Airport City (Israel) Alpha and Beta Analysis
| ARPT Stock | ILS 5,591 19.00 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Airport City. It also helps investors analyze the systematic and unsystematic risks associated with investing in Airport City over a specified time horizon. Remember, high Airport City'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 Airport City's market risk premium analysis include:
Beta 0.64 | Alpha (0.21) | Risk 2.13 | Sharpe Ratio (0.05) | Expected Return (0.1) |
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.
Airport |
Airport City Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Airport City market risk premium is the additional return an investor will receive from holding Airport City 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 Airport City. 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 Airport City's performance over market.| α | -0.21 | β | 0.64 |
Airport City 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 Airport City's Buy-and-hold return. Our buy-and-hold chart shows how Airport City performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Airport City Market Price Analysis
Market price analysis indicators help investors to evaluate how Airport City stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Airport City shares will generate the highest return on investment. By understating and applying Airport City stock market price indicators, traders can identify Airport City position entry and exit signals to maximize returns.
Airport City Return and Market Media
The median price of Airport City for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 5960.0 with a coefficient of variation of 3.49. The daily time series for the period is distributed with a sample standard deviation of 207.95, arithmetic mean of 5954.45, and mean deviation of 160.21. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Airport City 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 Airport or other stocks. Alpha measures the amount that position in Airport City 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 Airport City 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, Airport City's short interest history, or implied volatility extrapolated from Airport City options trading.
Build Portfolio with Airport City
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 Airport City Backtesting, Airport City Valuation, Airport City Correlation, Airport City Hype Analysis, Airport City Volatility, Airport City History and analyze Airport City Performance. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Complementary Tools for Airport Stock analysis
When running Airport City's price analysis, check to measure Airport City'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 Airport City is operating at the current time. Most of Airport City's value examination focuses on studying past and present price action to predict the probability of Airport City's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Airport City's price. Additionally, you may evaluate how the addition of Airport City to your portfolios can decrease your overall portfolio volatility.
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Airport City 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.