Atlantica Sustainable Infrastructure Stock Alpha and Beta Analysis
AY Stock | USD 22.81 0.14 0.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Atlantica Sustainable Infrastructure. It also helps investors analyze the systematic and unsystematic risks associated with investing in Atlantica Sustainable over a specified time horizon. Remember, high Atlantica Sustainable'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 Atlantica Sustainable's market risk premium analysis include:
Beta 1.37 | Alpha 0.29 | Risk 2.32 | Sharpe Ratio 0.17 | Expected Return 0.39 |
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.
Atlantica |
Atlantica Sustainable Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Atlantica Sustainable market risk premium is the additional return an investor will receive from holding Atlantica Sustainable 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 Atlantica Sustainable. 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 Atlantica Sustainable's performance over market.α | 0.29 | β | 1.37 |
Atlantica Sustainable 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 Atlantica Sustainable's Buy-and-hold return. Our buy-and-hold chart shows how Atlantica Sustainable performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Atlantica Sustainable Market Price Analysis
Market price analysis indicators help investors to evaluate how Atlantica Sustainable stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Atlantica Sustainable shares will generate the highest return on investment. By understating and applying Atlantica Sustainable stock market price indicators, traders can identify Atlantica Sustainable position entry and exit signals to maximize returns.
Atlantica Sustainable Return and Market Media
The median price of Atlantica Sustainable for the period between Wed, Feb 14, 2024 and Tue, May 14, 2024 is 18.24 with a coefficient of variation of 7.97. The daily time series for the period is distributed with a sample standard deviation of 1.49, arithmetic mean of 18.7, and mean deviation of 1.13. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
1 | Atlantica Reports 2023 Financial Results | 03/01/2024 |
Atlantica Sustainable dividend paid on 22nd of March 2024 | 03/22/2024 |
3 | At US17.67, Is It Time To Put Atlantica Sustainable Infrastructure plc On Your Watch List | 04/18/2024 |
4 | Atlantica Sustainable Infrastructure Soars 8.2 percent Is Further Upside Left in the Stock | 04/24/2024 |
5 | AY vs. BE Which Stock Is the Better Value Option | 04/29/2024 |
6 | Atlantica to Present First Quarter 2024 Financial Results on May 8 | 05/02/2024 |
7 | Atlantica Sustainable Infrastructure declares 0.445 dividend | 05/08/2024 |
8 | Atlantica Sustainable Infrastructure First Quarter 2024 Earnings Beats Expectations | 05/09/2024 |
About Atlantica Sustainable 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 Atlantica or other stocks. Alpha measures the amount that position in Atlantica Sustainable 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.
Atlantica Sustainable Upcoming Company Events
As portrayed in its financial statements, the presentation of Atlantica Sustainable's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Atlantica Sustainable's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Atlantica Sustainable's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Atlantica Sustainable. Please utilize our Beneish M Score to check the likelihood of Atlantica Sustainable's management manipulating its earnings.
6th of March 2024 Upcoming Quarterly Report | View | |
3rd of May 2024 Next Financial Report | View | |
31st of December 2023 Next Fiscal Quarter End | View | |
6th of March 2024 Next Fiscal Year End | View | |
30th of September 2023 Last Quarter Report | View | |
31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Atlantica Sustainable
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
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Check out Atlantica Sustainable Backtesting, Atlantica Sustainable Valuation, Atlantica Sustainable Correlation, Atlantica Sustainable Hype Analysis, Atlantica Sustainable Volatility, Atlantica Sustainable History and analyze Atlantica Sustainable Performance. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Complementary Tools for Atlantica Stock analysis
When running Atlantica Sustainable's price analysis, check to measure Atlantica Sustainable'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 Atlantica Sustainable is operating at the current time. Most of Atlantica Sustainable's value examination focuses on studying past and present price action to predict the probability of Atlantica Sustainable's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Atlantica Sustainable's price. Additionally, you may evaluate how the addition of Atlantica Sustainable to your portfolios can decrease your overall portfolio volatility.
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Atlantica Sustainable 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.