BANK OF NINGBO (China) Alpha and Beta Analysis

002142
  

CNY 31.55  0.26  0.83%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BANK OF NINGBO. It also helps investors analyze the systematic and unsystematic risks associated with investing in BANK OF NINGBO over a specified time horizon. Remember, high BANK OF NINGBO'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.
Please continue to BANK OF NINGBO Backtesting, BANK OF NINGBO Valuation, BANK OF NINGBO Correlation, BANK OF NINGBO Hype Analysis, BANK OF NINGBO Volatility, BANK OF NINGBO History and analyze BANK OF NINGBO Performance.
  
Please note that although BANK OF NINGBO 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, BANK OF NINGBO did 0.17  worse 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 BANK OF NINGBO stock's relative risk over its benchmark. BANK OF NINGBO has a beta of 0.30  . Let's try to break down what 002142's beta means in this case. As returns on the market increase, returns on owning BANK OF NINGBO are expected to decrease at a much lower rate. During the bear market, BANK OF NINGBO is likely to outperform the market.
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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.

BANK OF NINGBO Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BANK OF NINGBO market risk premium is the additional return an investor will receive from holding BANK OF NINGBO 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 BANK OF NINGBO. 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 BANK OF NINGBO's performance over market.
α-0.17   β-0.3
90 days against DJI

BANK OF NINGBO 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 BANK OF NINGBO's Buy-and-hold return. Our buy-and-hold chart shows how BANK OF NINGBO performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

BANK OF NINGBO Market Price Analysis

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

BANK OF NINGBO Return and Market Media

The median price of BANK OF NINGBO for the period between Mon, Jul 4, 2022 and Sun, Oct 2, 2022 is 31.6 with a coefficient of variation of 7.05. The daily time series for the period is distributed with a sample standard deviation of 2.22, arithmetic mean of 31.49, and mean deviation of 1.84. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About BANK OF NINGBO 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 002142 or other stocks. Alpha measures the amount that position in BANK OF NINGBO 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 BANK OF NINGBO 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, BANK OF NINGBO's short interest history, or implied volatility extrapolated from BANK OF NINGBO options trading.

Build Portfolio with BANK OF NINGBO

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.

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Align your risk with return expectations

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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
Please continue to BANK OF NINGBO Backtesting, BANK OF NINGBO Valuation, BANK OF NINGBO Correlation, BANK OF NINGBO Hype Analysis, BANK OF NINGBO Volatility, BANK OF NINGBO History and analyze BANK OF NINGBO Performance. Note that the BANK OF NINGBO information on this page should be used as a complementary analysis to other BANK OF NINGBO'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 Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..

Other Tools for 002142 Stock

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