Silverline Endustri (Turkey) Alpha and Beta Analysis
| SILVR Stock | TRY 21.36 0.46 2.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Silverline Endustri ve. It also helps investors analyze the systematic and unsystematic risks associated with investing in Silverline Endustri over a specified time horizon. Remember, high Silverline Endustri'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 Silverline Endustri's market risk premium analysis include:
Beta (0.08) | Alpha 0.62 | Risk 4.24 | Sharpe Ratio 0.15 | Expected Return 0.64 |
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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Silverline Endustri Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Silverline Endustri market risk premium is the additional return an investor will receive from holding Silverline Endustri 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 Silverline Endustri. 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 Silverline Endustri's performance over market.| α | 0.62 | β | -0.08 |
Silverline Endustri 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 Silverline Endustri's Buy-and-hold return. Our buy-and-hold chart shows how Silverline Endustri performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Silverline Endustri Market Price Analysis
Market price analysis indicators help investors to evaluate how Silverline Endustri stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Silverline Endustri shares will generate the highest return on investment. By understating and applying Silverline Endustri stock market price indicators, traders can identify Silverline Endustri position entry and exit signals to maximize returns.
Silverline Endustri Return and Market Media
The median price of Silverline Endustri for the period between Sun, Jan 28, 2024 and Sat, Apr 27, 2024 is 18.4 with a coefficient of variation of 10.74. The daily time series for the period is distributed with a sample standard deviation of 1.98, arithmetic mean of 18.39, and mean deviation of 1.69. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Silverline Endustri 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 Silverline or other stocks. Alpha measures the amount that position in Silverline Endustri 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 Silverline Endustri 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, Silverline Endustri's short interest history, or implied volatility extrapolated from Silverline Endustri options trading.
Build Portfolio with Silverline Endustri
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 Silverline Endustri Backtesting, Silverline Endustri Valuation, Silverline Endustri Correlation, Silverline Endustri Hype Analysis, Silverline Endustri Volatility, Silverline Endustri History and analyze Silverline Endustri Performance. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Complementary Tools for Silverline Stock analysis
When running Silverline Endustri's price analysis, check to measure Silverline Endustri'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 Silverline Endustri is operating at the current time. Most of Silverline Endustri's value examination focuses on studying past and present price action to predict the probability of Silverline Endustri's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Silverline Endustri's price. Additionally, you may evaluate how the addition of Silverline Endustri to your portfolios can decrease your overall portfolio volatility.
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Silverline Endustri 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.