Tait Marketing (Taiwan) Alpha and Beta Analysis
| 5902 Stock | TWD 33.40 0.20 0.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tait Marketing Distribution. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tait Marketing over a specified time horizon. Remember, high Tait Marketing'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 Tait Marketing's market risk premium analysis include:
Beta 0.069 | Alpha (0.03) | Risk 0.9 | Sharpe Ratio 0.038 | Expected Return 0.0341 |
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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Tait Marketing Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tait Marketing market risk premium is the additional return an investor will receive from holding Tait Marketing 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 Tait Marketing. 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 Tait Marketing's performance over market.| α | -0.03 | β | 0.07 |
Tait Marketing 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 Tait Marketing's Buy-and-hold return. Our buy-and-hold chart shows how Tait Marketing performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tait Marketing Market Price Analysis
Market price analysis indicators help investors to evaluate how Tait Marketing stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tait Marketing shares will generate the highest return on investment. By understating and applying Tait Marketing stock market price indicators, traders can identify Tait Marketing position entry and exit signals to maximize returns.
Tait Marketing Return and Market Media
The median price of Tait Marketing for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 33.25 with a coefficient of variation of 1.39. The daily time series for the period is distributed with a sample standard deviation of 0.46, arithmetic mean of 33.38, and mean deviation of 0.4. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Tait Marketing 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 Tait or other stocks. Alpha measures the amount that position in Tait Marketing Distr 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 Tait Marketing 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, Tait Marketing's short interest history, or implied volatility extrapolated from Tait Marketing options trading.
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Align your risk with return expectations
Check out Tait Marketing Backtesting, Tait Marketing Valuation, Tait Marketing Correlation, Tait Marketing Hype Analysis, Tait Marketing Volatility, Tait Marketing History and analyze Tait Marketing Performance. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Complementary Tools for Tait Stock analysis
When running Tait Marketing's price analysis, check to measure Tait Marketing'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 Tait Marketing is operating at the current time. Most of Tait Marketing's value examination focuses on studying past and present price action to predict the probability of Tait Marketing's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tait Marketing's price. Additionally, you may evaluate how the addition of Tait Marketing to your portfolios can decrease your overall portfolio volatility.
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Tait Marketing 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.