Enlivex Therapeutics (Israel) Alpha and Beta Analysis
| ENLV Stock | ILA 438.10 9.60 2.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Enlivex Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Enlivex Therapeutics over a specified time horizon. Remember, high Enlivex Therapeutics' 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 Enlivex Therapeutics' market risk premium analysis include:
Beta 0.43 | Alpha 0.27 | Risk 2.89 | Sharpe Ratio 0.037 | Expected Return 0.11 |
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.
Enlivex |
Enlivex Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Enlivex Therapeutics market risk premium is the additional return an investor will receive from holding Enlivex Therapeutics 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 Enlivex Therapeutics. 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 Enlivex Therapeutics' performance over market.| α | 0.27 | β | 0.43 |
Enlivex Therapeutics 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 Enlivex Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Enlivex Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Enlivex Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Enlivex Therapeutics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Enlivex Therapeutics shares will generate the highest return on investment. By understating and applying Enlivex Therapeutics stock market price indicators, traders can identify Enlivex Therapeutics position entry and exit signals to maximize returns.
Enlivex Therapeutics Return and Market Media
The median price of Enlivex Therapeutics for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 413.4 with a coefficient of variation of 7.01. The daily time series for the period is distributed with a sample standard deviation of 28.81, arithmetic mean of 410.93, and mean deviation of 24.67. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Enlivex Therapeutics 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 Enlivex or other stocks. Alpha measures the amount that position in Enlivex Therapeutics 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 Enlivex Therapeutics 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, Enlivex Therapeutics' short interest history, or implied volatility extrapolated from Enlivex Therapeutics options trading.
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Additional Information and Resources on Investing in Enlivex Stock
When determining whether Enlivex Therapeutics is a strong investment it is important to analyze Enlivex Therapeutics' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Enlivex Therapeutics' future performance. For an informed investment choice regarding Enlivex Stock, refer to the following important reports:Check out Enlivex Therapeutics Backtesting, Enlivex Therapeutics Valuation, Enlivex Therapeutics Correlation, Enlivex Therapeutics Hype Analysis, Enlivex Therapeutics Volatility, Enlivex Therapeutics History and analyze Enlivex Therapeutics Performance. For information on how to trade Enlivex Stock refer to our How to Trade Enlivex Stock guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Enlivex Therapeutics 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.