Am Resources Corp Stock Alpha and Beta Analysis
| AMR Stock | CAD 0.04 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AM Resources Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in AM Resources over a specified time horizon. Remember, high AM Resources' 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 AM Resources' market risk premium analysis include:
Beta (0.69) | Alpha 1.84 | Risk 16.07 | Sharpe Ratio 0.0936 | Expected Return 1.5 |
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.
AMR |
AM Resources Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AM Resources market risk premium is the additional return an investor will receive from holding AM Resources 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 AM Resources. 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 AM Resources' performance over market.| α | 1.84 | β | -0.69 |
AM Resources 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 AM Resources' Buy-and-hold return. Our buy-and-hold chart shows how AM Resources performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AM Resources Market Price Analysis
Market price analysis indicators help investors to evaluate how AM Resources stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AM Resources shares will generate the highest return on investment. By understating and applying AM Resources stock market price indicators, traders can identify AM Resources position entry and exit signals to maximize returns.
AM Resources Return and Market Media
The median price of AM Resources for the period between Fri, Feb 16, 2024 and Thu, May 16, 2024 is 0.035 with a coefficient of variation of 36.37. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.03, and mean deviation of 0.01. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Do Traders Think CNX Resources Corp Can Keep Climbing Thursday - InvestorsObserver | 02/22/2024 |
2 | Cleveland-Cliffs Upsizes Prices 825M of Unsecured Notes - Yahoo Finance | 03/05/2024 |
3 | Is it Time to Dump Newpark Resources Inc Stock After it Has Risen 5.78 percent in a Week - InvestorsObserver | 03/13/2024 |
4 | Should American Resources Corp Stock Be in Your Portfolio - InvestorsObserver | 03/21/2024 |
5 | Ascendant Resources Inc. - Baystreet.ca | 04/10/2024 |
6 | Closing Bell Am Resources Corp up on Thursday - The Globe and Mail | 04/17/2024 |
7 | Closing Bell Am Resources Corp down on Tuesday - The Globe and Mail | 04/22/2024 |
8 | Quite a few insiders invested in AM Resources Corp. last year which is positive news for shareholders - Yahoo Lifestyle UK | 05/08/2024 |
About AM Resources 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 AMR or other stocks. Alpha measures the amount that position in AM Resources Corp 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 AM Resources 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, AM Resources' short interest history, or implied volatility extrapolated from AM Resources options trading.
Build Portfolio with AM Resources
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 AM Resources Backtesting, AM Resources Valuation, AM Resources Correlation, AM Resources Hype Analysis, AM Resources Volatility, AM Resources History and analyze AM Resources Performance. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Complementary Tools for AMR Stock analysis
When running AM Resources' price analysis, check to measure AM Resources' 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 AM Resources is operating at the current time. Most of AM Resources' value examination focuses on studying past and present price action to predict the probability of AM Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AM Resources' price. Additionally, you may evaluate how the addition of AM Resources to your portfolios can decrease your overall portfolio volatility.
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AM Resources 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.