Bizim Toptan (Turkey) Alpha and Beta Analysis
| BIZIM Stock | TRY 40.70 1.36 3.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bizim Toptan Satis. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bizim Toptan over a specified time horizon. Remember, high Bizim Toptan'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 Bizim Toptan's market risk premium analysis include:
Beta (0.49) | Alpha (0.01) | Risk 2.87 | Sharpe Ratio (0.04) | Expected Return (0.10) |
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.
Bizim |
Bizim Toptan Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bizim Toptan market risk premium is the additional return an investor will receive from holding Bizim Toptan 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 Bizim Toptan. 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 Bizim Toptan's performance over market.| α | -0.0069 | β | -0.49 |
Bizim Toptan 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 Bizim Toptan's Buy-and-hold return. Our buy-and-hold chart shows how Bizim Toptan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bizim Toptan Market Price Analysis
Market price analysis indicators help investors to evaluate how Bizim Toptan stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bizim Toptan shares will generate the highest return on investment. By understating and applying Bizim Toptan stock market price indicators, traders can identify Bizim Toptan position entry and exit signals to maximize returns.
Bizim Toptan Return and Market Media
The median price of Bizim Toptan for the period between Thu, Feb 1, 2024 and Wed, May 1, 2024 is 43.92 with a coefficient of variation of 6.3. The daily time series for the period is distributed with a sample standard deviation of 2.74, arithmetic mean of 43.51, and mean deviation of 2.34. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Bizim Toptan 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 Bizim or other stocks. Alpha measures the amount that position in Bizim Toptan Satis 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 Bizim Toptan 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, Bizim Toptan's short interest history, or implied volatility extrapolated from Bizim Toptan options trading.
Build Portfolio with Bizim Toptan
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 Bizim Toptan Backtesting, Bizim Toptan Valuation, Bizim Toptan Correlation, Bizim Toptan Hype Analysis, Bizim Toptan Volatility, Bizim Toptan History and analyze Bizim Toptan Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Complementary Tools for Bizim Stock analysis
When running Bizim Toptan's price analysis, check to measure Bizim Toptan'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 Bizim Toptan is operating at the current time. Most of Bizim Toptan's value examination focuses on studying past and present price action to predict the probability of Bizim Toptan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bizim Toptan's price. Additionally, you may evaluate how the addition of Bizim Toptan to your portfolios can decrease your overall portfolio volatility.
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. |
Bizim Toptan 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.