China OTC Stock Alpha and Beta Analysis

CIHHF
 Stock
  

USD 5.30  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 China Merchants Bank. It also helps investors analyze the systematic and unsystematic risks associated with investing in China Merchants over a specified time horizon. Remember, high China Merchants' 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.
Continue to China Merchants Backtesting, China Merchants Valuation, China Merchants Correlation, China Merchants Hype Analysis, China Merchants Volatility, China Merchants History and analyze China Merchants Performance.
  
Please note that although China Merchants 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, China Merchants did 0.17  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 China Merchants Bank stock's relative risk over its benchmark. China Merchants Bank has a beta of 0.17  . Let's try to break down what China's beta means in this case. As returns on the market increase, returns on owning China Merchants are expected to decrease at a much lower rate. During the bear market, China Merchants 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.

China Merchants Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. China Merchants market risk premium is the additional return an investor will receive from holding China Merchants 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 China Merchants. 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 China Merchants' performance over market.
α0.17   β-0.17
90 days against DJI

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

China Merchants Market Price Analysis

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

China Merchants Return and Market Media

The median price of China Merchants for the period between Thu, May 19, 2022 and Wed, Aug 17, 2022 is 5.79 with a coefficient of variation of 8.05. The daily time series for the period is distributed with a sample standard deviation of 0.46, arithmetic mean of 5.76, and mean deviation of 0.42. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
China Stock Market May Extend Winning Streak - Nasdaq06/15/2022
2
Alibaba drags Hong Kong market while Country Garden sinks on...07/26/2022
3
Mainland Moves As Apple Ecosystem Flies And Hong Kong Shorts...08/11/2022

About China Merchants 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 China or other otcs. Alpha measures the amount that position in China Merchants Bank 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.

China Merchants Investors Sentiment

The influence of China Merchants' 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 China. The overall investor sentiment generally increases the direction of a otc movement in a one-year investment horizon. However, the impact of investor sentiment on the entire otc 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 China Merchants 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, China Merchants' short interest history, or implied volatility extrapolated from China Merchants options trading.

Build Portfolio with China Merchants

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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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
Continue to China Merchants Backtesting, China Merchants Valuation, China Merchants Correlation, China Merchants Hype Analysis, China Merchants Volatility, China Merchants History and analyze China Merchants Performance. Note that the China Merchants Bank information on this page should be used as a complementary analysis to other China Merchants' 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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

Complementary Tools for China OTC Stock analysis

When running China Merchants Bank price analysis, check to measure China Merchants' 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 China Merchants is operating at the current time. Most of China Merchants' value examination focuses on studying past and present price action to predict the probability of China Merchants' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move China Merchants' price. Additionally, you may evaluate how the addition of China Merchants to your portfolios can decrease your overall portfolio volatility.
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China Merchants technical otc 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, otc market cycles, or different charting patterns.
A focus of China Merchants technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of China Merchants trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...