Africa Israel (Israel) Alpha and Beta Analysis
| AFRE Stock | ILS 23,130 30.00 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Africa Israel Residences. It also helps investors analyze the systematic and unsystematic risks associated with investing in Africa Israel over a specified time horizon. Remember, high Africa Israel'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 Africa Israel's market risk premium analysis include:
Beta 0.12 | Alpha 0.2 | Risk 2.4 | Sharpe Ratio 0.15 | Expected Return 0.37 |
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.
Africa |
Africa Israel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Africa Israel market risk premium is the additional return an investor will receive from holding Africa Israel 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 Africa Israel. 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 Africa Israel's performance over market.| α | 0.20 | β | 0.12 |
Africa Israel 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 Africa Israel's Buy-and-hold return. Our buy-and-hold chart shows how Africa Israel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Africa Israel Market Price Analysis
Market price analysis indicators help investors to evaluate how Africa Israel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Africa Israel shares will generate the highest return on investment. By understating and applying Africa Israel stock market price indicators, traders can identify Africa Israel position entry and exit signals to maximize returns.
Africa Israel Return and Market Media
The median price of Africa Israel for the period between Sat, Feb 3, 2024 and Fri, May 3, 2024 is 22080.12 with a coefficient of variation of 8.79. The daily time series for the period is distributed with a sample standard deviation of 1916.44, arithmetic mean of 21799.28, and mean deviation of 1621.25. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Africa Israel 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 Africa or other stocks. Alpha measures the amount that position in Africa Israel Residences 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 Africa Israel 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, Africa Israel's short interest history, or implied volatility extrapolated from Africa Israel options trading.
Build Portfolio with Africa Israel
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 Africa Israel Backtesting, Africa Israel Valuation, Africa Israel Correlation, Africa Israel Hype Analysis, Africa Israel Volatility, Africa Israel History and analyze Africa Israel Performance. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Complementary Tools for Africa Stock analysis
When running Africa Israel's price analysis, check to measure Africa Israel'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 Africa Israel is operating at the current time. Most of Africa Israel's value examination focuses on studying past and present price action to predict the probability of Africa Israel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Africa Israel's price. Additionally, you may evaluate how the addition of Africa Israel to your portfolios can decrease your overall portfolio volatility.
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Africa Israel 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.