Anglo American Plc Stock Alpha and Beta Analysis
| NGLOY Stock | USD 17.07 0.22 1.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Anglo American PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Anglo American over a specified time horizon. Remember, high Anglo American'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 Anglo American's market risk premium analysis include:
Beta (0.94) | Alpha 0.79 | Risk 3.25 | Sharpe Ratio 0.23 | Expected Return 0.75 |
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.
Anglo |
Anglo American Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Anglo American market risk premium is the additional return an investor will receive from holding Anglo American 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 Anglo American. 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 Anglo American's performance over market.| α | 0.79 | β | -0.94 |
Anglo American 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 Anglo American's Buy-and-hold return. Our buy-and-hold chart shows how Anglo American performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Anglo American Market Price Analysis
Market price analysis indicators help investors to evaluate how Anglo American otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Anglo American shares will generate the highest return on investment. By understating and applying Anglo American otc stock market price indicators, traders can identify Anglo American position entry and exit signals to maximize returns.
Anglo American Return and Market Media
The median price of Anglo American for the period between Thu, Feb 22, 2024 and Wed, May 22, 2024 is 13.13 with a coefficient of variation of 16.94. The daily time series for the period is distributed with a sample standard deviation of 2.26, arithmetic mean of 13.36, and mean deviation of 1.87. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Anglo American 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 Anglo or other otcs. Alpha measures the amount that position in Anglo American PLC 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 Anglo American 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, Anglo American's short interest history, or implied volatility extrapolated from Anglo American options trading.
Build Portfolio with Anglo American
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 Anglo American Backtesting, Anglo American Valuation, Anglo American Correlation, Anglo American Hype Analysis, Anglo American Volatility, Anglo American History and analyze Anglo American Performance. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Complementary Tools for Anglo OTC Stock analysis
When running Anglo American's price analysis, check to measure Anglo American'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 Anglo American is operating at the current time. Most of Anglo American's value examination focuses on studying past and present price action to predict the probability of Anglo American's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Anglo American's price. Additionally, you may evaluate how the addition of Anglo American to your portfolios can decrease your overall portfolio volatility.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency |
Anglo American technical otc 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, otc market cycles, or different charting patterns.