Secoo Holding Stock Alpha and Beta Analysis
| SECO Stock | USD 0.15 0.11 265.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Secoo Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Secoo Holding over a specified time horizon. Remember, high Secoo Holding'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 Secoo Holding's market risk premium analysis include:
Beta (0.62) | Alpha (1.01) | Risk 10.14 | Sharpe Ratio (0.09) | Expected Return (0.93) |
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.
Secoo |
Secoo Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Secoo Holding market risk premium is the additional return an investor will receive from holding Secoo Holding 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 Secoo Holding. 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 Secoo Holding's performance over market.| α | -1.01 | β | -0.62 |
Secoo Holding 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 Secoo Holding's Buy-and-hold return. Our buy-and-hold chart shows how Secoo Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Secoo Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Secoo Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Secoo Holding shares will generate the highest return on investment. By understating and applying Secoo Holding stock market price indicators, traders can identify Secoo Holding position entry and exit signals to maximize returns.
Secoo Holding Return and Market Media
The median price of Secoo Holding for the period between Sat, Feb 3, 2024 and Fri, May 3, 2024 is 0.43 with a coefficient of variation of 14.87. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 0.43, and mean deviation of 0.05. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Secoo faces potential delisting after Nasdaq issues notice - Investing.com India | 02/09/2024 |
2 | Swiss cracking down on attempts to evade Russian sanctions | 02/21/2024 |
3 | UPDATE 1-Swiss government forecasts weak growth but lower inflation in 2024 | 03/19/2024 |
About Secoo Holding 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 Secoo or other stocks. Alpha measures the amount that position in Secoo Holding 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.
| 2020 | 2021 | 2023 | 2024 (projected) | Days Sales Outstanding | 30.82 | 60.01 | 54.01 | 56.71 | PTB Ratio | 0.4 | 0.12 | 0.14 | 0.13 |
Secoo Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of Secoo Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Secoo Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Secoo Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Secoo Holding. Please utilize our Beneish M Score to check the likelihood of Secoo Holding's management manipulating its earnings.
| 12th of May 2023 Upcoming Quarterly Report | View | |
| 31st of December 2022 Next Fiscal Quarter End | View |
Build Portfolio with Secoo Holding
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 Secoo Holding Backtesting, Secoo Holding Valuation, Secoo Holding Correlation, Secoo Holding Hype Analysis, Secoo Holding Volatility, Secoo Holding History and analyze Secoo Holding Performance. To learn how to invest in Secoo Stock, please use our How to Invest in Secoo Holding guide.Note that the Secoo Holding information on this page should be used as a complementary analysis to other Secoo Holding'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 Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Complementary Tools for Secoo Stock analysis
When running Secoo Holding's price analysis, check to measure Secoo Holding'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 Secoo Holding is operating at the current time. Most of Secoo Holding's value examination focuses on studying past and present price action to predict the probability of Secoo Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Secoo Holding's price. Additionally, you may evaluate how the addition of Secoo Holding to your portfolios can decrease your overall portfolio volatility.
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Secoo Holding 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.