Kenon Holdings (Israel) Alpha and Beta Analysis
| KEN Stock | 10,860 80.00 0.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kenon Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kenon Holdings over a specified time horizon. Remember, high Kenon Holdings' 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 Kenon Holdings' market risk premium analysis include:
Beta (0.20) | Alpha 0.28 | Risk 1.96 | Sharpe Ratio 0.2 | Expected Return 0.39 |
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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Kenon Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kenon Holdings market risk premium is the additional return an investor will receive from holding Kenon Holdings 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 Kenon Holdings. 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 Kenon Holdings' performance over market.| α | 0.28 | β | -0.2 |
Kenon Holdings 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 Kenon Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Kenon Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kenon Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Kenon Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kenon Holdings shares will generate the highest return on investment. By understating and applying Kenon Holdings stock market price indicators, traders can identify Kenon Holdings position entry and exit signals to maximize returns.
Kenon Holdings Return and Market Media
The median price of Kenon Holdings for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 9702.0 with a coefficient of variation of 6.83. The daily time series for the period is distributed with a sample standard deviation of 670.92, arithmetic mean of 9820.03, and mean deviation of 596.0. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Kenon Holdings 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 Kenon or other stocks. Alpha measures the amount that position in Kenon Holdings 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 Kenon Holdings 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, Kenon Holdings' short interest history, or implied volatility extrapolated from Kenon Holdings options trading.
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Additional Information and Resources on Investing in Kenon Stock
When determining whether Kenon Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Kenon Holdings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Kenon Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Kenon Holdings Stock:Check out Kenon Holdings Backtesting, Kenon Holdings Valuation, Kenon Holdings Correlation, Kenon Holdings Hype Analysis, Kenon Holdings Volatility, Kenon Holdings History and analyze Kenon Holdings Performance. For information on how to trade Kenon Stock refer to our How to Trade Kenon Stock guide.You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Kenon Holdings 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.