FMS Enterprises (Israel) Alpha and Beta Analysis
| FBRT Stock | ILS 14,370 40.00 0.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FMS Enterprises Migun. It also helps investors analyze the systematic and unsystematic risks associated with investing in FMS Enterprises over a specified time horizon. Remember, high FMS Enterprises' 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 FMS Enterprises' market risk premium analysis include:
Beta 0.8 | Alpha 0.13 | Risk 2.27 | Sharpe Ratio 0.19 | Expected Return 0.43 |
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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FMS Enterprises Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FMS Enterprises market risk premium is the additional return an investor will receive from holding FMS Enterprises 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 FMS Enterprises. 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 FMS Enterprises' performance over market.| α | 0.13 | β | 0.80 |
FMS Enterprises 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 FMS Enterprises' Buy-and-hold return. Our buy-and-hold chart shows how FMS Enterprises performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FMS Enterprises Market Price Analysis
Market price analysis indicators help investors to evaluate how FMS Enterprises stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FMS Enterprises shares will generate the highest return on investment. By understating and applying FMS Enterprises stock market price indicators, traders can identify FMS Enterprises position entry and exit signals to maximize returns.
FMS Enterprises Return and Market Media
The median price of FMS Enterprises for the period between Wed, Sep 25, 2024 and Tue, Dec 24, 2024 is 13449.28 with a coefficient of variation of 8.14. The daily time series for the period is distributed with a sample standard deviation of 1076.39, arithmetic mean of 13224.4, and mean deviation of 937.16. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About FMS Enterprises 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 FMS or other stocks. Alpha measures the amount that position in FMS Enterprises Migun 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 FMS Enterprises 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, FMS Enterprises' short interest history, or implied volatility extrapolated from FMS Enterprises options trading.
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Other Information on Investing in FMS Stock
FMS Enterprises financial ratios help investors to determine whether FMS 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 FMS with respect to the benefits of owning FMS Enterprises security.