Yibitas Yozgat (Turkey) Alpha and Beta Analysis

YBTAS Stock  TRY 123,100  400.00  0.32%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Yibitas Yozgat Isci. It also helps investors analyze the systematic and unsystematic risks associated with investing in Yibitas Yozgat over a specified time horizon. Remember, high Yibitas Yozgat'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 Yibitas Yozgat's market risk premium analysis include:
Beta
0.23
Alpha
(0.18)
Risk
2.89
Sharpe Ratio
(0.06)
Expected Return
(0.17)
Please note that although Yibitas Yozgat 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, Yibitas Yozgat did 0.18  worse 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 Yibitas Yozgat Isci stock's relative risk over its benchmark. Yibitas Yozgat Isci has a beta of 0.23  . As returns on the market increase, Yibitas Yozgat's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yibitas Yozgat 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 Yibitas Yozgat Backtesting, Yibitas Yozgat Valuation, Yibitas Yozgat Correlation, Yibitas Yozgat Hype Analysis, Yibitas Yozgat Volatility, Yibitas Yozgat History and analyze Yibitas Yozgat Performance.

Yibitas Yozgat Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Yibitas Yozgat market risk premium is the additional return an investor will receive from holding Yibitas Yozgat 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 Yibitas Yozgat. 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 Yibitas Yozgat's performance over market.
α-0.18   β0.23

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

Yibitas Yozgat Market Price Analysis

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

Yibitas Yozgat Return and Market Media

The median price of Yibitas Yozgat for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 115500.0 with a coefficient of variation of 10.28. The daily time series for the period is distributed with a sample standard deviation of 12121.04, arithmetic mean of 117854.64, and mean deviation of 10108.93. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

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Other Information on Investing in Yibitas Stock

Yibitas Yozgat financial ratios help investors to determine whether Yibitas 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 Yibitas with respect to the benefits of owning Yibitas Yozgat security.