Neto ME (Israel) Alpha and Beta Analysis
| NTO Stock | ILS 6,879 19.00 0.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Neto ME Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Neto ME over a specified time horizon. Remember, high Neto ME'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 Neto ME's market risk premium analysis include:
Beta (0.13) | Alpha 0.31 | Risk 1.89 | Sharpe Ratio 0.18 | Expected Return 0.34 |
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.
Neto |
Neto ME Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Neto ME market risk premium is the additional return an investor will receive from holding Neto ME 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 Neto ME. 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 Neto ME's performance over market.| α | 0.31 | β | -0.13 |
Neto ME 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 Neto ME's Buy-and-hold return. Our buy-and-hold chart shows how Neto ME performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Neto ME Market Price Analysis
Market price analysis indicators help investors to evaluate how Neto ME stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Neto ME shares will generate the highest return on investment. By understating and applying Neto ME stock market price indicators, traders can identify Neto ME position entry and exit signals to maximize returns.
Neto ME Return and Market Media
The median price of Neto ME for the period between Mon, Jan 29, 2024 and Sun, Apr 28, 2024 is 5988.0 with a coefficient of variation of 5.24. The daily time series for the period is distributed with a sample standard deviation of 317.62, arithmetic mean of 6058.56, and mean deviation of 237.88. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Neto ME 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 Neto or other stocks. Alpha measures the amount that position in Neto ME Holdings 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 Neto ME 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, Neto ME's short interest history, or implied volatility extrapolated from Neto ME options trading.
Build Portfolio with Neto ME
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 Neto ME Backtesting, Neto ME Valuation, Neto ME Correlation, Neto ME Hype Analysis, Neto ME Volatility, Neto ME History and analyze Neto ME Performance. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Complementary Tools for Neto Stock analysis
When running Neto ME's price analysis, check to measure Neto ME'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 Neto ME is operating at the current time. Most of Neto ME's value examination focuses on studying past and present price action to predict the probability of Neto ME's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Neto ME's price. Additionally, you may evaluate how the addition of Neto ME to your portfolios can decrease your overall portfolio volatility.
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Neto ME 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.