Ipek Dogal (Turkey) Alpha and Beta Analysis
| IPEKE Stock | TRY 41.80 1.40 3.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ipek Dogal Enerji. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ipek Dogal over a specified time horizon. Remember, high Ipek Dogal'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 Ipek Dogal's market risk premium analysis include:
Beta (0.23) | Alpha 0.26 | Risk 2.92 | Sharpe Ratio 0.084 | Expected Return 0.25 |
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.
Ipek |
Ipek Dogal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ipek Dogal market risk premium is the additional return an investor will receive from holding Ipek Dogal 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 Ipek Dogal. 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 Ipek Dogal's performance over market.| α | 0.26 | β | -0.23 |
Ipek Dogal 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 Ipek Dogal's Buy-and-hold return. Our buy-and-hold chart shows how Ipek Dogal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ipek Dogal Market Price Analysis
Market price analysis indicators help investors to evaluate how Ipek Dogal stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ipek Dogal shares will generate the highest return on investment. By understating and applying Ipek Dogal stock market price indicators, traders can identify Ipek Dogal position entry and exit signals to maximize returns.
Ipek Dogal Return and Market Media
The median price of Ipek Dogal for the period between Tue, Feb 6, 2024 and Mon, May 6, 2024 is 40.16 with a coefficient of variation of 5.82. The daily time series for the period is distributed with a sample standard deviation of 2.33, arithmetic mean of 40.02, and mean deviation of 1.96. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ipek Dogal 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 Ipek or other stocks. Alpha measures the amount that position in Ipek Dogal Enerji 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 Ipek Dogal 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, Ipek Dogal's short interest history, or implied volatility extrapolated from Ipek Dogal options trading.
Build Portfolio with Ipek Dogal
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 Ipek Dogal Backtesting, Ipek Dogal Valuation, Ipek Dogal Correlation, Ipek Dogal Hype Analysis, Ipek Dogal Volatility, Ipek Dogal History and analyze Ipek Dogal Performance. Note that the Ipek Dogal Enerji information on this page should be used as a complementary analysis to other Ipek Dogal'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 Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Complementary Tools for Ipek Stock analysis
When running Ipek Dogal's price analysis, check to measure Ipek Dogal'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 Ipek Dogal is operating at the current time. Most of Ipek Dogal's value examination focuses on studying past and present price action to predict the probability of Ipek Dogal's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ipek Dogal's price. Additionally, you may evaluate how the addition of Ipek Dogal to your portfolios can decrease your overall portfolio volatility.
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Ipek Dogal 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.