Migdal Insurance (Israel) Alpha and Beta Analysis
| MGDL Stock | ILS 466.20 9.80 2.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Migdal Insurance. It also helps investors analyze the systematic and unsystematic risks associated with investing in Migdal Insurance over a specified time horizon. Remember, high Migdal Insurance'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 Migdal Insurance's market risk premium analysis include:
Beta (0.30) | Alpha 0.21 | Risk 2.26 | Sharpe Ratio 0.14 | Expected Return 0.32 |
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.
Migdal |
Migdal Insurance Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Migdal Insurance market risk premium is the additional return an investor will receive from holding Migdal Insurance 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 Migdal Insurance. 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 Migdal Insurance's performance over market.| α | 0.21 | β | -0.3 |
Migdal Insurance 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 Migdal Insurance's Buy-and-hold return. Our buy-and-hold chart shows how Migdal Insurance performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Migdal Insurance Market Price Analysis
Market price analysis indicators help investors to evaluate how Migdal Insurance stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Migdal Insurance shares will generate the highest return on investment. By understating and applying Migdal Insurance stock market price indicators, traders can identify Migdal Insurance position entry and exit signals to maximize returns.
Migdal Insurance Return and Market Media
The median price of Migdal Insurance for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 432.3 with a coefficient of variation of 8.89. The daily time series for the period is distributed with a sample standard deviation of 39.92, arithmetic mean of 448.86, and mean deviation of 35.22. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Migdal Insurance 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 Migdal or other stocks. Alpha measures the amount that position in Migdal Insurance 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 Migdal Insurance 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, Migdal Insurance's short interest history, or implied volatility extrapolated from Migdal Insurance options trading.
Build Portfolio with Migdal Insurance
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 Migdal Insurance Backtesting, Migdal Insurance Valuation, Migdal Insurance Correlation, Migdal Insurance Hype Analysis, Migdal Insurance Volatility, Migdal Insurance History and analyze Migdal Insurance Performance. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Complementary Tools for Migdal Stock analysis
When running Migdal Insurance's price analysis, check to measure Migdal Insurance'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 Migdal Insurance is operating at the current time. Most of Migdal Insurance's value examination focuses on studying past and present price action to predict the probability of Migdal Insurance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Migdal Insurance's price. Additionally, you may evaluate how the addition of Migdal Insurance to your portfolios can decrease your overall portfolio volatility.
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Migdal Insurance 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.