Arcelik As Adr Stock Alpha and Beta Analysis
| ACKAY Stock | USD 13.14 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arcelik AS ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arcelik AS over a specified time horizon. Remember, high Arcelik AS'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 Arcelik AS's market risk premium analysis include:
Beta (0.48) | Alpha (0.31) | Risk 3.03 | Sharpe Ratio (0.06) | Expected Return (0.17) |
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.
Arcelik |
Arcelik AS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arcelik AS market risk premium is the additional return an investor will receive from holding Arcelik AS 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 Arcelik AS. 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 Arcelik AS's performance over market.| α | -0.31 | β | -0.48 |
Arcelik AS 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 Arcelik AS's Buy-and-hold return. Our buy-and-hold chart shows how Arcelik AS performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arcelik AS Market Price Analysis
Market price analysis indicators help investors to evaluate how Arcelik AS pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arcelik AS shares will generate the highest return on investment. By understating and applying Arcelik AS pink sheet market price indicators, traders can identify Arcelik AS position entry and exit signals to maximize returns.
Arcelik AS Return and Market Media
The median price of Arcelik AS for the period between Sun, Sep 28, 2025 and Sat, Dec 27, 2025 is 13.14 with a coefficient of variation of 7.67. The daily time series for the period is distributed with a sample standard deviation of 1.03, arithmetic mean of 13.47, and mean deviation of 0.74. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Arcelik AS 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 Arcelik or other pink sheets. Alpha measures the amount that position in Arcelik AS ADR 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 Arcelik AS 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, Arcelik AS's short interest history, or implied volatility extrapolated from Arcelik AS options trading.
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Additional Tools for Arcelik Pink Sheet Analysis
When running Arcelik AS's price analysis, check to measure Arcelik AS'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 Arcelik AS is operating at the current time. Most of Arcelik AS's value examination focuses on studying past and present price action to predict the probability of Arcelik AS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arcelik AS's price. Additionally, you may evaluate how the addition of Arcelik AS to your portfolios can decrease your overall portfolio volatility.