Enlight Renewable (Israel) Alpha and Beta Analysis
| ENLT Stock | ILS 6,233 43.00 0.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enlight Renewable Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enlight Renewable over a specified time horizon. Remember, high Enlight Renewable'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 Enlight Renewable's market risk premium analysis include:
Beta (0.52) | Alpha 0.11 | Risk 2.4 | Sharpe Ratio 0.0536 | Expected Return 0.13 |
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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Enlight Renewable Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enlight Renewable market risk premium is the additional return an investor will receive from holding Enlight Renewable 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 Enlight Renewable. 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 Enlight Renewable's performance over market.| α | 0.11 | β | -0.52 |
Enlight Renewable 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 Enlight Renewable's Buy-and-hold return. Our buy-and-hold chart shows how Enlight Renewable performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Enlight Renewable Market Price Analysis
Market price analysis indicators help investors to evaluate how Enlight Renewable stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Enlight Renewable shares will generate the highest return on investment. By understating and applying Enlight Renewable stock market price indicators, traders can identify Enlight Renewable position entry and exit signals to maximize returns.
Enlight Renewable Return and Market Media
The median price of Enlight Renewable for the period between Sun, Dec 1, 2024 and Sat, Mar 1, 2025 is 6000.0 with a coefficient of variation of 3.49. The daily time series for the period is distributed with a sample standard deviation of 210.66, arithmetic mean of 6038.38, and mean deviation of 181.39. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Enlight Renewable 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 Enlight or other stocks. Alpha measures the amount that position in Enlight Renewable Energy 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 Enlight Renewable 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, Enlight Renewable's short interest history, or implied volatility extrapolated from Enlight Renewable options trading.
Build Portfolio with Enlight Renewable
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Additional Information and Resources on Investing in Enlight Stock
When determining whether Enlight Renewable Energy is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Enlight Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Enlight Renewable Energy Stock. Highlighted below are key reports to facilitate an investment decision about Enlight Renewable Energy Stock:Check out Enlight Renewable Backtesting, Enlight Renewable Valuation, Enlight Renewable Correlation, Enlight Renewable Hype Analysis, Enlight Renewable Volatility, Enlight Renewable History and analyze Enlight Renewable Performance. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Enlight Renewable technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.