BioLight Life (Israel) Alpha and Beta Analysis
| BOLT Stock | ILS 349.80 0.20 0.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BioLight Life Sciences. It also helps investors analyze the systematic and unsystematic risks associated with investing in BioLight Life over a specified time horizon. Remember, high BioLight Life'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 BioLight Life's market risk premium analysis include:
Beta 0.57 | Alpha (0.60) | Risk 3.29 | Sharpe Ratio (0.25) | Expected Return (0.83) |
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.
BioLight |
BioLight Life Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BioLight Life market risk premium is the additional return an investor will receive from holding BioLight Life 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 BioLight Life. 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 BioLight Life's performance over market.| α | -0.6 | β | 0.57 |
BioLight Life Fundamentals Vs Peers
Comparing BioLight Life's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze BioLight Life's direct or indirect competition across all of the common fundamentals between BioLight Life and the related equities. This way, we can detect undervalued stocks with similar characteristics as BioLight Life or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of BioLight Life's fundamental indicators could also be used in its relative valuation, which is a method of valuing BioLight Life by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare BioLight Life to competition |
| Fundamentals | BioLight Life | Peer Average |
| Return On Equity | -0.0911 | -0.31 |
| Return On Asset | -0.0925 | -0.14 |
| Current Valuation | 13.59 M | 16.62 B |
| Shares Outstanding | 4.56 M | 571.82 M |
| Shares Owned By Insiders | 56.36 % | 10.09 % |
| Shares Owned By Institutions | 9.12 % | 39.21 % |
| Price To Earning | 82.18 X | 28.72 X |
BioLight Life Opportunities
BioLight Life Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About BioLight Life 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 BioLight or other stocks. Alpha measures the amount that position in BioLight Life Sciences 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 BioLight Life 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, BioLight Life's short interest history, or implied volatility extrapolated from BioLight Life options trading.
Build Portfolio with BioLight Life
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 Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Complementary Tools for BioLight Stock analysis
When running BioLight Life's price analysis, check to measure BioLight Life'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 BioLight Life is operating at the current time. Most of BioLight Life's value examination focuses on studying past and present price action to predict the probability of BioLight Life's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BioLight Life's price. Additionally, you may evaluate how the addition of BioLight Life to your portfolios can decrease your overall portfolio volatility.
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BioLight Life 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.