BioLight Life (Israel) Alpha and Beta Analysis
| BOLT Stock | ILS 375.10 25.30 7.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BioLight Life Sciences. It also helps investors analyze the systematic and unsystematic risks associated with investing in BioLight Life over a specified time horizon. Remember, high BioLight Life'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 BioLight Life's market risk premium analysis include:
Beta 0.021 | Alpha (0.47) | Risk 3.42 | Sharpe Ratio (0.19) | Expected Return (0.65) |
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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BioLight Life Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BioLight Life market risk premium is the additional return an investor will receive from holding BioLight Life 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 BioLight Life. 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 BioLight Life's performance over market.| α | -0.47 | β | 0.02 |
BioLight Life 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 BioLight Life's Buy-and-hold return. Our buy-and-hold chart shows how BioLight Life performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BioLight Life Market Price Analysis
Market price analysis indicators help investors to evaluate how BioLight Life stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BioLight Life shares will generate the highest return on investment. By understating and applying BioLight Life stock market price indicators, traders can identify BioLight Life position entry and exit signals to maximize returns.
BioLight Life Return and Market Media
The median price of BioLight Life for the period between Mon, Feb 5, 2024 and Sun, May 5, 2024 is 475.9 with a coefficient of variation of 12.73. The daily time series for the period is distributed with a sample standard deviation of 58.04, arithmetic mean of 455.88, and mean deviation of 48.67. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About BioLight Life 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 BioLight or other stocks. Alpha measures the amount that position in BioLight Life Sciences 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 BioLight Life 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, BioLight Life's short interest history, or implied volatility extrapolated from BioLight Life options trading.
Build Portfolio with BioLight Life
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 BioLight Life Backtesting, BioLight Life Valuation, BioLight Life Correlation, BioLight Life Hype Analysis, BioLight Life Volatility, BioLight Life History and analyze BioLight Life Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Complementary Tools for BioLight Stock analysis
When running BioLight Life's price analysis, check to measure BioLight Life'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 BioLight Life is operating at the current time. Most of BioLight Life's value examination focuses on studying past and present price action to predict the probability of BioLight Life's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BioLight Life's price. Additionally, you may evaluate how the addition of BioLight Life to your portfolios can decrease your overall portfolio volatility.
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BioLight Life 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.