Gazit Globe (Israel) Alpha and Beta Analysis

GZT Stock  ILA 1,581  21.00  1.35%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Gazit Globe. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gazit Globe over a specified time horizon. Remember, high Gazit Globe'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 Gazit Globe's market risk premium analysis include:
Beta
0.32
Alpha
0.58
Risk
2.4
Sharpe Ratio
0.2
Expected Return
0.48
Please note that although Gazit Globe alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Gazit Globe did 0.58  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Gazit Globe stock's relative risk over its benchmark. Gazit Globe has a beta of 0.32  . As returns on the market increase, Gazit Globe's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gazit Globe is expected to be smaller as well. .
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.
  
Check out Gazit Globe Backtesting, Gazit Globe Valuation, Gazit Globe Correlation, Gazit Globe Hype Analysis, Gazit Globe Volatility, Gazit Globe History and analyze Gazit Globe Performance.

Gazit Globe Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gazit Globe market risk premium is the additional return an investor will receive from holding Gazit Globe 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 Gazit Globe. 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 Gazit Globe's performance over market.
α0.58   β0.32

Gazit Globe 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 Gazit Globe's Buy-and-hold return. Our buy-and-hold chart shows how Gazit Globe performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Gazit Globe Market Price Analysis

Market price analysis indicators help investors to evaluate how Gazit Globe stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gazit Globe shares will generate the highest return on investment. By understating and applying Gazit Globe stock market price indicators, traders can identify Gazit Globe position entry and exit signals to maximize returns.

Gazit Globe Return and Market Media

The median price of Gazit Globe for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 1311.0 with a coefficient of variation of 10.8. The daily time series for the period is distributed with a sample standard deviation of 140.94, arithmetic mean of 1305.47, and mean deviation of 109.77. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Gazit Globe 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 Gazit or other stocks. Alpha measures the amount that position in Gazit Globe 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 Gazit Globe 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, Gazit Globe's short interest history, or implied volatility extrapolated from Gazit Globe options trading.

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Other Information on Investing in Gazit Stock

Gazit Globe financial ratios help investors to determine whether Gazit 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 Gazit with respect to the benefits of owning Gazit Globe security.