Batm Advanced (Israel) Alpha and Beta Analysis
| BVC Stock | 88.00 2.20 2.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Batm Advanced Communications. It also helps investors analyze the systematic and unsystematic risks associated with investing in Batm Advanced over a specified time horizon. Remember, high Batm Advanced'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 Batm Advanced's market risk premium analysis include:
Beta 0.85 | Alpha (0.13) | Risk 2.43 | Sharpe Ratio (0.09) | 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.
Batm |
Batm Advanced Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Batm Advanced market risk premium is the additional return an investor will receive from holding Batm Advanced 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 Batm Advanced. 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 Batm Advanced's performance over market.| α | -0.13 | β | 0.85 |
Batm Advanced 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 Batm Advanced's Buy-and-hold return. Our buy-and-hold chart shows how Batm Advanced performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Batm Advanced Market Price Analysis
Market price analysis indicators help investors to evaluate how Batm Advanced stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Batm Advanced shares will generate the highest return on investment. By understating and applying Batm Advanced stock market price indicators, traders can identify Batm Advanced position entry and exit signals to maximize returns.
Batm Advanced Return and Market Media
The median price of Batm Advanced for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 96.5 with a coefficient of variation of 7.73. The daily time series for the period is distributed with a sample standard deviation of 7.49, arithmetic mean of 96.95, and mean deviation of 5.91. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Batm Advanced 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 Batm or other stocks. Alpha measures the amount that position in Batm Advanced Commun 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 Batm Advanced 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, Batm Advanced's short interest history, or implied volatility extrapolated from Batm Advanced options trading.
Build Portfolio with Batm Advanced
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 Batm Advanced Backtesting, Batm Advanced Valuation, Batm Advanced Correlation, Batm Advanced Hype Analysis, Batm Advanced Volatility, Batm Advanced History and analyze Batm Advanced Performance. Note that the Batm Advanced Commun information on this page should be used as a complementary analysis to other Batm Advanced'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 USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for Batm Stock analysis
When running Batm Advanced's price analysis, check to measure Batm Advanced'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 Batm Advanced is operating at the current time. Most of Batm Advanced's value examination focuses on studying past and present price action to predict the probability of Batm Advanced's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Batm Advanced's price. Additionally, you may evaluate how the addition of Batm Advanced to your portfolios can decrease your overall portfolio volatility.
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Stocks Directory Find actively traded stocks across global markets | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance |
Batm Advanced 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.