Ksm Mutual (Israel) Alpha and Beta Analysis
| KSM-F104 | 1,135 19.00 1.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ksm Mutual Funds. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ksm Mutual over a specified time horizon. Remember, high Ksm Mutual'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 Ksm Mutual's market risk premium analysis include:
Beta 0.57 | Alpha 0.000648 | Risk 1.73 | Sharpe Ratio 0.0286 | Expected Return 0.0495 |
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.
Ksm |
Ksm Mutual Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ksm Mutual market risk premium is the additional return an investor will receive from holding Ksm Mutual 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 Ksm Mutual. 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 Ksm Mutual's performance over market.| α | 0.0006 | β | 0.57 |
Ksm Mutual Return and Market Media
The median price of Ksm Mutual for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 1191.0 with a coefficient of variation of 5.0. The daily time series for the period is distributed with a sample standard deviation of 59.73, arithmetic mean of 1193.82, and mean deviation of 53.57. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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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 Ksm Mutual 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, Ksm Mutual's short interest history, or implied volatility extrapolated from Ksm Mutual options trading.
Build Portfolio with Ksm Mutual
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 Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in census. Note that the Ksm Mutual Funds information on this page should be used as a complementary analysis to other Ksm Mutual'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 Equity Valuation module to check real value of public entities based on technical and fundamental data.
Ksm Mutual technical etf 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, etf market cycles, or different charting patterns.