Brill Shoe (Israel) Alpha and Beta Analysis
| BRIL Stock | ILS 1,942 33.00 1.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brill Shoe Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brill Shoe over a specified time horizon. Remember, high Brill Shoe'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 Brill Shoe's market risk premium analysis include:
Beta 0.11 | Alpha 0.65 | Risk 3.85 | Sharpe Ratio 0.21 | Expected Return 0.81 |
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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Brill Shoe Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brill Shoe market risk premium is the additional return an investor will receive from holding Brill Shoe 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 Brill Shoe. 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 Brill Shoe's performance over market.| α | 0.65 | β | 0.11 |
Brill Shoe 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 Brill Shoe's Buy-and-hold return. Our buy-and-hold chart shows how Brill Shoe performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brill Shoe Market Price Analysis
Market price analysis indicators help investors to evaluate how Brill Shoe stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brill Shoe shares will generate the highest return on investment. By understating and applying Brill Shoe stock market price indicators, traders can identify Brill Shoe position entry and exit signals to maximize returns.
Brill Shoe Return and Market Media
The median price of Brill Shoe for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 1580.0 with a coefficient of variation of 18.06. The daily time series for the period is distributed with a sample standard deviation of 298.53, arithmetic mean of 1653.05, and mean deviation of 257.39. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Brill Shoe 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 Brill or other stocks. Alpha measures the amount that position in Brill Shoe Industries 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 Brill Shoe 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, Brill Shoe's short interest history, or implied volatility extrapolated from Brill Shoe options trading.
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Other Information on Investing in Brill Stock
Brill Shoe financial ratios help investors to determine whether Brill 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 Brill with respect to the benefits of owning Brill Shoe security.