Afi Properties (Israel) Alpha and Beta Analysis
| AFPR Stock | ILS 15,230 80.00 0.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Afi Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in Afi Properties over a specified time horizon. Remember, high Afi Properties' 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 Afi Properties' market risk premium analysis include:
Beta 0.33 | Alpha (0.09) | Risk 1.84 | Sharpe Ratio (0.02) | Expected Return (0.05) |
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.
Afi |
Afi Properties Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Afi Properties market risk premium is the additional return an investor will receive from holding Afi Properties 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 Afi Properties. 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 Afi Properties' performance over market.| α | -0.09 | β | 0.33 |
Afi Properties 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 Afi Properties' Buy-and-hold return. Our buy-and-hold chart shows how Afi Properties performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Afi Properties Market Price Analysis
Market price analysis indicators help investors to evaluate how Afi Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Afi Properties shares will generate the highest return on investment. By understating and applying Afi Properties stock market price indicators, traders can identify Afi Properties position entry and exit signals to maximize returns.
Afi Properties Return and Market Media
The median price of Afi Properties for the period between Mon, Jan 29, 2024 and Sun, Apr 28, 2024 is 16010.0 with a coefficient of variation of 3.56. The daily time series for the period is distributed with a sample standard deviation of 575.1, arithmetic mean of 16161.82, and mean deviation of 458.68. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Afi Properties 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 Afi or other stocks. Alpha measures the amount that position in Afi Properties 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 Afi Properties 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, Afi Properties' short interest history, or implied volatility extrapolated from Afi Properties options trading.
Build Portfolio with Afi Properties
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 Afi Properties Backtesting, Afi Properties Valuation, Afi Properties Correlation, Afi Properties Hype Analysis, Afi Properties Volatility, Afi Properties History and analyze Afi Properties Performance. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for Afi Stock analysis
When running Afi Properties' price analysis, check to measure Afi Properties' 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 Afi Properties is operating at the current time. Most of Afi Properties' value examination focuses on studying past and present price action to predict the probability of Afi Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Afi Properties' price. Additionally, you may evaluate how the addition of Afi Properties to your portfolios can decrease your overall portfolio volatility.
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Afi Properties 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.