Politeknik Metal (Turkey) Alpha and Beta Analysis
| POLTK Stock | TRY 18,300 50.00 0.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Politeknik Metal Sanayi. It also helps investors analyze the systematic and unsystematic risks associated with investing in Politeknik Metal over a specified time horizon. Remember, high Politeknik Metal'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 Politeknik Metal's market risk premium analysis include:
Beta 1.4 | Alpha 0.0682 | Risk 4.31 | Sharpe Ratio (0.05) | Expected Return (0.23) |
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.
Politeknik |
Politeknik Metal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Politeknik Metal market risk premium is the additional return an investor will receive from holding Politeknik Metal 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 Politeknik Metal. 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 Politeknik Metal's performance over market.| α | 0.07 | β | 1.40 |
Politeknik Metal 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 Politeknik Metal's Buy-and-hold return. Our buy-and-hold chart shows how Politeknik Metal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Politeknik Metal Market Price Analysis
Market price analysis indicators help investors to evaluate how Politeknik Metal stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Politeknik Metal shares will generate the highest return on investment. By understating and applying Politeknik Metal stock market price indicators, traders can identify Politeknik Metal position entry and exit signals to maximize returns.
Politeknik Metal Return and Market Media
The median price of Politeknik Metal for the period between Tue, Feb 6, 2024 and Mon, May 6, 2024 is 21600.0 with a coefficient of variation of 8.24. The daily time series for the period is distributed with a sample standard deviation of 1784.72, arithmetic mean of 21670.0, and mean deviation of 1402.65. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Politeknik Metal 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 Politeknik or other stocks. Alpha measures the amount that position in Politeknik Metal Sanayi 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 Politeknik Metal 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, Politeknik Metal's short interest history, or implied volatility extrapolated from Politeknik Metal options trading.
Build Portfolio with Politeknik Metal
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 Politeknik Metal Backtesting, Politeknik Metal Valuation, Politeknik Metal Correlation, Politeknik Metal Hype Analysis, Politeknik Metal Volatility, Politeknik Metal History and analyze Politeknik Metal Performance. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Complementary Tools for Politeknik Stock analysis
When running Politeknik Metal's price analysis, check to measure Politeknik Metal'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 Politeknik Metal is operating at the current time. Most of Politeknik Metal's value examination focuses on studying past and present price action to predict the probability of Politeknik Metal's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Politeknik Metal's price. Additionally, you may evaluate how the addition of Politeknik Metal to your portfolios can decrease your overall portfolio volatility.
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Politeknik Metal 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.