Anadolu Anonim (Turkey) Alpha and Beta Analysis
| ANSGR Stock | TRY 88.50 2.10 2.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Anadolu Anonim Turk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Anadolu Anonim over a specified time horizon. Remember, high Anadolu Anonim'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 Anadolu Anonim's market risk premium analysis include:
Beta 0.0423 | Alpha 0.3 | Risk 2.82 | Sharpe Ratio 0.15 | 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.
Anadolu |
Anadolu Anonim Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Anadolu Anonim market risk premium is the additional return an investor will receive from holding Anadolu Anonim 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 Anadolu Anonim. 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 Anadolu Anonim's performance over market.| α | 0.30 | β | 0.04 |
Anadolu Anonim 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 Anadolu Anonim's Buy-and-hold return. Our buy-and-hold chart shows how Anadolu Anonim performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Anadolu Anonim Market Price Analysis
Market price analysis indicators help investors to evaluate how Anadolu Anonim stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Anadolu Anonim shares will generate the highest return on investment. By understating and applying Anadolu Anonim stock market price indicators, traders can identify Anadolu Anonim position entry and exit signals to maximize returns.
Anadolu Anonim Return and Market Media
The median price of Anadolu Anonim for the period between Sun, Jan 28, 2024 and Sat, Apr 27, 2024 is 72.2 with a coefficient of variation of 8.43. The daily time series for the period is distributed with a sample standard deviation of 6.16, arithmetic mean of 73.13, and mean deviation of 4.77. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Anadolu Anonim 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 Anadolu or other stocks. Alpha measures the amount that position in Anadolu Anonim Turk 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 Anadolu Anonim 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, Anadolu Anonim's short interest history, or implied volatility extrapolated from Anadolu Anonim options trading.
Build Portfolio with Anadolu Anonim
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 Anadolu Anonim Backtesting, Anadolu Anonim Valuation, Anadolu Anonim Correlation, Anadolu Anonim Hype Analysis, Anadolu Anonim Volatility, Anadolu Anonim History and analyze Anadolu Anonim Performance. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Complementary Tools for Anadolu Stock analysis
When running Anadolu Anonim's price analysis, check to measure Anadolu Anonim's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Anadolu Anonim is operating at the current time. Most of Anadolu Anonim's value examination focuses on studying past and present price action to predict the probability of Anadolu Anonim's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Anadolu Anonim's price. Additionally, you may evaluate how the addition of Anadolu Anonim to your portfolios can decrease your overall portfolio volatility.
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Anadolu Anonim 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.