Euro Trend (Turkey) Alpha and Beta Analysis
| ETYAT Stock | TRY 16.50 0.30 1.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Euro Trend Yatirim. It also helps investors analyze the systematic and unsystematic risks associated with investing in Euro Trend over a specified time horizon. Remember, high Euro Trend'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 Euro Trend's market risk premium analysis include:
Beta 0.0317 | Alpha 0.9 | Risk 4.69 | Sharpe Ratio 0.2 | Expected Return 0.94 |
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.
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Euro Trend Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Euro Trend market risk premium is the additional return an investor will receive from holding Euro Trend 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 Euro Trend. 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 Euro Trend's performance over market.| α | 0.90 | β | 0.03 |
Euro Trend 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 Euro Trend's Buy-and-hold return. Our buy-and-hold chart shows how Euro Trend performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Euro Trend Market Price Analysis
Market price analysis indicators help investors to evaluate how Euro Trend stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Euro Trend shares will generate the highest return on investment. By understating and applying Euro Trend stock market price indicators, traders can identify Euro Trend position entry and exit signals to maximize returns.
Euro Trend Return and Market Media
The median price of Euro Trend for the period between Mon, Feb 5, 2024 and Sun, May 5, 2024 is 15.37 with a coefficient of variation of 15.78. The daily time series for the period is distributed with a sample standard deviation of 2.32, arithmetic mean of 14.71, and mean deviation of 1.7. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Euro Trend 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 Euro or other stocks. Alpha measures the amount that position in Euro Trend Yatirim 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 Euro Trend 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, Euro Trend's short interest history, or implied volatility extrapolated from Euro Trend options trading.
Build Portfolio with Euro Trend
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 Euro Trend Backtesting, Euro Trend Valuation, Euro Trend Correlation, Euro Trend Hype Analysis, Euro Trend Volatility, Euro Trend History and analyze Euro Trend Performance. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Complementary Tools for Euro Stock analysis
When running Euro Trend's price analysis, check to measure Euro Trend'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 Euro Trend is operating at the current time. Most of Euro Trend's value examination focuses on studying past and present price action to predict the probability of Euro Trend's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Euro Trend's price. Additionally, you may evaluate how the addition of Euro Trend to your portfolios can decrease your overall portfolio volatility.
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Euro Trend 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.