Aura Investments (Israel) Alpha and Beta Analysis
| AURA Stock | ILA 1,442 32.00 2.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aura Investments. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aura Investments over a specified time horizon. Remember, high Aura Investments' 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 Aura Investments' market risk premium analysis include:
Beta 1.67 | Alpha 0.69 | Risk 2.51 | Sharpe Ratio (0) | Expected Return (0.01) |
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.
Aura |
Aura Investments Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aura Investments market risk premium is the additional return an investor will receive from holding Aura Investments 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 Aura Investments. 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 Aura Investments' performance over market.| α | 0.69 | β | 1.67 |
Aura Investments 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 Aura Investments' Buy-and-hold return. Our buy-and-hold chart shows how Aura Investments performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aura Investments Market Price Analysis
Market price analysis indicators help investors to evaluate how Aura Investments stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aura Investments shares will generate the highest return on investment. By understating and applying Aura Investments stock market price indicators, traders can identify Aura Investments position entry and exit signals to maximize returns.
Aura Investments Return and Market Media
The median price of Aura Investments for the period between Wed, Mar 20, 2024 and Fri, Apr 19, 2024 is 1476.65 with a coefficient of variation of 4.59. The daily time series for the period is distributed with a sample standard deviation of 67.8, arithmetic mean of 1476.49, and mean deviation of 54.43. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Aura Investments 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 Aura or other stocks. Alpha measures the amount that position in Aura Investments 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 Aura Investments 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, Aura Investments' short interest history, or implied volatility extrapolated from Aura Investments options trading.
Build Portfolio with Aura Investments
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 Aura Investments Backtesting, Aura Investments Valuation, Aura Investments Correlation, Aura Investments Hype Analysis, Aura Investments Volatility, Aura Investments History and analyze Aura Investments Performance. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Complementary Tools for Aura Stock analysis
When running Aura Investments' price analysis, check to measure Aura Investments' 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 Aura Investments is operating at the current time. Most of Aura Investments' value examination focuses on studying past and present price action to predict the probability of Aura Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aura Investments' price. Additionally, you may evaluate how the addition of Aura Investments to your portfolios can decrease your overall portfolio volatility.
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Aura Investments 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.