Fanhua Inc Stock Alpha and Beta Analysis
| FANH Stock | USD 3.70 0.35 8.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fanhua Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fanhua over a specified time horizon. Remember, high Fanhua'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. Key technical indicators related to Fanhua's market risk premium analysis include:
Beta 0.95 | Alpha (0.82) | Risk 3.91 | Sharpe Ratio (0.20) | Expected Return (0.80) |
Enterprise Value |
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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.
Fanhua |
Fanhua Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fanhua market risk premium is the additional return an investor will receive from holding Fanhua 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 Fanhua. 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 Fanhua's performance over market.| α | -0.82 | β | 0.95 |
Fanhua 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 Fanhua's Buy-and-hold return. Our buy-and-hold chart shows how Fanhua performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fanhua Market Price Analysis
Market price analysis indicators help investors to evaluate how Fanhua stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fanhua shares will generate the highest return on investment. By understating and applying Fanhua stock market price indicators, traders can identify Fanhua position entry and exit signals to maximize returns.
Fanhua Return and Market Media
The median price of Fanhua for the period between Wed, Jan 17, 2024 and Tue, Apr 16, 2024 is 5.2 with a coefficient of variation of 14.4. The daily time series for the period is distributed with a sample standard deviation of 0.75, arithmetic mean of 5.21, and mean deviation of 0.65. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Shareholders in Fanhua are in the red if they invested five years ago | 02/08/2024 |
2 | FANHUA secures 500 million investment for AI expansion | 02/20/2024 |
3 | Its Down 27 percent But Fanhua Inc. Could Be Riskier Than It Looks | 02/29/2024 |
4 | Bioventus Reports Upbeat Earnings, Joins Ranpak, Beachbody And Other Big Stocks Moving Higher On Tuesday | 03/12/2024 |
5 | Fanhua Inc. Q4 2023 Earnings Call Transcript | 03/21/2024 |
6 | Is Fanhua Inc.s Shareholder Ownership Skewed Towards Insiders - Yahoo Movies UK | 04/04/2024 |
About Fanhua 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 Fanhua or other stocks. Alpha measures the amount that position in Fanhua Inc 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.019 | 0.0171 | 0.0306 | Price To Sales Ratio | 0.99 | 1.13 | 1.08 |
Fanhua Upcoming Company Events
As portrayed in its financial statements, the presentation of Fanhua's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Fanhua's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Fanhua's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Fanhua. Please utilize our Beneish M Score to check the likelihood of Fanhua's management manipulating its earnings.
| 11th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Fanhua
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
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Check out Fanhua Backtesting, Fanhua Valuation, Fanhua Correlation, Fanhua Hype Analysis, Fanhua Volatility, Fanhua History and analyze Fanhua Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Complementary Tools for Fanhua Stock analysis
When running Fanhua's price analysis, check to measure Fanhua'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 Fanhua is operating at the current time. Most of Fanhua's value examination focuses on studying past and present price action to predict the probability of Fanhua's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fanhua's price. Additionally, you may evaluate how the addition of Fanhua to your portfolios can decrease your overall portfolio volatility.
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Fanhua 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.