Kaixin Auto Holdings Alpha and Beta Analysis
| KXINWDelisted Stock | USD 0 0.0008 26.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kaixin Auto Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kaixin Auto over a specified time horizon. Remember, high Kaixin Auto'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. Key technical indicators related to Kaixin Auto's market risk premium analysis include:
Beta 0.16 | Alpha 29.08 | Risk 28.97 | Sharpe Ratio (0.17) | Expected Return (4.90) |
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.
Kaixin |
Kaixin Auto Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kaixin Auto market risk premium is the additional return an investor will receive from holding Kaixin Auto 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 Kaixin Auto. 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 Kaixin Auto's performance over market.| α | 29.08 | β | 0.16 |
Kaixin Auto Fundamentals Vs Peers
Comparing Kaixin Auto's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Kaixin Auto's direct or indirect competition across all of the common fundamentals between Kaixin Auto and the related equities. This way, we can detect undervalued stocks with similar characteristics as Kaixin Auto or determine the pink sheets which would be an excellent addition to an existing portfolio. Peer analysis of Kaixin Auto's fundamental indicators could also be used in its relative valuation, which is a method of valuing Kaixin Auto by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Kaixin Auto to competition |
| Fundamentals | Kaixin Auto | Peer Average |
| Total Debt | 4.02 M | 5.32 B |
| Number Of Employees | 697 | 18.84 K |
| Total Asset | 74.16 M | 29.47 B |
| Net Asset | 74.16 M |
Kaixin Auto Opportunities
Kaixin Auto Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Kaixin Auto 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 Kaixin or other pink sheets. Alpha measures the amount that position in Kaixin Auto Holdings 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 Kaixin Auto 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, Kaixin Auto's short interest history, or implied volatility extrapolated from Kaixin Auto options trading.
Build Portfolio with Kaixin Auto
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
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Other Consideration for investing in Kaixin Pink Sheet
If you are still planning to invest in Kaixin Auto Holdings check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Kaixin Auto's history and understand the potential risks before investing.
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges |