Hwa Hong (Singapore) 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 Hwa Hong. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hwa Hong over a specified time horizon. Remember, high Hwa Hong'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 Risk vs Return Analysis.
  
Please note that although Hwa Hong 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, Hwa Hong 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 Hwa Hong stock's relative risk over its benchmark. Hwa Hong has a beta of 0.00  . Let's try to break down what Hwa Hong's beta means in this case. The returns on DOW and Hwa Hong are completely uncorrelated.
.
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.

Hwa Hong Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hwa Hong market risk premium is the additional return an investor will receive from holding Hwa Hong 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 Hwa Hong. 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 Hwa Hong'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 Hwa Hong 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, Hwa Hong's short interest history, or implied volatility extrapolated from Hwa Hong options trading.

Build Portfolio with Hwa Hong

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.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
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 Risk vs Return Analysis. Note that the Hwa Hong information on this page should be used as a complementary analysis to other Hwa Hong'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 Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

Other Tools for Hwa Hong Stock

When running Hwa Hong price analysis, check to measure Hwa Hong'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 Hwa Hong is operating at the current time. Most of Hwa Hong's value examination focuses on studying past and present price action to predict the probability of Hwa Hong's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Hwa Hong's price. Additionally, you may evaluate how the addition of Hwa Hong to your portfolios can decrease your overall portfolio volatility.
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
Go
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
Price Ceiling Movement
Calculate and plot Price Ceiling Movement for different equity instruments
Go
Transaction History
View history of all your transactions and understand their impact on performance
Go
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Portfolio Holdings
Check your current holdings and cash postion to detemine if your portfolio needs rebalancing
Go