Elbit Systems (Israel) Alpha and Beta Analysis

ESLT Stock  ILA 74,880  390.00  0.52%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Elbit Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Elbit Systems over a specified time horizon. Remember, high Elbit Systems' 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 Elbit Systems' market risk premium analysis include:
Beta
0.27
Alpha
(0.06)
Risk
1.31
Sharpe Ratio
(0.06)
Expected Return
(0.08)
Please note that although Elbit Systems alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Elbit Systems did 0.06  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Elbit Systems stock's relative risk over its benchmark. Elbit Systems has a beta of 0.27  . As returns on the market increase, Elbit Systems' returns are expected to increase less than the market. However, during the bear market, the loss of holding Elbit Systems is expected to be smaller as well. .
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.
  
Check out Elbit Systems Backtesting, Elbit Systems Valuation, Elbit Systems Correlation, Elbit Systems Hype Analysis, Elbit Systems Volatility, Elbit Systems History and analyze Elbit Systems Performance.
For information on how to trade Elbit Stock refer to our How to Trade Elbit Stock guide.

Elbit Systems Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Elbit Systems market risk premium is the additional return an investor will receive from holding Elbit Systems 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 Elbit Systems. 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 Elbit Systems' performance over market.
α-0.06   β0.27

Elbit Systems 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 Elbit Systems' Buy-and-hold return. Our buy-and-hold chart shows how Elbit Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Elbit Systems Market Price Analysis

Market price analysis indicators help investors to evaluate how Elbit Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Elbit Systems shares will generate the highest return on investment. By understating and applying Elbit Systems stock market price indicators, traders can identify Elbit Systems position entry and exit signals to maximize returns.

Elbit Systems Return and Market Media

The median price of Elbit Systems for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 76290.0 with a coefficient of variation of 2.15. The daily time series for the period is distributed with a sample standard deviation of 1638.28, arithmetic mean of 76322.53, and mean deviation of 1311.87. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Elbit Systems 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 Elbit or other stocks. Alpha measures the amount that position in Elbit Systems 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 Elbit Systems 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, Elbit Systems' short interest history, or implied volatility extrapolated from Elbit Systems options trading.

Build Portfolio with Elbit Systems

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

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Elbit Systems is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Elbit Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Elbit Systems Stock. Highlighted below are key reports to facilitate an investment decision about Elbit Systems Stock:
Check out Elbit Systems Backtesting, Elbit Systems Valuation, Elbit Systems Correlation, Elbit Systems Hype Analysis, Elbit Systems Volatility, Elbit Systems History and analyze Elbit Systems Performance.
For information on how to trade Elbit Stock refer to our How to Trade Elbit Stock guide.
You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

Complementary Tools for Elbit Stock analysis

When running Elbit Systems' price analysis, check to measure Elbit Systems' 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 Elbit Systems is operating at the current time. Most of Elbit Systems' value examination focuses on studying past and present price action to predict the probability of Elbit Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Elbit Systems' price. Additionally, you may evaluate how the addition of Elbit Systems to your portfolios can decrease your overall portfolio volatility.
Funds Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
AI Portfolio Architect
Use AI to generate optimal portfolios and find profitable investment opportunities
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Global Correlations
Find global opportunities by holding instruments from different markets
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Elbit Systems 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.
A focus of Elbit Systems technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Elbit Systems trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...