# BANORT 8 38 Alpha and Beta Analysis

P1400MAC2 | 93.25 9.25 9.02% |

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BANORT 8 38. It also helps investors analyze the systematic and unsystematic risks associated with investing in BANORT over a specified time horizon. Remember, high BANORT'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 BANORT's market risk premium analysis include:**Beta(0.33) | Alpha(0.02) | Risk1.52 | Sharpe Ratio(0.08) | Expected Return(0.13) |

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.

BANORT |

## BANORT Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BANORT market risk premium is the additional return an investor will receive from holding BANORT 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 BANORT. 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 BANORT's performance over market.α | -0.02 | β | -0.33 |

## BANORT Market Price Analysis

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

Price Series Summation | ||

Price Series Division | ||

Inverse Tangent Over Price Movement | ||

Price Ceiling Movement | ||

Aroon Oscillator | ||

Balance Of Power | ||

Bollinger Bands | ||

Bollinger Bands | ||

Belt hold | ||

Hanging Man |

## BANORT Return and Market Media

The median price of BANORT for the period between Sat, Jan 13, 2024 and Fri, Apr 12, 2024 is 100.13 with a coefficient of variation of 2.14. The daily time series for the period is distributed with a sample standard deviation of 2.14, arithmetic mean of 100.03, and mean deviation of 1.79. The Bond did not receive any noticable media coverage during the period. Price Growth (%) |

Timeline |

## About BANORT 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 BANORT or other bonds. Alpha measures the amount that position in BANORT 8 38 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 BANORT 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, BANORT's short interest history, or implied volatility extrapolated from BANORT options trading.

## Build Portfolio with BANORT

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 BANORT Backtesting, Portfolio Optimization, BANORT Correlation, BANORT Hype Analysis, BANORT Volatility, BANORT History and analyze BANORT Performance. Note that the BANORT 8 38 information on this page should be used as a complementary analysis to other BANORT's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.

BANORT technical bond 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, bond market cycles, or different charting patterns.