Intelicanna (Israel) Alpha and Beta Analysis

TEFN Stock   98.00  5.40  5.22%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intelicanna. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intelicanna over a specified time horizon. Remember, high Intelicanna'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 Intelicanna's market risk premium analysis include:
Beta
1.68
Alpha
(0.24)
Risk
5.54
Sharpe Ratio
0.0567
Expected Return
0.31
Please note that although Intelicanna 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, Intelicanna did 0.24  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 Intelicanna stock's relative risk over its benchmark. Intelicanna has a beta of 1.68  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Intelicanna will likely underperform. .
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 Intelicanna Backtesting, Intelicanna Valuation, Intelicanna Correlation, Intelicanna Hype Analysis, Intelicanna Volatility, Intelicanna History and analyze Intelicanna Performance.

Intelicanna Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intelicanna market risk premium is the additional return an investor will receive from holding Intelicanna 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 Intelicanna. 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 Intelicanna's performance over market.
α-0.24   β1.68

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

Intelicanna Market Price Analysis

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

Intelicanna Return and Market Media

The median price of Intelicanna for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 91.1 with a coefficient of variation of 10.65. The daily time series for the period is distributed with a sample standard deviation of 9.82, arithmetic mean of 92.18, and mean deviation of 8.34. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

Build Portfolio with Intelicanna

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
Check out Intelicanna Backtesting, Intelicanna Valuation, Intelicanna Correlation, Intelicanna Hype Analysis, Intelicanna Volatility, Intelicanna History and analyze Intelicanna Performance.
You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.

Complementary Tools for Intelicanna Stock analysis

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