Azorim Investment (Israel) Alpha and Beta Analysis

AZRM Stock  ILS 1,925  8.00  0.41%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Azorim Investment Development. It also helps investors analyze the systematic and unsystematic risks associated with investing in Azorim Investment over a specified time horizon. Remember, high Azorim Investment'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 Azorim Investment's market risk premium analysis include:
Beta
0.71
Alpha
0.35
Risk
2.31
Sharpe Ratio
0.18
Expected Return
0.41
Please note that although Azorim Investment alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Azorim Investment did 0.35  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Azorim Investment Development stock's relative risk over its benchmark. Azorim Investment has a beta of 0.71  . As returns on the market increase, Azorim Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Azorim Investment is expected to be smaller as well. .
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.
  
Check out Azorim Investment Backtesting, Azorim Investment Valuation, Azorim Investment Correlation, Azorim Investment Hype Analysis, Azorim Investment Volatility, Azorim Investment History and analyze Azorim Investment Performance.

Azorim Investment Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Azorim Investment market risk premium is the additional return an investor will receive from holding Azorim Investment 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 Azorim Investment. 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 Azorim Investment's performance over market.
α0.35   β0.71

Azorim Investment 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 Azorim Investment's Buy-and-hold return. Our buy-and-hold chart shows how Azorim Investment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Azorim Investment Market Price Analysis

Market price analysis indicators help investors to evaluate how Azorim Investment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Azorim Investment shares will generate the highest return on investment. By understating and applying Azorim Investment stock market price indicators, traders can identify Azorim Investment position entry and exit signals to maximize returns.

Azorim Investment Return and Market Media

The median price of Azorim Investment for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 1554.0 with a coefficient of variation of 9.03. The daily time series for the period is distributed with a sample standard deviation of 144.52, arithmetic mean of 1599.97, and mean deviation of 121.2. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Azorim Investment 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 Azorim or other stocks. Alpha measures the amount that position in Azorim Investment 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 Azorim Investment 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, Azorim Investment's short interest history, or implied volatility extrapolated from Azorim Investment options trading.

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Complementary Tools for Azorim Stock analysis

When running Azorim Investment's price analysis, check to measure Azorim Investment'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 Azorim Investment is operating at the current time. Most of Azorim Investment's value examination focuses on studying past and present price action to predict the probability of Azorim Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Azorim Investment's price. Additionally, you may evaluate how the addition of Azorim Investment to your portfolios can decrease your overall portfolio volatility.
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Azorim Investment 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.
A focus of Azorim Investment technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Azorim Investment trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...