N2off Inc Stock Alpha and Beta Analysis
| NITO Stock | 0.27 0.03 10.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as N2OFF Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in N2OFF over a specified time horizon. Remember, high N2OFF'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 N2OFF's market risk premium analysis include:
Beta (2.03) | Alpha 5.09 | Risk 48.35 | Sharpe Ratio 0.11 | Expected Return 5.25 |
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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N2OFF Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. N2OFF market risk premium is the additional return an investor will receive from holding N2OFF 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 N2OFF. 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 N2OFF's performance over market.| α | 5.09 | β | -2.03 |
N2OFF 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 N2OFF's Buy-and-hold return. Our buy-and-hold chart shows how N2OFF performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.N2OFF Market Price Analysis
Market price analysis indicators help investors to evaluate how N2OFF stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading N2OFF shares will generate the highest return on investment. By understating and applying N2OFF stock market price indicators, traders can identify N2OFF position entry and exit signals to maximize returns.
N2OFF Return and Market Media
The median price of N2OFF for the period between Sat, Dec 21, 2024 and Fri, Mar 21, 2025 is 0.81 with a coefficient of variation of 64.05. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 0.79, and mean deviation of 0.41. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About N2OFF 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 N2OFF or other stocks. Alpha measures the amount that position in N2OFF Inc 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 N2OFF 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, N2OFF's short interest history, or implied volatility extrapolated from N2OFF options trading.
Build Portfolio with N2OFF
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out N2OFF Backtesting, N2OFF Valuation, N2OFF Correlation, N2OFF Hype Analysis, N2OFF Volatility, N2OFF History and analyze N2OFF Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
N2OFF 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.