Hang Seng (Hong Kong) Alpha and Beta Analysis

HSI
 Index
  

 20,202  27.90  0.14%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hang Seng. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hang Seng over a specified time horizon. Remember, high Hang Seng'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.
Check out Hang Seng Backtesting, Portfolio Optimization, Hang Seng Correlation, Hang Seng Hype Analysis, Hang Seng Volatility, Hang Seng History and analyze Hang Seng Performance.
  
Please note that although Hang Seng alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Hang Seng did 0.00  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Hang Seng index's relative risk over its benchmark. Hang Seng has a beta of 0.00  . Let's try to break down what Hang Seng's beta means in this case. The returns on DOW and Hang Seng are completely uncorrelated.
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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.

Hang Seng Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hang Seng market risk premium is the additional return an investor will receive from holding Hang Seng 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 Hang Seng. 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 Hang Seng's performance over market.
α0.00   β0.00
90 days against DJI

Hang Seng Fundamentals

Hang Seng Market Price Analysis

Market price analysis indicators help investors to evaluate how Hang Seng index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hang Seng shares will generate the highest return on investment. By understating and applying Hang Seng index market price indicators, traders can identify Hang Seng position entry and exit signals to maximize returns.

Hang Seng Return and Market Media

The median price of Hang Seng for the period between Mon, May 9, 2022 and Sun, Aug 7, 2022 is 20844.74 with a coefficient of variation of 3.38. The daily time series for the period is distributed with a sample standard deviation of 704.83, arithmetic mean of 20843.0, and mean deviation of 568.48. The Index did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Hang Seng 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Hang Seng 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.

Hang Seng Investors Sentiment

The influence of Hang Seng's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Hang Seng. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 Hang Seng 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, Hang Seng's short interest history, or implied volatility extrapolated from Hang Seng options trading.

Build Portfolio with Hang Seng

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Hang Seng Backtesting, Portfolio Optimization, Hang Seng Correlation, Hang Seng Hype Analysis, Hang Seng Volatility, Hang Seng History and analyze Hang Seng Performance. Note that the Hang Seng information on this page should be used as a complementary analysis to other Hang Seng's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

Other Tools for Hang Seng Index

When running Hang Seng price analysis, check to measure Hang Seng'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 Hang Seng is operating at the current time. Most of Hang Seng's value examination focuses on studying past and present price action to predict the probability of Hang Seng's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Hang Seng's price. Additionally, you may evaluate how the addition of Hang Seng to your portfolios can decrease your overall portfolio volatility.
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