well.
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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.

Chugai Pharmaceutical Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Chugai Pharmaceutical market risk premium is the additional return an investor will receive from holding Chugai Pharmaceutical 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 Chugai Pharmaceutical. 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 Chugai Pharmaceutical's performance over market.
α-0.32   β0.21
90 days against DJI

Chugai Pharmaceutical Investors Sentiment

The influence of Chugai Pharmaceutical'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 Chugai. 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.
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 Chugai Pharmaceutical 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, Chugai Pharmaceutical's short interest history, or implied volatility extrapolated from Chugai Pharmaceutical options trading.

Current Sentiment - CHGCF

Chugai Pharmaceutical Investor Sentiment

Macroaxis portfolio users are unresponsive in their opinion about investing in Chugai Pharmaceutical. What is your opinion about investing in Chugai Pharmaceutical? Are you bullish or bearish?
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Check out Trending Equities. Note that the Chugai Pharmaceutical information on this page should be used as a complementary analysis to other Chugai Pharmaceutical'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 Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

Other Tools for Chugai OTC Stock

When running Chugai Pharmaceutical price analysis, check to measure Chugai Pharmaceutical'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 Chugai Pharmaceutical is operating at the current time. Most of Chugai Pharmaceutical's value examination focuses on studying past and present price action to predict the probability of Chugai Pharmaceutical's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Chugai Pharmaceutical's price. Additionally, you may evaluate how the addition of Chugai Pharmaceutical to your portfolios can decrease your overall portfolio volatility.
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