Sano Brunos (Israel) Alpha and Beta Analysis
| SANO1 Stock | 34,500 230.00 0.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sano Brunos Enterprises. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sano Brunos over a specified time horizon. Remember, high Sano Brunos' 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 Sano Brunos' market risk premium analysis include:
Beta 0.61 | Alpha 0.49 | Risk 1.86 | Sharpe Ratio 0.21 | Expected Return 0.39 |
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.
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Sano Brunos Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sano Brunos market risk premium is the additional return an investor will receive from holding Sano Brunos 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 Sano Brunos. 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 Sano Brunos' performance over market.| α | 0.49 | β | 0.61 |
Sano Brunos 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 Sano Brunos' Buy-and-hold return. Our buy-and-hold chart shows how Sano Brunos performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sano Brunos Market Price Analysis
Market price analysis indicators help investors to evaluate how Sano Brunos stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sano Brunos shares will generate the highest return on investment. By understating and applying Sano Brunos stock market price indicators, traders can identify Sano Brunos position entry and exit signals to maximize returns.
Sano Brunos Return and Market Media
The median price of Sano Brunos for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 28736.73 with a coefficient of variation of 9.55. The daily time series for the period is distributed with a sample standard deviation of 2791.91, arithmetic mean of 29223.02, and mean deviation of 2021.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Sano Brunos 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 Sano or other stocks. Alpha measures the amount that position in Sano Brunos Enterprises 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 Sano Brunos 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, Sano Brunos' short interest history, or implied volatility extrapolated from Sano Brunos options trading.
Build Portfolio with Sano Brunos
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 Sano Brunos Backtesting, Sano Brunos Valuation, Sano Brunos Correlation, Sano Brunos Hype Analysis, Sano Brunos Volatility, Sano Brunos History and analyze Sano Brunos Performance. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Complementary Tools for Sano Stock analysis
When running Sano Brunos' price analysis, check to measure Sano Brunos' 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 Sano Brunos is operating at the current time. Most of Sano Brunos' value examination focuses on studying past and present price action to predict the probability of Sano Brunos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sano Brunos' price. Additionally, you may evaluate how the addition of Sano Brunos to your portfolios can decrease your overall portfolio volatility.
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Sano Brunos 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.