Automatic Bank (Israel) Alpha and Beta Analysis
| SHVA Stock | 2,273 137.00 6.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Automatic Bank Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in Automatic Bank over a specified time horizon. Remember, high Automatic Bank'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 Automatic Bank's market risk premium analysis include:
Beta (0.33) | Alpha 0.68 | Risk 2.51 | Sharpe Ratio 0.42 | Expected Return 1.06 |
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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Automatic Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Automatic Bank market risk premium is the additional return an investor will receive from holding Automatic Bank 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 Automatic Bank. 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 Automatic Bank's performance over market.| α | 0.68 | β | -0.33 |
Automatic Bank 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 Automatic Bank's Buy-and-hold return. Our buy-and-hold chart shows how Automatic Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Automatic Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how Automatic Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Automatic Bank shares will generate the highest return on investment. By understating and applying Automatic Bank stock market price indicators, traders can identify Automatic Bank position entry and exit signals to maximize returns.
Automatic Bank Return and Market Media
The median price of Automatic Bank for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 1517.0 with a coefficient of variation of 13.31. The daily time series for the period is distributed with a sample standard deviation of 215.93, arithmetic mean of 1621.74, and mean deviation of 183.22. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Automatic Bank 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 Automatic or other stocks. Alpha measures the amount that position in Automatic Bank Services 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 Automatic Bank 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, Automatic Bank's short interest history, or implied volatility extrapolated from Automatic Bank options trading.
Build Portfolio with Automatic Bank
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Other Information on Investing in Automatic Stock
Automatic Bank financial ratios help investors to determine whether Automatic 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 Automatic with respect to the benefits of owning Automatic Bank security.