Amanet Management (Israel) Alpha and Beta Analysis
| AMAN Stock | ILS 1,615 30.00 1.89% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Amanet Management Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Amanet Management over a specified time horizon. Remember, high Amanet Management'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 Amanet Management's market risk premium analysis include:
Beta 0.24 | Alpha (0.14) | Risk 1.82 | Sharpe Ratio (0.04) | Expected Return (0.08) |
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.
Amanet |
Amanet Management Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Amanet Management market risk premium is the additional return an investor will receive from holding Amanet Management 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 Amanet Management. 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 Amanet Management's performance over market.| α | -0.14 | β | 0.24 |
Amanet Management 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 Amanet Management's Buy-and-hold return. Our buy-and-hold chart shows how Amanet Management performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Amanet Management Market Price Analysis
Market price analysis indicators help investors to evaluate how Amanet Management stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Amanet Management shares will generate the highest return on investment. By understating and applying Amanet Management stock market price indicators, traders can identify Amanet Management position entry and exit signals to maximize returns.
Amanet Management Return and Market Media
The median price of Amanet Management for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 1690.0 with a coefficient of variation of 2.46. The daily time series for the period is distributed with a sample standard deviation of 41.45, arithmetic mean of 1686.61, and mean deviation of 32.02. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Amanet Management 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 Amanet or other stocks. Alpha measures the amount that position in Amanet Management Systems 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 Amanet Management 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, Amanet Management's short interest history, or implied volatility extrapolated from Amanet Management options trading.
Build Portfolio with Amanet Management
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 Amanet Management Backtesting, Amanet Management Valuation, Amanet Management Correlation, Amanet Management Hype Analysis, Amanet Management Volatility, Amanet Management History and analyze Amanet Management Performance. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Complementary Tools for Amanet Stock analysis
When running Amanet Management's price analysis, check to measure Amanet Management'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 Amanet Management is operating at the current time. Most of Amanet Management's value examination focuses on studying past and present price action to predict the probability of Amanet Management's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amanet Management's price. Additionally, you may evaluate how the addition of Amanet Management to your portfolios can decrease your overall portfolio volatility.
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Amanet Management 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.