Trend Gayrimenkul (Turkey) Alpha and Beta Analysis
| TDGYO Stock | 12.90 1.15 8.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Trend Gayrimenkul Yatirim. It also helps investors analyze the systematic and unsystematic risks associated with investing in Trend Gayrimenkul over a specified time horizon. Remember, high Trend Gayrimenkul'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 Trend Gayrimenkul's market risk premium analysis include:
Beta (0.41) | Alpha 0.84 | Risk 5.36 | Sharpe Ratio 0.18 | Expected Return 0.95 |
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.
Trend |
Trend Gayrimenkul Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Trend Gayrimenkul market risk premium is the additional return an investor will receive from holding Trend Gayrimenkul 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 Trend Gayrimenkul. 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 Trend Gayrimenkul's performance over market.| α | 0.84 | β | -0.41 |
Trend Gayrimenkul 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 Trend Gayrimenkul's Buy-and-hold return. Our buy-and-hold chart shows how Trend Gayrimenkul performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Trend Gayrimenkul Market Price Analysis
Market price analysis indicators help investors to evaluate how Trend Gayrimenkul stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Trend Gayrimenkul shares will generate the highest return on investment. By understating and applying Trend Gayrimenkul stock market price indicators, traders can identify Trend Gayrimenkul position entry and exit signals to maximize returns.
Trend Gayrimenkul Return and Market Media
The median price of Trend Gayrimenkul for the period between Sat, Feb 3, 2024 and Fri, May 3, 2024 is 11.14 with a coefficient of variation of 18.5. The daily time series for the period is distributed with a sample standard deviation of 2.15, arithmetic mean of 11.62, and mean deviation of 1.72. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Trend Gayrimenkul 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 Trend or other stocks. Alpha measures the amount that position in Trend Gayrimenkul Yatirim 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 Trend Gayrimenkul 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, Trend Gayrimenkul's short interest history, or implied volatility extrapolated from Trend Gayrimenkul options trading.
Build Portfolio with Trend Gayrimenkul
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 Trend Gayrimenkul Backtesting, Trend Gayrimenkul Valuation, Trend Gayrimenkul Correlation, Trend Gayrimenkul Hype Analysis, Trend Gayrimenkul Volatility, Trend Gayrimenkul History and analyze Trend Gayrimenkul Performance. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Complementary Tools for Trend Stock analysis
When running Trend Gayrimenkul's price analysis, check to measure Trend Gayrimenkul'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 Trend Gayrimenkul is operating at the current time. Most of Trend Gayrimenkul's value examination focuses on studying past and present price action to predict the probability of Trend Gayrimenkul's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Trend Gayrimenkul's price. Additionally, you may evaluate how the addition of Trend Gayrimenkul to your portfolios can decrease your overall portfolio volatility.
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