WANGFUJING GROUP (China) Alpha and Beta Analysis

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as WANGFUJING GROUP LTD. It also helps investors analyze the systematic and unsystematic risks associated with investing in WANGFUJING GROUP over a specified time horizon. Remember, high WANGFUJING GROUP'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.
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Please note that although WANGFUJING GROUP 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, WANGFUJING GROUP 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 WANGFUJING GROUP LTD stock's relative risk over its benchmark. WANGFUJING GROUP LTD has a beta of 0.00  . Let's try to break down what WANGFUJING's beta means in this case. The returns on DOW and WANGFUJING GROUP 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.

WANGFUJING GROUP Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. WANGFUJING GROUP market risk premium is the additional return an investor will receive from holding WANGFUJING GROUP 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 WANGFUJING GROUP. 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 WANGFUJING GROUP's performance over market.
α0.00   β0.00
90 days against DJI
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 WANGFUJING GROUP 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, WANGFUJING GROUP's short interest history, or implied volatility extrapolated from WANGFUJING GROUP options trading.

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Check out Trending Equities. Note that the WANGFUJING GROUP LTD information on this page should be used as a complementary analysis to other WANGFUJING GROUP'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 Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Other Tools for WANGFUJING Stock

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