ZMH Hammerman (Israel) Alpha and Beta Analysis
ZMH Stock | ILA 2,871 45.00 1.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ZMH Hammerman. It also helps investors analyze the systematic and unsystematic risks associated with investing in ZMH Hammerman over a specified time horizon. Remember, high ZMH Hammerman'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 ZMH Hammerman's market risk premium analysis include:
Beta (0.52) | Alpha (0.06) | Risk 2.01 | Sharpe Ratio (0.13) | Expected Return (0.25) |
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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ZMH Hammerman Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ZMH Hammerman market risk premium is the additional return an investor will receive from holding ZMH Hammerman 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 ZMH Hammerman. 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 ZMH Hammerman's performance over market.α | -0.06 | β | -0.52 |
ZMH Hammerman 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 ZMH Hammerman's Buy-and-hold return. Our buy-and-hold chart shows how ZMH Hammerman performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ZMH Hammerman Market Price Analysis
Market price analysis indicators help investors to evaluate how ZMH Hammerman stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ZMH Hammerman shares will generate the highest return on investment. By understating and applying ZMH Hammerman stock market price indicators, traders can identify ZMH Hammerman position entry and exit signals to maximize returns.
ZMH Hammerman Return and Market Media
The median price of ZMH Hammerman for the period between Mon, Mar 18, 2024 and Wed, Apr 17, 2024 is 2974.0 with a coefficient of variation of 3.54. The daily time series for the period is distributed with a sample standard deviation of 104.11, arithmetic mean of 2940.32, and mean deviation of 85.45. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About ZMH Hammerman 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 ZMH or other stocks. Alpha measures the amount that position in ZMH Hammerman 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 ZMH Hammerman 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, ZMH Hammerman's short interest history, or implied volatility extrapolated from ZMH Hammerman options trading.
Build Portfolio with ZMH Hammerman
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 ZMH Hammerman Backtesting, ZMH Hammerman Valuation, ZMH Hammerman Correlation, ZMH Hammerman Hype Analysis, ZMH Hammerman Volatility, ZMH Hammerman History and analyze ZMH Hammerman Performance. Note that the ZMH Hammerman information on this page should be used as a complementary analysis to other ZMH Hammerman'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 Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Complementary Tools for ZMH Stock analysis
When running ZMH Hammerman's price analysis, check to measure ZMH Hammerman'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 ZMH Hammerman is operating at the current time. Most of ZMH Hammerman's value examination focuses on studying past and present price action to predict the probability of ZMH Hammerman's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ZMH Hammerman's price. Additionally, you may evaluate how the addition of ZMH Hammerman to your portfolios can decrease your overall portfolio volatility.
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