Rotshtein (Israel) Alpha and Beta Analysis
| ROTS Stock | 5,830 131.00 2.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rotshtein. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rotshtein over a specified time horizon. Remember, high Rotshtein'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 Rotshtein's market risk premium analysis include:
Beta 0.36 | Alpha 0.61 | Risk 2.21 | Sharpe Ratio 0.27 | Expected Return 0.59 |
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.
Rotshtein |
Rotshtein Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rotshtein market risk premium is the additional return an investor will receive from holding Rotshtein 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 Rotshtein. 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 Rotshtein's performance over market.| α | 0.61 | β | 0.36 |
Rotshtein 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 Rotshtein's Buy-and-hold return. Our buy-and-hold chart shows how Rotshtein performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Rotshtein Market Price Analysis
Market price analysis indicators help investors to evaluate how Rotshtein stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rotshtein shares will generate the highest return on investment. By understating and applying Rotshtein stock market price indicators, traders can identify Rotshtein position entry and exit signals to maximize returns.
Rotshtein Return and Market Media
The median price of Rotshtein for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 4768.33 with a coefficient of variation of 12.8. The daily time series for the period is distributed with a sample standard deviation of 635.24, arithmetic mean of 4963.03, and mean deviation of 580.84. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Rotshtein 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 Rotshtein or other stocks. Alpha measures the amount that position in Rotshtein 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 Rotshtein 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, Rotshtein's short interest history, or implied volatility extrapolated from Rotshtein options trading.
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Other Information on Investing in Rotshtein Stock
Rotshtein financial ratios help investors to determine whether Rotshtein 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 Rotshtein with respect to the benefits of owning Rotshtein security.