Sofwave Medical (Israel) Alpha and Beta Analysis
| SOFW Stock | 1,795 11.00 0.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sofwave Medical. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sofwave Medical over a specified time horizon. Remember, high Sofwave Medical'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 Sofwave Medical's market risk premium analysis include:
Beta (0.05) | Alpha 0.13 | Risk 2.74 | Sharpe Ratio 0.0167 | Expected Return 0.0459 |
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.
Sofwave |
Sofwave Medical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sofwave Medical market risk premium is the additional return an investor will receive from holding Sofwave Medical 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 Sofwave Medical. 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 Sofwave Medical's performance over market.| α | 0.13 | β | -0.05 |
Sofwave Medical 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 Sofwave Medical's Buy-and-hold return. Our buy-and-hold chart shows how Sofwave Medical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sofwave Medical Market Price Analysis
Market price analysis indicators help investors to evaluate how Sofwave Medical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sofwave Medical shares will generate the highest return on investment. By understating and applying Sofwave Medical stock market price indicators, traders can identify Sofwave Medical position entry and exit signals to maximize returns.
Sofwave Medical Return and Market Media
The median price of Sofwave Medical for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 1770.0 with a coefficient of variation of 5.28. The daily time series for the period is distributed with a sample standard deviation of 93.37, arithmetic mean of 1769.08, and mean deviation of 75.29. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Sofwave Medical 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 Sofwave or other stocks. Alpha measures the amount that position in Sofwave Medical 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 Sofwave Medical 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, Sofwave Medical's short interest history, or implied volatility extrapolated from Sofwave Medical options trading.
Build Portfolio with Sofwave Medical
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
Other Information on Investing in Sofwave Stock
Sofwave Medical financial ratios help investors to determine whether Sofwave 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 Sofwave with respect to the benefits of owning Sofwave Medical security.