Origin Stock Alpha and Beta Analysis


USD 10.61  0.42  3.81%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Origin Agritech. It also helps investors analyze the systematic and unsystematic risks associated with investing in Origin Agritech over a specified time horizon. Remember, high Origin Agritech'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.
Additionally, take a look at Origin Agritech Backtesting, Origin Agritech Valuation, Origin Agritech Correlation, Origin Agritech Hype Analysis, Origin Agritech Volatility, Origin Agritech History and analyze Origin Agritech Performance.
Please note that although Origin Agritech 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, Origin Agritech did 0.60  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 Origin Agritech stock's relative risk over its benchmark. Origin Agritech has a beta of 1.51  . Let's try to break down what Origin's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Origin Agritech will likely underperform.
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.

Origin Agritech Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Origin Agritech market risk premium is the additional return an investor will receive from holding Origin Agritech 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 Origin Agritech. 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 Origin Agritech's performance over market.
α0.60   β1.51
90 days against DJI

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

Origin Agritech Market Price Analysis

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

Origin Agritech Return and Market Media

The median price of Origin Agritech for the period between Thu, May 19, 2022 and Wed, Aug 17, 2022 is 8.0 with a coefficient of variation of 18.8. The daily time series for the period is distributed with a sample standard deviation of 1.62, arithmetic mean of 8.59, and mean deviation of 1.4. The Stock received some media coverage during the period.
 Price Growth (%)  
58 Biggest Movers From Yesterday By Benzinga - Investing.com...05/24/2022
Origin Agritech Receives an Or - GuruFocus.com07/12/2022
Origin Agritech Signs New Contract Planting Agreement with S...08/11/2022

About Origin Agritech 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 Origin or other stocks. Alpha measures the amount that position in Origin Agritech 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.

Origin Agritech Upcoming Company Events

As portrayed in its financial statements, the presentation of Origin Agritech's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Origin Agritech's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Origin Agritech's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Origin Agritech. Please utilize our Beneish M Score to check the likelihood of Origin Agritech's management manipulating its earnings.
Upcoming Quarterly Report24th of February 2017
Next Fiscal Quarter End31st of December 2016

Build Portfolio with Origin Agritech

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
Additionally, take a look at Origin Agritech Backtesting, Origin Agritech Valuation, Origin Agritech Correlation, Origin Agritech Hype Analysis, Origin Agritech Volatility, Origin Agritech History and analyze Origin Agritech Performance. Note that the Origin Agritech information on this page should be used as a complementary analysis to other Origin Agritech'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.

Complementary Tools for Origin Stock analysis

When running Origin Agritech price analysis, check to measure Origin Agritech'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 Origin Agritech is operating at the current time. Most of Origin Agritech's value examination focuses on studying past and present price action to predict the probability of Origin Agritech's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Origin Agritech's price. Additionally, you may evaluate how the addition of Origin Agritech to your portfolios can decrease your overall portfolio volatility.
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Fund Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Fundamental Analysis
View fundamental data based on most recent published financial statements
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Origin Agritech technical 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, stock market cycles, or different charting patterns.
A focus of Origin Agritech technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Origin Agritech 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...