Haiwan International (Taiwan) Alpha and Beta Analysis
| 3252 Stock | TWD 22.55 0.10 0.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Haiwan International Development. It also helps investors analyze the systematic and unsystematic risks associated with investing in Haiwan International over a specified time horizon. Remember, high Haiwan International'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 Haiwan International's market risk premium analysis include:
Beta (0.02) | Alpha 0.16 | Risk 1.25 | Sharpe Ratio 0.11 | Expected Return 0.14 |
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.
Haiwan |
Haiwan International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Haiwan International market risk premium is the additional return an investor will receive from holding Haiwan International 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 Haiwan International. 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 Haiwan International's performance over market.| α | 0.16 | β | -0.02 |
Haiwan International 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 Haiwan International's Buy-and-hold return. Our buy-and-hold chart shows how Haiwan International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Haiwan International Market Price Analysis
Market price analysis indicators help investors to evaluate how Haiwan International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Haiwan International shares will generate the highest return on investment. By understating and applying Haiwan International stock market price indicators, traders can identify Haiwan International position entry and exit signals to maximize returns.
Haiwan International Return and Market Media
The median price of Haiwan International for the period between Sun, Feb 4, 2024 and Sat, May 4, 2024 is 20.7 with a coefficient of variation of 2.42. The daily time series for the period is distributed with a sample standard deviation of 0.5, arithmetic mean of 20.73, and mean deviation of 0.34. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Haiwan International 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 Haiwan or other stocks. Alpha measures the amount that position in Haiwan International 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 Haiwan International 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, Haiwan International's short interest history, or implied volatility extrapolated from Haiwan International options trading.
Build Portfolio with Haiwan International
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Align your risk with return expectations
Check out Haiwan International Backtesting, Haiwan International Valuation, Haiwan International Correlation, Haiwan International Hype Analysis, Haiwan International Volatility, Haiwan International History and analyze Haiwan International Performance. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Haiwan Stock analysis
When running Haiwan International's price analysis, check to measure Haiwan International'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 Haiwan International is operating at the current time. Most of Haiwan International's value examination focuses on studying past and present price action to predict the probability of Haiwan International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Haiwan International's price. Additionally, you may evaluate how the addition of Haiwan International to your portfolios can decrease your overall portfolio volatility.
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Haiwan International technical 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.