Ral Yatirim (Turkey) Alpha and Beta Analysis
RALYH Stock | 191.00 0.20 0.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ral Yatirim Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ral Yatirim over a specified time horizon. Remember, high Ral Yatirim'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 Ral Yatirim's market risk premium analysis include:
Beta (0.68) | Alpha 1.24 | Risk 3.18 | Sharpe Ratio 0.48 | Expected Return 1.54 |
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.
Ral |
Ral Yatirim Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ral Yatirim market risk premium is the additional return an investor will receive from holding Ral Yatirim 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 Ral Yatirim. 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 Ral Yatirim's performance over market.α | 1.24 | β | -0.68 |
Ral Yatirim 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 Ral Yatirim's Buy-and-hold return. Our buy-and-hold chart shows how Ral Yatirim performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ral Yatirim Market Price Analysis
Market price analysis indicators help investors to evaluate how Ral Yatirim stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ral Yatirim shares will generate the highest return on investment. By understating and applying Ral Yatirim stock market price indicators, traders can identify Ral Yatirim position entry and exit signals to maximize returns.
Ral Yatirim Return and Market Media
The median price of Ral Yatirim for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 110.0 with a coefficient of variation of 27.89. The daily time series for the period is distributed with a sample standard deviation of 31.33, arithmetic mean of 112.34, and mean deviation of 27.19. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
Timeline |
About Ral Yatirim 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 Ral or other stocks. Alpha measures the amount that position in Ral Yatirim Holding 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 Ral Yatirim 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, Ral Yatirim's short interest history, or implied volatility extrapolated from Ral Yatirim options trading.
Build Portfolio with Ral Yatirim
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 Ral Yatirim Backtesting, Ral Yatirim Valuation, Ral Yatirim Correlation, Ral Yatirim Hype Analysis, Ral Yatirim Volatility, Ral Yatirim History and analyze Ral Yatirim Performance. Note that the Ral Yatirim Holding information on this page should be used as a complementary analysis to other Ral Yatirim'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 Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Complementary Tools for Ral Stock analysis
When running Ral Yatirim's price analysis, check to measure Ral Yatirim'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 Ral Yatirim is operating at the current time. Most of Ral Yatirim's value examination focuses on studying past and present price action to predict the probability of Ral Yatirim's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ral Yatirim's price. Additionally, you may evaluate how the addition of Ral Yatirim to your portfolios can decrease your overall portfolio volatility.
Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
FinTech Suite Use AI to screen and filter profitable investment opportunities | |
Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |
Ral Yatirim 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.