Bonny Worldwide (Taiwan) Alpha and Beta Analysis
| 8467 Stock | TWD 167.50 7.00 4.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bonny Worldwide. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bonny Worldwide over a specified time horizon. Remember, high Bonny Worldwide'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 Bonny Worldwide's market risk premium analysis include:
Beta (1.13) | Alpha 0.26 | Risk 4.54 | Sharpe Ratio 0.0125 | Expected Return 0.0569 |
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.
Bonny |
Bonny Worldwide Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bonny Worldwide market risk premium is the additional return an investor will receive from holding Bonny Worldwide 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 Bonny Worldwide. 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 Bonny Worldwide's performance over market.| α | 0.26 | β | -1.13 |
Bonny Worldwide 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 Bonny Worldwide's Buy-and-hold return. Our buy-and-hold chart shows how Bonny Worldwide performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bonny Worldwide Market Price Analysis
Market price analysis indicators help investors to evaluate how Bonny Worldwide stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bonny Worldwide shares will generate the highest return on investment. By understating and applying Bonny Worldwide stock market price indicators, traders can identify Bonny Worldwide position entry and exit signals to maximize returns.
Bonny Worldwide Return and Market Media
The median price of Bonny Worldwide for the period between Wed, Feb 7, 2024 and Tue, May 7, 2024 is 182.0 with a coefficient of variation of 6.93. The daily time series for the period is distributed with a sample standard deviation of 12.59, arithmetic mean of 181.68, and mean deviation of 9.99. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Bonny Worldwide 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 Bonny or other stocks. Alpha measures the amount that position in Bonny Worldwide 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 Bonny Worldwide 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, Bonny Worldwide's short interest history, or implied volatility extrapolated from Bonny Worldwide options trading.
Build Portfolio with Bonny Worldwide
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 Bonny Worldwide Backtesting, Bonny Worldwide Valuation, Bonny Worldwide Correlation, Bonny Worldwide Hype Analysis, Bonny Worldwide Volatility, Bonny Worldwide History and analyze Bonny Worldwide Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Complementary Tools for Bonny Stock analysis
When running Bonny Worldwide's price analysis, check to measure Bonny Worldwide'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 Bonny Worldwide is operating at the current time. Most of Bonny Worldwide's value examination focuses on studying past and present price action to predict the probability of Bonny Worldwide's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bonny Worldwide's price. Additionally, you may evaluate how the addition of Bonny Worldwide to your portfolios can decrease your overall portfolio volatility.
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Bonny Worldwide 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.