OPC Energy (Israel) Alpha and Beta Analysis
| OPCE Stock | 2,850 80.00 2.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as OPC Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in OPC Energy over a specified time horizon. Remember, high OPC Energy'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 OPC Energy's market risk premium analysis include:
Beta 0.16 | Alpha 0.32 | Risk 2.17 | Sharpe Ratio 0.0802 | Expected Return 0.17 |
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.
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OPC Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. OPC Energy market risk premium is the additional return an investor will receive from holding OPC Energy 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 OPC Energy. 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 OPC Energy's performance over market.| α | 0.32 | β | 0.16 |
OPC Energy 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 OPC Energy's Buy-and-hold return. Our buy-and-hold chart shows how OPC Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.OPC Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how OPC Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading OPC Energy shares will generate the highest return on investment. By understating and applying OPC Energy stock market price indicators, traders can identify OPC Energy position entry and exit signals to maximize returns.
OPC Energy Return and Market Media
The median price of OPC Energy for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 2530.0 with a coefficient of variation of 3.74. The daily time series for the period is distributed with a sample standard deviation of 94.9, arithmetic mean of 2536.98, and mean deviation of 75.26. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About OPC Energy 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 OPC or other stocks. Alpha measures the amount that position in OPC Energy 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 OPC Energy 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, OPC Energy's short interest history, or implied volatility extrapolated from OPC Energy options trading.
Build Portfolio with OPC Energy
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 OPC Energy Backtesting, OPC Energy Valuation, OPC Energy Correlation, OPC Energy Hype Analysis, OPC Energy Volatility, OPC Energy History and analyze OPC Energy Performance. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Complementary Tools for OPC Stock analysis
When running OPC Energy's price analysis, check to measure OPC Energy'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 OPC Energy is operating at the current time. Most of OPC Energy's value examination focuses on studying past and present price action to predict the probability of OPC Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move OPC Energy's price. Additionally, you may evaluate how the addition of OPC Energy to your portfolios can decrease your overall portfolio volatility.
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OPC Energy 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.