Vakko Tekstil (Turkey) Alpha and Beta Analysis
| VAKKO Stock | TRY 90.55 2.35 2.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vakko Tekstil ve. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vakko Tekstil over a specified time horizon. Remember, high Vakko Tekstil'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 Vakko Tekstil's market risk premium analysis include:
Beta (0.57) | Alpha 0.22 | Risk 2.44 | Sharpe Ratio 0.0678 | 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.
Vakko |
Vakko Tekstil Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vakko Tekstil market risk premium is the additional return an investor will receive from holding Vakko Tekstil 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 Vakko Tekstil. 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 Vakko Tekstil's performance over market.| α | 0.22 | β | -0.57 |
Vakko Tekstil 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 Vakko Tekstil's Buy-and-hold return. Our buy-and-hold chart shows how Vakko Tekstil performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vakko Tekstil Market Price Analysis
Market price analysis indicators help investors to evaluate how Vakko Tekstil stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vakko Tekstil shares will generate the highest return on investment. By understating and applying Vakko Tekstil stock market price indicators, traders can identify Vakko Tekstil position entry and exit signals to maximize returns.
Vakko Tekstil Return and Market Media
The median price of Vakko Tekstil for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 83.85 with a coefficient of variation of 5.39. The daily time series for the period is distributed with a sample standard deviation of 4.54, arithmetic mean of 84.18, and mean deviation of 3.71. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Vakko Tekstil 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 Vakko or other stocks. Alpha measures the amount that position in Vakko Tekstil ve 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 Vakko Tekstil 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, Vakko Tekstil's short interest history, or implied volatility extrapolated from Vakko Tekstil options trading.
Build Portfolio with Vakko Tekstil
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 Vakko Tekstil Backtesting, Vakko Tekstil Valuation, Vakko Tekstil Correlation, Vakko Tekstil Hype Analysis, Vakko Tekstil Volatility, Vakko Tekstil History and analyze Vakko Tekstil Performance. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Complementary Tools for Vakko Stock analysis
When running Vakko Tekstil's price analysis, check to measure Vakko Tekstil'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 Vakko Tekstil is operating at the current time. Most of Vakko Tekstil's value examination focuses on studying past and present price action to predict the probability of Vakko Tekstil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vakko Tekstil's price. Additionally, you may evaluate how the addition of Vakko Tekstil to your portfolios can decrease your overall portfolio volatility.
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