Elbit Systems (Israel) Alpha and Beta Analysis
| ESLT Stock | ILA 92,580 20.00 0.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Elbit Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Elbit Systems over a specified time horizon. Remember, high Elbit Systems' 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 Elbit Systems' market risk premium analysis include:
Beta 0.049 | Alpha 0.48 | Risk 1.86 | Sharpe Ratio 0.28 | Expected Return 0.52 |
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.
Elbit |
Elbit Systems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Elbit Systems market risk premium is the additional return an investor will receive from holding Elbit Systems 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 Elbit Systems. 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 Elbit Systems' performance over market.| α | 0.48 | β | 0.05 |
Elbit Systems 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 Elbit Systems' Buy-and-hold return. Our buy-and-hold chart shows how Elbit Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Elbit Systems Market Price Analysis
Market price analysis indicators help investors to evaluate how Elbit Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Elbit Systems shares will generate the highest return on investment. By understating and applying Elbit Systems stock market price indicators, traders can identify Elbit Systems position entry and exit signals to maximize returns.
Elbit Systems Return and Market Media
The median price of Elbit Systems for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 73952.1 with a coefficient of variation of 9.69. The daily time series for the period is distributed with a sample standard deviation of 7439.44, arithmetic mean of 76771.96, and mean deviation of 6193.94. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Elbit Systems 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 Elbit or other stocks. Alpha measures the amount that position in Elbit Systems 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 Elbit Systems 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, Elbit Systems' short interest history, or implied volatility extrapolated from Elbit Systems options trading.
Build Portfolio with Elbit Systems
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
Additional Information and Resources on Investing in Elbit Stock
When determining whether Elbit Systems is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Elbit Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Elbit Systems Stock. Highlighted below are key reports to facilitate an investment decision about Elbit Systems Stock:Check out Elbit Systems Backtesting, Elbit Systems Valuation, Elbit Systems Correlation, Elbit Systems Hype Analysis, Elbit Systems Volatility, Elbit Systems History and analyze Elbit Systems Performance. For information on how to trade Elbit Stock refer to our How to Trade Elbit Stock guide.You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Elbit Systems 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.