Senvest Capital Stock Alpha and Beta Analysis
| SEC Stock | CAD 400.00 10.00 2.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Senvest Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Senvest Capital over a specified time horizon. Remember, high Senvest Capital'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 Senvest Capital's market risk premium analysis include:
Beta 0.0158 | Alpha 0.31 | Risk 1.25 | Sharpe Ratio 0.27 | Expected Return 0.34 |
Senvest Capital Quarterly Cash And Equivalents |
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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.
Senvest |
Senvest Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Senvest Capital market risk premium is the additional return an investor will receive from holding Senvest Capital 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 Senvest Capital. 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 Senvest Capital's performance over market.| α | 0.31 | β | 0.02 |
Senvest Capital 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 Senvest Capital's Buy-and-hold return. Our buy-and-hold chart shows how Senvest Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Senvest Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Senvest Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Senvest Capital shares will generate the highest return on investment. By understating and applying Senvest Capital stock market price indicators, traders can identify Senvest Capital position entry and exit signals to maximize returns.
Senvest Capital Return and Market Media
The median price of Senvest Capital for the period between Tue, Nov 19, 2024 and Mon, Feb 17, 2025 is 378.0 with a coefficient of variation of 7.13. The daily time series for the period is distributed with a sample standard deviation of 26.03, arithmetic mean of 365.22, and mean deviation of 24.33. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | This Insider Has Just Sold Shares In Senvest Capital - Simply Wall St | 01/29/2025 |
About Senvest Capital 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 Senvest or other stocks. Alpha measures the amount that position in Senvest Capital 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.
| 2022 | 2024 | 2025 (projected) | Gross Profit Margin | 1.14 | 1.31 | 1.21 | Net Profit Margin | 1.25 | 0.18 | 0.17 |
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 Senvest Capital 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, Senvest Capital's short interest history, or implied volatility extrapolated from Senvest Capital options trading.
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Other Information on Investing in Senvest Stock
Senvest Capital financial ratios help investors to determine whether Senvest Stock 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 Senvest with respect to the benefits of owning Senvest Capital security.