Bank Of Communications Stock Alpha and Beta Analysis
| BCMXY Stock | USD 16.85 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 Bank of Communications. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bank of Communications Co over a specified time horizon. Remember, high Bank of Communications Co'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 Bank of Communications Co's market risk premium analysis include:
Beta (0.17) | Alpha 0.14 | Risk 0.74 | Sharpe Ratio 0.2 | 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.
Bank |
Bank of Communications Co Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bank of Communications Co market risk premium is the additional return an investor will receive from holding Bank of Communications Co 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 Bank of Communications Co. 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 Bank of Communications Co's performance over market.| α | 0.14 | β | -0.17 |
Bank of Communications Co 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 Bank of Communications Co's Buy-and-hold return. Our buy-and-hold chart shows how Bank of Communications Co performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bank of Communications Co Market Price Analysis
Market price analysis indicators help investors to evaluate how Bank of Communications Co 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 Bank of Communications Co shares will generate the highest return on investment. By understating and applying Bank of Communications Co pink sheet market price indicators, traders can identify Bank of Communications Co position entry and exit signals to maximize returns.
Bank of Communications Co Return and Market Media
The median price of Bank of Communications Co for the period between Thu, Feb 15, 2024 and Wed, May 15, 2024 is 16.22 with a coefficient of variation of 3.9. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 16.04, and mean deviation of 0.59. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Bank of Communications Co 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 Bank or other pink sheets. Alpha measures the amount that position in Bank of Communications Co 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 Bank of Communications Co 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, Bank of Communications Co's short interest history, or implied volatility extrapolated from Bank of Communications Co options trading.
Build Portfolio with Bank of Communications Co
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 Bank of Communications Co Backtesting, Bank of Communications Co Valuation, Bank of Communications Co Correlation, Bank of Communications Co Hype Analysis, Bank of Communications Co Volatility, Bank of Communications Co History and analyze Bank of Communications Co Performance. 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 Bank Pink Sheet analysis
When running Bank of Communications Co's price analysis, check to measure Bank of Communications Co'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 Bank of Communications Co is operating at the current time. Most of Bank of Communications Co's value examination focuses on studying past and present price action to predict the probability of Bank of Communications Co's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bank of Communications Co's price. Additionally, you may evaluate how the addition of Bank of Communications Co to your portfolios can decrease your overall portfolio volatility.
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| 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 | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Stocks Directory Find actively traded stocks across global markets | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device |
Bank of Communications Co 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.