Sapiens International (Israel) Alpha and Beta Analysis
| SPNS Stock | 10,210 110.00 1.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sapiens International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sapiens International over a specified time horizon. Remember, high Sapiens International'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 Sapiens International's market risk premium analysis include:
Beta 0.98 | Alpha (0.54) | Risk 4.04 | Sharpe Ratio (0.11) | Expected Return (0.46) |
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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Sapiens International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sapiens International market risk premium is the additional return an investor will receive from holding Sapiens International 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 Sapiens International. 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 Sapiens International's performance over market.| α | -0.54 | β | 0.98 |
Sapiens International 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 Sapiens International's Buy-and-hold return. Our buy-and-hold chart shows how Sapiens International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sapiens International Market Price Analysis
Market price analysis indicators help investors to evaluate how Sapiens International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sapiens International shares will generate the highest return on investment. By understating and applying Sapiens International stock market price indicators, traders can identify Sapiens International position entry and exit signals to maximize returns.
Sapiens International Return and Market Media
The median price of Sapiens International for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 13450.0 with a coefficient of variation of 8.71. The daily time series for the period is distributed with a sample standard deviation of 1155.31, arithmetic mean of 13265.43, and mean deviation of 747.26. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Sapiens International 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 Sapiens or other stocks. Alpha measures the amount that position in Sapiens International 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 Sapiens International 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, Sapiens International's short interest history, or implied volatility extrapolated from Sapiens International options trading.
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Additional Information and Resources on Investing in Sapiens Stock
When determining whether Sapiens International is a strong investment it is important to analyze Sapiens International's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Sapiens International's future performance. For an informed investment choice regarding Sapiens Stock, refer to the following important reports:Check out Sapiens International Backtesting, Sapiens International Valuation, Sapiens International Correlation, Sapiens International Hype Analysis, Sapiens International Volatility, Sapiens International History and analyze Sapiens International Performance. For information on how to trade Sapiens Stock refer to our How to Trade Sapiens Stock guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Sapiens International 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.