Ellomay Capital Stock Alpha and Beta Analysis
| ELLO Stock | USD 16.02 0.58 3.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ellomay Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ellomay Capital over a specified time horizon. Remember, high Ellomay Capital'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 Ellomay Capital's market risk premium analysis include:
Beta 0.0129 | Alpha 0.39 | Risk 3.17 | Sharpe Ratio 0.12 | Expected Return 0.38 |
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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.
Ellomay |
Ellomay Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ellomay Capital market risk premium is the additional return an investor will receive from holding Ellomay Capital 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 Ellomay Capital. 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 Ellomay Capital's performance over market.| α | 0.39 | β | 0.01 |
Ellomay Capital 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 Ellomay Capital's Buy-and-hold return. Our buy-and-hold chart shows how Ellomay Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ellomay Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Ellomay Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ellomay Capital shares will generate the highest return on investment. By understating and applying Ellomay Capital stock market price indicators, traders can identify Ellomay Capital position entry and exit signals to maximize returns.
Ellomay Capital Return and Market Media
The median price of Ellomay Capital for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 13.13 with a coefficient of variation of 6.91. The daily time series for the period is distributed with a sample standard deviation of 0.91, arithmetic mean of 13.18, and mean deviation of 0.67. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | List of Israeli Stocks Traded on the NYSE Worth Considering - The Times of Israel | 08/26/2024 |
2 | Ellomay Capital Stock Crosses Above 50 Day Moving Average of 0.00 - MarketBeat | 09/12/2024 |
3 | Edtech Startup Ello Named No. 5 on Fortunes Change the World List 2024 | 09/25/2024 |
4 | Ellomay Capital Stock Price Passes Above Fifty Day Moving Average - Should You Sell - MarketBeat | 11/06/2024 |
5 | Ellomay Capital Announces Arbitration Ruling Outcome - TipRanks | 11/18/2024 |
About Ellomay Capital 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 Ellomay or other stocks. Alpha measures the amount that position in Ellomay Capital 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.009985 | 0.00888 | Price To Sales Ratio | 2.12 | 2.02 |
Ellomay Capital Upcoming Company Events
As portrayed in its financial statements, the presentation of Ellomay Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ellomay Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ellomay Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ellomay Capital. Please utilize our Beneish M Score to check the likelihood of Ellomay Capital's management manipulating its earnings.
| 29th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Ellomay Capital Backtesting, Ellomay Capital Valuation, Ellomay Capital Correlation, Ellomay Capital Hype Analysis, Ellomay Capital Volatility, Ellomay Capital History and analyze Ellomay Capital Performance. To learn how to invest in Ellomay Stock, please use our How to Invest in Ellomay Capital guide.You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Ellomay Capital 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.