Lahav LR (Israel) Alpha and Beta Analysis
LAHAV Stock | ILS 382.80 4.20 1.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lahav LR Real. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lahav LR over a specified time horizon. Remember, high Lahav LR'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 Lahav LR's market risk premium analysis include:
Beta (0.01) | Alpha 0.31 | Risk 1.98 | Sharpe Ratio 0.16 | Expected Return 0.32 |
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.
Lahav |
Lahav LR Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lahav LR market risk premium is the additional return an investor will receive from holding Lahav LR 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 Lahav LR. 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 Lahav LR's performance over market.α | 0.31 | β | -0.01 |
Lahav LR 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 Lahav LR's Buy-and-hold return. Our buy-and-hold chart shows how Lahav LR performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lahav LR Market Price Analysis
Market price analysis indicators help investors to evaluate how Lahav LR stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lahav LR shares will generate the highest return on investment. By understating and applying Lahav LR stock market price indicators, traders can identify Lahav LR position entry and exit signals to maximize returns.
Lahav LR Return and Market Media
Price Growth (%) |
Timeline |
About Lahav LR 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 Lahav or other stocks. Alpha measures the amount that position in Lahav LR Real 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 Lahav LR 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, Lahav LR's short interest history, or implied volatility extrapolated from Lahav LR options trading.
Build Portfolio with Lahav LR
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 Lahav LR Backtesting, Lahav LR Valuation, Lahav LR Correlation, Lahav LR Hype Analysis, Lahav LR Volatility, Lahav LR History and analyze Lahav LR Performance. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Complementary Tools for Lahav Stock analysis
When running Lahav LR's price analysis, check to measure Lahav LR'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 Lahav LR is operating at the current time. Most of Lahav LR's value examination focuses on studying past and present price action to predict the probability of Lahav LR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lahav LR's price. Additionally, you may evaluate how the addition of Lahav LR to your portfolios can decrease your overall portfolio volatility.
Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
FinTech Suite Use AI to screen and filter profitable investment opportunities | |
USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities |
Lahav LR 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.