Silver Castle (Israel) Alpha and Beta Analysis
| SLCL Stock | 551.90 56.30 9.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Silver Castle Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Silver Castle over a specified time horizon. Remember, high Silver Castle'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 Silver Castle's market risk premium analysis include:
Beta (0.12) | Alpha (0.21) | Risk 3.33 | Sharpe Ratio (0.06) | Expected Return (0.20) |
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.
Silver |
Silver Castle Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Silver Castle market risk premium is the additional return an investor will receive from holding Silver Castle 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 Silver Castle. 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 Silver Castle's performance over market.| α | -0.21 | β | -0.12 |
Silver Castle 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 Silver Castle's Buy-and-hold return. Our buy-and-hold chart shows how Silver Castle performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Silver Castle Market Price Analysis
Market price analysis indicators help investors to evaluate how Silver Castle stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Silver Castle shares will generate the highest return on investment. By understating and applying Silver Castle stock market price indicators, traders can identify Silver Castle position entry and exit signals to maximize returns.
Silver Castle Return and Market Media
The median price of Silver Castle for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 599.5 with a coefficient of variation of 10.99. The daily time series for the period is distributed with a sample standard deviation of 67.79, arithmetic mean of 616.92, and mean deviation of 52.93. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Silver Castle 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 Silver or other stocks. Alpha measures the amount that position in Silver Castle 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 Silver Castle 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, Silver Castle's short interest history, or implied volatility extrapolated from Silver Castle options trading.
Build Portfolio with Silver Castle
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
Other Information on Investing in Silver Stock
Silver Castle financial ratios help investors to determine whether Silver 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 Silver with respect to the benefits of owning Silver Castle security.