Eminis Ambalaj (Turkey) Alpha and Beta Analysis
| EMNIS Stock | TRY 260.50 5.50 2.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Eminis Ambalaj Sanayi. It also helps investors analyze the systematic and unsystematic risks associated with investing in Eminis Ambalaj over a specified time horizon. Remember, high Eminis Ambalaj'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 Eminis Ambalaj's market risk premium analysis include:
Beta (0.23) | Alpha (0.11) | Risk 4.07 | Sharpe Ratio (0.03) | Expected Return (0.14) |
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.
Eminis |
Eminis Ambalaj Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Eminis Ambalaj market risk premium is the additional return an investor will receive from holding Eminis Ambalaj 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 Eminis Ambalaj. 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 Eminis Ambalaj's performance over market.| α | -0.11 | β | -0.23 |
Eminis Ambalaj 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 Eminis Ambalaj's Buy-and-hold return. Our buy-and-hold chart shows how Eminis Ambalaj performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Eminis Ambalaj Market Price Analysis
Market price analysis indicators help investors to evaluate how Eminis Ambalaj stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Eminis Ambalaj shares will generate the highest return on investment. By understating and applying Eminis Ambalaj stock market price indicators, traders can identify Eminis Ambalaj position entry and exit signals to maximize returns.
Eminis Ambalaj Return and Market Media
The median price of Eminis Ambalaj for the period between Fri, Oct 4, 2024 and Thu, Jan 2, 2025 is 276.25 with a coefficient of variation of 9.05. The daily time series for the period is distributed with a sample standard deviation of 24.57, arithmetic mean of 271.43, and mean deviation of 21.2. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Eminis Ambalaj 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 Eminis or other stocks. Alpha measures the amount that position in Eminis Ambalaj Sanayi 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 Eminis Ambalaj 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, Eminis Ambalaj's short interest history, or implied volatility extrapolated from Eminis Ambalaj options trading.
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Other Information on Investing in Eminis Stock
Eminis Ambalaj financial ratios help investors to determine whether Eminis 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 Eminis with respect to the benefits of owning Eminis Ambalaj security.