Brogent Technologies (Taiwan) Alpha and Beta Analysis
| 5263 Stock | TWD 123.50 3.50 2.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brogent Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brogent Technologies over a specified time horizon. Remember, high Brogent Technologies' 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 Brogent Technologies' market risk premium analysis include:
Beta (0.07) | Alpha 0.16 | Risk 2.2 | Sharpe Ratio 0.09 | Expected Return 0.2 |
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.
Brogent |
Brogent Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brogent Technologies market risk premium is the additional return an investor will receive from holding Brogent Technologies 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 Brogent Technologies. 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 Brogent Technologies' performance over market.| α | 0.16 | β | -0.07 |
Brogent Technologies 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 Brogent Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Brogent Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brogent Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Brogent Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brogent Technologies shares will generate the highest return on investment. By understating and applying Brogent Technologies stock market price indicators, traders can identify Brogent Technologies position entry and exit signals to maximize returns.
Brogent Technologies Return and Market Media
The median price of Brogent Technologies for the period between Mon, Jan 29, 2024 and Sun, Apr 28, 2024 is 115.0 with a coefficient of variation of 4.2. The daily time series for the period is distributed with a sample standard deviation of 4.88, arithmetic mean of 116.2, and mean deviation of 3.53. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Brogent Technologies 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 Brogent or other stocks. Alpha measures the amount that position in Brogent Technologies 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 Brogent Technologies 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, Brogent Technologies' short interest history, or implied volatility extrapolated from Brogent Technologies options trading.
Build Portfolio with Brogent Technologies
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 Brogent Technologies Backtesting, Brogent Technologies Valuation, Brogent Technologies Correlation, Brogent Technologies Hype Analysis, Brogent Technologies Volatility, Brogent Technologies History and analyze Brogent Technologies Performance. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Complementary Tools for Brogent Stock analysis
When running Brogent Technologies' price analysis, check to measure Brogent Technologies' 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 Brogent Technologies is operating at the current time. Most of Brogent Technologies' value examination focuses on studying past and present price action to predict the probability of Brogent Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brogent Technologies' price. Additionally, you may evaluate how the addition of Brogent Technologies to your portfolios can decrease your overall portfolio volatility.
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Brogent Technologies 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.