Sunflex Tech (Taiwan) Alpha and Beta Analysis
| 3390 Stock | TWD 27.00 0.15 0.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sunflex Tech Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sunflex Tech over a specified time horizon. Remember, high Sunflex Tech'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 Sunflex Tech's market risk premium analysis include:
Beta 0.39 | Alpha (0.1) | Risk 3.5 | Sharpe Ratio 0.036 | Expected Return 0.13 |
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.
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Sunflex Tech Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sunflex Tech market risk premium is the additional return an investor will receive from holding Sunflex Tech 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 Sunflex Tech. 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 Sunflex Tech's performance over market.| α | -0.1 | β | 0.39 |
Sunflex Tech 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 Sunflex Tech's Buy-and-hold return. Our buy-and-hold chart shows how Sunflex Tech performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sunflex Tech Market Price Analysis
Market price analysis indicators help investors to evaluate how Sunflex Tech stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sunflex Tech shares will generate the highest return on investment. By understating and applying Sunflex Tech stock market price indicators, traders can identify Sunflex Tech position entry and exit signals to maximize returns.
Sunflex Tech Return and Market Media
The median price of Sunflex Tech for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 29.2 with a coefficient of variation of 11.0. The daily time series for the period is distributed with a sample standard deviation of 3.28, arithmetic mean of 29.86, and mean deviation of 2.47. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Sunflex Tech 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 Sunflex or other stocks. Alpha measures the amount that position in Sunflex Tech 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 Sunflex Tech 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, Sunflex Tech's short interest history, or implied volatility extrapolated from Sunflex Tech options trading.
Build Portfolio with Sunflex Tech
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 Sunflex Tech Backtesting, Sunflex Tech Valuation, Sunflex Tech Correlation, Sunflex Tech Hype Analysis, Sunflex Tech Volatility, Sunflex Tech History and analyze Sunflex Tech Performance. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Complementary Tools for Sunflex Stock analysis
When running Sunflex Tech's price analysis, check to measure Sunflex Tech'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 Sunflex Tech is operating at the current time. Most of Sunflex Tech's value examination focuses on studying past and present price action to predict the probability of Sunflex Tech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sunflex Tech's price. Additionally, you may evaluate how the addition of Sunflex Tech to your portfolios can decrease your overall portfolio volatility.
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Sunflex Tech 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.