Tachlit Index (Israel) Alpha and Beta Analysis
| TCH-F71 Etf | ILA 339.00 0.40 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tachlit Index Sal. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tachlit Index over a specified time horizon. Remember, high Tachlit Index'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 Tachlit Index's market risk premium analysis include:
Beta 0.17 | Alpha 0.0352 | Risk 0.63 | Sharpe Ratio 0.0854 | Expected Return 0.0538 |
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.
Tachlit |
Tachlit Index Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tachlit Index market risk premium is the additional return an investor will receive from holding Tachlit Index 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 Tachlit Index. 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 Tachlit Index's performance over market.| α | 0.04 | β | 0.17 |
Tachlit Index 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 Tachlit Index's Buy-and-hold return. Our buy-and-hold chart shows how Tachlit Index performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tachlit Index Market Price Analysis
Market price analysis indicators help investors to evaluate how Tachlit Index etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tachlit Index shares will generate the highest return on investment. By understating and applying Tachlit Index etf market price indicators, traders can identify Tachlit Index position entry and exit signals to maximize returns.
Tachlit Index Return and Market Media
The median price of Tachlit Index for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 338.3 with a coefficient of variation of 2.99. The daily time series for the period is distributed with a sample standard deviation of 10.13, arithmetic mean of 338.91, and mean deviation of 9.03. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Tachlit Index 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 Tachlit or other etfs. Alpha measures the amount that position in Tachlit Index Sal 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 Tachlit Index 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, Tachlit Index's short interest history, or implied volatility extrapolated from Tachlit Index options trading.
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Check out Tachlit Index Backtesting, Portfolio Optimization, Tachlit Index Correlation, Tachlit Index Hype Analysis, Tachlit Index Volatility, Tachlit Index History and analyze Tachlit Index Performance. Note that the Tachlit Index Sal information on this page should be used as a complementary analysis to other Tachlit Index'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 Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Tachlit Index 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.