Petrokent Turizm (Turkey) Alpha and Beta Analysis
| PKENT Stock | TRY 342.00 15.25 4.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Petrokent Turizm AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in Petrokent Turizm over a specified time horizon. Remember, high Petrokent Turizm'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 Petrokent Turizm's market risk premium analysis include:
Beta (0.01) | Alpha 0.56 | Risk 4.79 | Sharpe Ratio 0.11 | Expected Return 0.54 |
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.
Petrokent |
Petrokent Turizm Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Petrokent Turizm market risk premium is the additional return an investor will receive from holding Petrokent Turizm 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 Petrokent Turizm. 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 Petrokent Turizm's performance over market.| α | 0.56 | β | -0.0066 |
Petrokent Turizm 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 Petrokent Turizm's Buy-and-hold return. Our buy-and-hold chart shows how Petrokent Turizm performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Petrokent Turizm Market Price Analysis
Market price analysis indicators help investors to evaluate how Petrokent Turizm stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Petrokent Turizm shares will generate the highest return on investment. By understating and applying Petrokent Turizm stock market price indicators, traders can identify Petrokent Turizm position entry and exit signals to maximize returns.
Petrokent Turizm Return and Market Media
The median price of Petrokent Turizm for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 340.0 with a coefficient of variation of 12.76. The daily time series for the period is distributed with a sample standard deviation of 41.91, arithmetic mean of 328.49, and mean deviation of 35.2. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Petrokent Turizm 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 Petrokent or other stocks. Alpha measures the amount that position in Petrokent Turizm 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 Petrokent Turizm 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, Petrokent Turizm's short interest history, or implied volatility extrapolated from Petrokent Turizm options trading.
Build Portfolio with Petrokent Turizm
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Check out Petrokent Turizm Backtesting, Petrokent Turizm Valuation, Petrokent Turizm Correlation, Petrokent Turizm Hype Analysis, Petrokent Turizm Volatility, Petrokent Turizm History and analyze Petrokent Turizm Performance. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Complementary Tools for Petrokent Stock analysis
When running Petrokent Turizm's price analysis, check to measure Petrokent Turizm'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 Petrokent Turizm is operating at the current time. Most of Petrokent Turizm's value examination focuses on studying past and present price action to predict the probability of Petrokent Turizm's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Petrokent Turizm's price. Additionally, you may evaluate how the addition of Petrokent Turizm to your portfolios can decrease your overall portfolio volatility.
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Petrokent Turizm 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.