Eczacibasi Yatirim (Turkey) Alpha and Beta Analysis
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Eczacibasi Yatirim Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Eczacibasi Yatirim over a specified time horizon. Remember, high Eczacibasi Yatirim'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 Eczacibasi Yatirim's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Eczacibasi |
Eczacibasi Yatirim Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Eczacibasi Yatirim market risk premium is the additional return an investor will receive from holding Eczacibasi Yatirim 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 Eczacibasi Yatirim. 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 Eczacibasi Yatirim's performance over market.| α | 0.00 | β | 0.00 |
Eczacibasi Yatirim Fundamentals Vs Peers
Comparing Eczacibasi Yatirim's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Eczacibasi Yatirim's direct or indirect competition across all of the common fundamentals between Eczacibasi Yatirim and the related equities. This way, we can detect undervalued stocks with similar characteristics as Eczacibasi Yatirim or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Eczacibasi Yatirim's fundamental indicators could also be used in its relative valuation, which is a method of valuing Eczacibasi Yatirim by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Eczacibasi Yatirim to competition |
| Fundamentals | Eczacibasi Yatirim | Peer Average |
| Return On Equity | 0.17 | -0.31 |
| Return On Asset | -0.0013 | -0.14 |
| Current Valuation | 14.29 B | 16.62 B |
| Shares Outstanding | 105 M | 571.82 M |
| Shares Owned By Insiders | 81.57 % | 10.09 % |
| Shares Owned By Institutions | 0.04 % | 39.21 % |
| Price To Earning | 23.26 X | 28.72 X |
Eczacibasi Yatirim Opportunities
Eczacibasi Yatirim Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Eczacibasi Yatirim 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 Eczacibasi or other stocks. Alpha measures the amount that position in Eczacibasi Yatirim 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 Eczacibasi Yatirim 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, Eczacibasi Yatirim's short interest history, or implied volatility extrapolated from Eczacibasi Yatirim options trading.
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Other Information on Investing in Eczacibasi Stock
Eczacibasi Yatirim financial ratios help investors to determine whether Eczacibasi 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 Eczacibasi with respect to the benefits of owning Eczacibasi Yatirim security.