Microport Scientific Stock Alpha and Beta Analysis
| MCRPF Stock | USD 0.70 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MicroPort Scientific. It also helps investors analyze the systematic and unsystematic risks associated with investing in MicroPort Scientific over a specified time horizon. Remember, high MicroPort Scientific'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 MicroPort Scientific's market risk premium analysis include:
Beta 0.11 | Alpha (0.25) | Risk 4.03 | Sharpe Ratio (0.06) | Expected Return (0.25) |
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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MicroPort Scientific Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MicroPort Scientific market risk premium is the additional return an investor will receive from holding MicroPort Scientific 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 MicroPort Scientific. 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 MicroPort Scientific's performance over market.| α | -0.25 | β | 0.11 |
MicroPort Scientific 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 MicroPort Scientific's Buy-and-hold return. Our buy-and-hold chart shows how MicroPort Scientific performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MicroPort Scientific Market Price Analysis
Market price analysis indicators help investors to evaluate how MicroPort Scientific pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MicroPort Scientific shares will generate the highest return on investment. By understating and applying MicroPort Scientific pink sheet market price indicators, traders can identify MicroPort Scientific position entry and exit signals to maximize returns.
MicroPort Scientific Return and Market Media
The median price of MicroPort Scientific for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 0.86 with a coefficient of variation of 9.29. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 0.85, and mean deviation of 0.06. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About MicroPort Scientific 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 MicroPort or other pink sheets. Alpha measures the amount that position in MicroPort Scientific 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 MicroPort Scientific 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, MicroPort Scientific's short interest history, or implied volatility extrapolated from MicroPort Scientific options trading.
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Check out MicroPort Scientific Backtesting, MicroPort Scientific Valuation, MicroPort Scientific Correlation, MicroPort Scientific Hype Analysis, MicroPort Scientific Volatility, MicroPort Scientific History and analyze MicroPort Scientific Performance. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for MicroPort Pink Sheet analysis
When running MicroPort Scientific's price analysis, check to measure MicroPort Scientific'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 MicroPort Scientific is operating at the current time. Most of MicroPort Scientific's value examination focuses on studying past and present price action to predict the probability of MicroPort Scientific's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MicroPort Scientific's price. Additionally, you may evaluate how the addition of MicroPort Scientific to your portfolios can decrease your overall portfolio volatility.
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MicroPort Scientific technical pink sheet 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, pink sheet market cycles, or different charting patterns.