Mehadrin (Israel) Alpha and Beta Analysis

MEDN Stock  ILA 15,320  20.00  0.13%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mehadrin. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mehadrin over a specified time horizon. Remember, high Mehadrin'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 Mehadrin's market risk premium analysis include:
Beta
0.22
Alpha
0.27
Risk
2.15
Sharpe Ratio
0.1
Expected Return
0.22
Please note that although Mehadrin 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, Mehadrin did 0.27  better 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 Mehadrin stock's relative risk over its benchmark. Mehadrin has a beta of 0.22  . As returns on the market increase, Mehadrin returns are expected to increase less than the market. However, during the bear market, the loss on holding Mehadrin will be 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 Mehadrin Backtesting, Mehadrin Valuation, Mehadrin Correlation, Mehadrin Hype Analysis, Mehadrin Volatility, Mehadrin History and analyze Mehadrin Performance.

Mehadrin Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mehadrin market risk premium is the additional return an investor will receive from holding Mehadrin 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 Mehadrin. 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 Mehadrin's performance over market.
α0.27   β0.22

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

Mehadrin Market Price Analysis

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

Mehadrin Return and Market Media

The median price of Mehadrin for the period between Wed, Dec 20, 2023 and Tue, Mar 19, 2024 is 15570.0 with a coefficient of variation of 9.61. The daily time series for the period is distributed with a sample standard deviation of 1424.48, arithmetic mean of 14820.3, and mean deviation of 1292.04. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

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Check out Mehadrin Backtesting, Mehadrin Valuation, Mehadrin Correlation, Mehadrin Hype Analysis, Mehadrin Volatility, Mehadrin History and analyze Mehadrin Performance.
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When running Mehadrin's price analysis, check to measure Mehadrin'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 Mehadrin is operating at the current time. Most of Mehadrin's value examination focuses on studying past and present price action to predict the probability of Mehadrin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mehadrin's price. Additionally, you may evaluate how the addition of Mehadrin to your portfolios can decrease your overall portfolio volatility.
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Mehadrin 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 Mehadrin technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Mehadrin 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...