MEITAV INVESTMENTS (Israel) Alpha and Beta Analysis
| MTAV Stock | 2,797 140.00 5.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MEITAV INVESTMENTS HOUSE. It also helps investors analyze the systematic and unsystematic risks associated with investing in MEITAV INVESTMENTS over a specified time horizon. Remember, high MEITAV INVESTMENTS'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 MEITAV INVESTMENTS's market risk premium analysis include:
Beta 0.0713 | Alpha 0.72 | Risk 2.41 | Sharpe Ratio 0.36 | Expected Return 0.86 |
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.
MEITAV |
MEITAV INVESTMENTS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MEITAV INVESTMENTS market risk premium is the additional return an investor will receive from holding MEITAV INVESTMENTS 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 MEITAV INVESTMENTS. 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 MEITAV INVESTMENTS's performance over market.| α | 0.72 | β | 0.07 |
MEITAV INVESTMENTS Return and Market Media
The median price of MEITAV INVESTMENTS for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 1865.0 with a coefficient of variation of 11.5. The daily time series for the period is distributed with a sample standard deviation of 215.77, arithmetic mean of 1876.77, and mean deviation of 154.44. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 MEITAV INVESTMENTS 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, MEITAV INVESTMENTS's short interest history, or implied volatility extrapolated from MEITAV INVESTMENTS options trading.