China Health Management Stock Alpha and Beta Analysis
| CNHC Stock | USD 0.01 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 Health Management. It also helps investors analyze the systematic and unsystematic risks associated with investing in China Health over a specified time horizon. Remember, high China Health'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 China Health's market risk premium analysis include:
Beta 2.38 | Alpha 0.46 | Risk 10.6 | Sharpe Ratio 0.0346 | Expected Return 0.37 |
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 |
China Health Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. China Health market risk premium is the additional return an investor will receive from holding China Health 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 Health. 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 Health's performance over market.| α | 0.46 | β | 2.38 |
China Health 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 Health's Buy-and-hold return. Our buy-and-hold chart shows how China Health performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.China Health Market Price Analysis
Market price analysis indicators help investors to evaluate how China Health pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading China Health shares will generate the highest return on investment. By understating and applying China Health pink sheet market price indicators, traders can identify China Health position entry and exit signals to maximize returns.
China Health Return and Market Media
The median price of China Health for the period between Mon, Jan 29, 2024 and Sun, Apr 28, 2024 is 0.0066 with a coefficient of variation of 13.97. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.01, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About China Health 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 pink sheets. Alpha measures the amount that position in China Health Management 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 China Health 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 Health's short interest history, or implied volatility extrapolated from China Health options trading.
Build Portfolio with China Health
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 China Health Backtesting, China Health Valuation, China Health Correlation, China Health Hype Analysis, China Health Volatility, China Health History and analyze China Health Performance. Note that the China Health Management information on this page should be used as a complementary analysis to other China Health'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 the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Complementary Tools for China Pink Sheet analysis
When running China Health's price analysis, check to measure China Health'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 China Health is operating at the current time. Most of China Health's value examination focuses on studying past and present price action to predict the probability of China Health's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move China Health's price. Additionally, you may evaluate how the addition of China Health to your portfolios can decrease your overall portfolio volatility.
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| 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 | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Equity Valuation Check real value of public entities based on technical and fundamental data |
China Health technical pink sheet 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, pink sheet market cycles, or different charting patterns.