Turk Traktor (Turkey) Alpha and Beta Analysis
| TTRAK Stock | TRY 919.50 19.00 2.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Turk Traktor ve. It also helps investors analyze the systematic and unsystematic risks associated with investing in Turk Traktor over a specified time horizon. Remember, high Turk Traktor'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 Turk Traktor's market risk premium analysis include:
Beta (0.23) | Alpha 0.48 | Risk 2.32 | Sharpe Ratio 0.14 | Expected Return 0.33 |
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.
Turk |
Turk Traktor Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Turk Traktor market risk premium is the additional return an investor will receive from holding Turk Traktor 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 Turk Traktor. 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 Turk Traktor's performance over market.| α | 0.48 | β | -0.23 |
Turk Traktor 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 Turk Traktor's Buy-and-hold return. Our buy-and-hold chart shows how Turk Traktor performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Turk Traktor Market Price Analysis
Market price analysis indicators help investors to evaluate how Turk Traktor stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Turk Traktor shares will generate the highest return on investment. By understating and applying Turk Traktor stock market price indicators, traders can identify Turk Traktor position entry and exit signals to maximize returns.
Turk Traktor Return and Market Media
The median price of Turk Traktor for the period between Thu, Feb 1, 2024 and Wed, May 1, 2024 is 842.65 with a coefficient of variation of 8.16. The daily time series for the period is distributed with a sample standard deviation of 67.79, arithmetic mean of 831.24, and mean deviation of 57.64. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Turk Traktor 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 Turk or other stocks. Alpha measures the amount that position in Turk Traktor ve 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 Turk Traktor 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, Turk Traktor's short interest history, or implied volatility extrapolated from Turk Traktor options trading.
Build Portfolio with Turk Traktor
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 Turk Traktor Backtesting, Turk Traktor Valuation, Turk Traktor Correlation, Turk Traktor Hype Analysis, Turk Traktor Volatility, Turk Traktor History and analyze Turk Traktor Performance. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Complementary Tools for Turk Stock analysis
When running Turk Traktor's price analysis, check to measure Turk Traktor'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 Turk Traktor is operating at the current time. Most of Turk Traktor's value examination focuses on studying past and present price action to predict the probability of Turk Traktor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Turk Traktor's price. Additionally, you may evaluate how the addition of Turk Traktor to your portfolios can decrease your overall portfolio volatility.
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Turk Traktor 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.