Euro Yatirim (Turkey) Alpha and Beta Analysis
| EUHOL Stock | TRY 3.28 0.02 0.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Euro Yatirim Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Euro Yatirim over a specified time horizon. Remember, high Euro 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 Euro Yatirim's market risk premium analysis include:
Beta (0.55) | Alpha 0.16 | Risk 3.43 | Sharpe Ratio 0.0109 | Expected Return 0.0373 |
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 Yatirim Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Euro Yatirim market risk premium is the additional return an investor will receive from holding Euro 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 Euro 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 Euro Yatirim's performance over market.| α | 0.16 | β | -0.55 |
Euro 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 Euro Yatirim's Buy-and-hold return. Our buy-and-hold chart shows how Euro Yatirim performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Euro Yatirim Market Price Analysis
Market price analysis indicators help investors to evaluate how Euro 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 Euro Yatirim shares will generate the highest return on investment. By understating and applying Euro Yatirim stock market price indicators, traders can identify Euro Yatirim position entry and exit signals to maximize returns.
Euro Yatirim Return and Market Media
The median price of Euro Yatirim for the period between Thu, Feb 1, 2024 and Wed, May 1, 2024 is 3.36 with a coefficient of variation of 6.55. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 3.36, and mean deviation of 0.17. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Euro 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 Euro or other stocks. Alpha measures the amount that position in Euro 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 Euro 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, Euro Yatirim's short interest history, or implied volatility extrapolated from Euro Yatirim options trading.
Build Portfolio with Euro 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 Euro Yatirim Backtesting, Euro Yatirim Valuation, Euro Yatirim Correlation, Euro Yatirim Hype Analysis, Euro Yatirim Volatility, Euro Yatirim History and analyze Euro Yatirim 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 Euro Stock analysis
When running Euro Yatirim's price analysis, check to measure Euro 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 Euro Yatirim is operating at the current time. Most of Euro Yatirim's value examination focuses on studying past and present price action to predict the probability of Euro 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 Euro Yatirim's price. Additionally, you may evaluate how the addition of Euro Yatirim to your portfolios can decrease your overall portfolio volatility.
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Euro 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.