Rekah Pharmaceutical (Israel) Alpha and Beta Analysis
| REKA Stock | ILA 1,378 12.00 0.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rekah Pharmaceutical Industry. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rekah Pharmaceutical over a specified time horizon. Remember, high Rekah Pharmaceutical'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 Rekah Pharmaceutical's market risk premium analysis include:
Beta (0.77) | Alpha (0.03) | Risk 3.44 | Sharpe Ratio (0.01) | Expected Return (0.04) |
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.
Rekah |
Rekah Pharmaceutical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rekah Pharmaceutical market risk premium is the additional return an investor will receive from holding Rekah Pharmaceutical 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 Rekah Pharmaceutical. 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 Rekah Pharmaceutical's performance over market.| α | -0.03 | β | -0.77 |
Rekah Pharmaceutical 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 Rekah Pharmaceutical's Buy-and-hold return. Our buy-and-hold chart shows how Rekah Pharmaceutical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Rekah Pharmaceutical Market Price Analysis
Market price analysis indicators help investors to evaluate how Rekah Pharmaceutical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rekah Pharmaceutical shares will generate the highest return on investment. By understating and applying Rekah Pharmaceutical stock market price indicators, traders can identify Rekah Pharmaceutical position entry and exit signals to maximize returns.
Rekah Pharmaceutical Return and Market Media
The median price of Rekah Pharmaceutical for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 1441.0 with a coefficient of variation of 3.61. The daily time series for the period is distributed with a sample standard deviation of 51.57, arithmetic mean of 1429.71, and mean deviation of 41.41. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Rekah Pharmaceutical 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 Rekah or other stocks. Alpha measures the amount that position in Rekah Pharmaceutical 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 Rekah Pharmaceutical 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, Rekah Pharmaceutical's short interest history, or implied volatility extrapolated from Rekah Pharmaceutical options trading.
Build Portfolio with Rekah Pharmaceutical
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 Rekah Pharmaceutical Backtesting, Rekah Pharmaceutical Valuation, Rekah Pharmaceutical Correlation, Rekah Pharmaceutical Hype Analysis, Rekah Pharmaceutical Volatility, Rekah Pharmaceutical History and analyze Rekah Pharmaceutical Performance. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Rekah Stock analysis
When running Rekah Pharmaceutical's price analysis, check to measure Rekah Pharmaceutical'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 Rekah Pharmaceutical is operating at the current time. Most of Rekah Pharmaceutical's value examination focuses on studying past and present price action to predict the probability of Rekah Pharmaceutical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rekah Pharmaceutical's price. Additionally, you may evaluate how the addition of Rekah Pharmaceutical to your portfolios can decrease your overall portfolio volatility.
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Rekah Pharmaceutical 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.