Delek Group Stock Alpha and Beta Analysis
| DELKY Stock | USD 12.30 0.10 0.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Delek Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Delek Group over a specified time horizon. Remember, high Delek Group'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 Delek Group's market risk premium analysis include:
Beta 0.0241 | Alpha 0.23 | Risk 2.06 | Sharpe Ratio 0.0756 | Expected Return 0.16 |
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.
Delek |
Delek Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Delek Group market risk premium is the additional return an investor will receive from holding Delek Group 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 Delek Group. 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 Delek Group's performance over market.| α | 0.23 | β | 0.02 |
Delek Group 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 Delek Group's Buy-and-hold return. Our buy-and-hold chart shows how Delek Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Delek Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Delek Group 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 Delek Group shares will generate the highest return on investment. By understating and applying Delek Group pink sheet market price indicators, traders can identify Delek Group position entry and exit signals to maximize returns.
Delek Group Return and Market Media
The median price of Delek Group for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 11.31 with a coefficient of variation of 4.92. The daily time series for the period is distributed with a sample standard deviation of 0.56, arithmetic mean of 11.32, and mean deviation of 0.45. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Delek Group 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 Delek or other pink sheets. Alpha measures the amount that position in Delek Group 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 Delek Group 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, Delek Group's short interest history, or implied volatility extrapolated from Delek Group options trading.
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Additional Tools for Delek Pink Sheet Analysis
When running Delek Group's price analysis, check to measure Delek Group'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 Delek Group is operating at the current time. Most of Delek Group's value examination focuses on studying past and present price action to predict the probability of Delek Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Delek Group's price. Additionally, you may evaluate how the addition of Delek Group to your portfolios can decrease your overall portfolio volatility.