Ashot Ashkelon (Israel) Alpha and Beta Analysis
| ASHO Stock | ILA 4,330 47.00 1.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ashot Ashkelon Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ashot Ashkelon over a specified time horizon. Remember, high Ashot Ashkelon'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 Ashot Ashkelon's market risk premium analysis include:
Beta 0.8 | Alpha 0.49 | Risk 4.53 | Sharpe Ratio 0.13 | Expected Return 0.59 |
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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Ashot Ashkelon Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ashot Ashkelon market risk premium is the additional return an investor will receive from holding Ashot Ashkelon 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 Ashot Ashkelon. 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 Ashot Ashkelon's performance over market.| α | 0.49 | β | 0.80 |
Ashot Ashkelon 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 Ashot Ashkelon's Buy-and-hold return. Our buy-and-hold chart shows how Ashot Ashkelon performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ashot Ashkelon Market Price Analysis
Market price analysis indicators help investors to evaluate how Ashot Ashkelon stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ashot Ashkelon shares will generate the highest return on investment. By understating and applying Ashot Ashkelon stock market price indicators, traders can identify Ashot Ashkelon position entry and exit signals to maximize returns.
Ashot Ashkelon Return and Market Media
The median price of Ashot Ashkelon for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 4283.0 with a coefficient of variation of 17.02. The daily time series for the period is distributed with a sample standard deviation of 694.49, arithmetic mean of 4080.38, and mean deviation of 649.28. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ashot Ashkelon 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 Ashot or other stocks. Alpha measures the amount that position in Ashot Ashkelon Industries 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 Ashot Ashkelon 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, Ashot Ashkelon's short interest history, or implied volatility extrapolated from Ashot Ashkelon options trading.
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Other Information on Investing in Ashot Stock
Ashot Ashkelon financial ratios help investors to determine whether Ashot Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ashot with respect to the benefits of owning Ashot Ashkelon security.