Harel Sal (Israel) Alpha and Beta Analysis
| HRL-F50 Etf | 5,764 36.00 0.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Harel Sal SP. It also helps investors analyze the systematic and unsystematic risks associated with investing in Harel Sal over a specified time horizon. Remember, high Harel Sal'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 Harel Sal's market risk premium analysis include:
Beta 0.2 | Alpha 0.0469 | Risk 0.81 | Sharpe Ratio 0.12 | Expected Return 0.0984 |
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.
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Harel Sal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Harel Sal market risk premium is the additional return an investor will receive from holding Harel Sal 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 Harel Sal. 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 Harel Sal's performance over market.| α | 0.05 | β | 0.20 |
Harel Sal 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 Harel Sal's Buy-and-hold return. Our buy-and-hold chart shows how Harel Sal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Harel Sal Market Price Analysis
Market price analysis indicators help investors to evaluate how Harel Sal etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Harel Sal shares will generate the highest return on investment. By understating and applying Harel Sal etf market price indicators, traders can identify Harel Sal position entry and exit signals to maximize returns.
Harel Sal Return and Market Media
The median price of Harel Sal for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 5517.0 with a coefficient of variation of 3.26. The daily time series for the period is distributed with a sample standard deviation of 180.07, arithmetic mean of 5528.29, and mean deviation of 142.88. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Harel Sal 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 Harel or other etfs. Alpha measures the amount that position in Harel Sal SP 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 Harel Sal 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, Harel Sal's short interest history, or implied volatility extrapolated from Harel Sal options trading.
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Other Information on Investing in Harel Etf
Harel Sal financial ratios help investors to determine whether Harel Etf 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 Harel with respect to the benefits of owning Harel Sal security.