Aces Electronics (Taiwan) Alpha and Beta Analysis
| 3605 Stock | TWD 40.95 0.40 0.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aces Electronics Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aces Electronics over a specified time horizon. Remember, high Aces Electronics' 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 Aces Electronics' market risk premium analysis include:
Beta (0.38) | Alpha 0.5 | Risk 3.35 | Sharpe Ratio 0.0441 | Expected Return 0.15 |
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.
Aces |
Aces Electronics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aces Electronics market risk premium is the additional return an investor will receive from holding Aces Electronics 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 Aces Electronics. 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 Aces Electronics' performance over market.| α | 0.50 | β | -0.38 |
Aces Electronics 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 Aces Electronics' Buy-and-hold return. Our buy-and-hold chart shows how Aces Electronics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aces Electronics Market Price Analysis
Market price analysis indicators help investors to evaluate how Aces Electronics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aces Electronics shares will generate the highest return on investment. By understating and applying Aces Electronics stock market price indicators, traders can identify Aces Electronics position entry and exit signals to maximize returns.
Aces Electronics Return and Market Media
The median price of Aces Electronics for the period between Tue, Jan 30, 2024 and Mon, Apr 29, 2024 is 37.7 with a coefficient of variation of 7.96. The daily time series for the period is distributed with a sample standard deviation of 2.97, arithmetic mean of 37.24, and mean deviation of 2.22. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Aces Electronics 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 Aces or other stocks. Alpha measures the amount that position in Aces Electronics 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.
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 Aces Electronics 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, Aces Electronics' short interest history, or implied volatility extrapolated from Aces Electronics options trading.
Build Portfolio with Aces Electronics
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
Check out Aces Electronics Backtesting, Aces Electronics Valuation, Aces Electronics Correlation, Aces Electronics Hype Analysis, Aces Electronics Volatility, Aces Electronics History and analyze Aces Electronics Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Complementary Tools for Aces Stock analysis
When running Aces Electronics' price analysis, check to measure Aces Electronics' 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 Aces Electronics is operating at the current time. Most of Aces Electronics' value examination focuses on studying past and present price action to predict the probability of Aces Electronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aces Electronics' price. Additionally, you may evaluate how the addition of Aces Electronics to your portfolios can decrease your overall portfolio volatility.
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |
Aces Electronics 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.