Ayalon Holdings (Israel) Alpha and Beta Analysis
AYAL Stock | ILA 1,811 69.00 3.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ayalon Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ayalon Holdings over a specified time horizon. Remember, high Ayalon Holdings' 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 Ayalon Holdings' market risk premium analysis include:
Beta (0.43) | Alpha (0.06) | Risk 2.58 | Sharpe Ratio (0.03) | Expected Return (0.07) |
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.
Ayalon |
Ayalon Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ayalon Holdings market risk premium is the additional return an investor will receive from holding Ayalon Holdings 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 Ayalon Holdings. 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 Ayalon Holdings' performance over market.α | -0.06 | β | -0.43 |
Ayalon Holdings 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 Ayalon Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Ayalon Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ayalon Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Ayalon Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ayalon Holdings shares will generate the highest return on investment. By understating and applying Ayalon Holdings stock market price indicators, traders can identify Ayalon Holdings position entry and exit signals to maximize returns.
Ayalon Holdings Return and Market Media
The median price of Ayalon Holdings for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 1940.0 with a coefficient of variation of 4.78. The daily time series for the period is distributed with a sample standard deviation of 92.55, arithmetic mean of 1934.52, and mean deviation of 72.96. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ayalon Holdings 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 Ayalon or other stocks. Alpha measures the amount that position in Ayalon Holdings 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 Ayalon Holdings 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, Ayalon Holdings' short interest history, or implied volatility extrapolated from Ayalon Holdings options trading.
Build Portfolio with Ayalon Holdings
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
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Check out Ayalon Holdings Backtesting, Ayalon Holdings Valuation, Ayalon Holdings Correlation, Ayalon Holdings Hype Analysis, Ayalon Holdings Volatility, Ayalon Holdings History and analyze Ayalon Holdings Performance. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Complementary Tools for Ayalon Stock analysis
When running Ayalon Holdings' price analysis, check to measure Ayalon Holdings' 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 Ayalon Holdings is operating at the current time. Most of Ayalon Holdings' value examination focuses on studying past and present price action to predict the probability of Ayalon Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ayalon Holdings' price. Additionally, you may evaluate how the addition of Ayalon Holdings to your portfolios can decrease your overall portfolio volatility.
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Ayalon Holdings 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.