Aston Martin Lagonda Stock Alpha and Beta Analysis
AMGDF Stock | USD 2.06 0.32 18.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aston Martin Lagonda. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aston Martin over a specified time horizon. Remember, high Aston Martin'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 Aston Martin's market risk premium analysis include:
Beta 1.52 | Alpha (0.35) | Risk 4.44 | Sharpe Ratio (0.03) | Expected Return (0.12) |
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.
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Aston Martin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aston Martin market risk premium is the additional return an investor will receive from holding Aston Martin 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 Aston Martin. 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 Aston Martin's performance over market.α | -0.35 | β | 1.52 |
Aston Martin 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 Aston Martin's Buy-and-hold return. Our buy-and-hold chart shows how Aston Martin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aston Martin Market Price Analysis
Market price analysis indicators help investors to evaluate how Aston Martin pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aston Martin shares will generate the highest return on investment. By understating and applying Aston Martin pink sheet market price indicators, traders can identify Aston Martin position entry and exit signals to maximize returns.
Aston Martin Return and Market Media
The median price of Aston Martin for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 2.2 with a coefficient of variation of 6.93. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 2.23, and mean deviation of 0.12. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Aston Martin 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 Aston or other pink sheets. Alpha measures the amount that position in Aston Martin Lagonda 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 Aston Martin 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, Aston Martin's short interest history, or implied volatility extrapolated from Aston Martin options trading.
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Check out Aston Martin Backtesting, Aston Martin Valuation, Aston Martin Correlation, Aston Martin Hype Analysis, Aston Martin Volatility, Aston Martin History and analyze Aston Martin Performance. Note that the Aston Martin Lagonda information on this page should be used as a complementary analysis to other Aston Martin's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
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When running Aston Martin's price analysis, check to measure Aston Martin'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 Aston Martin is operating at the current time. Most of Aston Martin's value examination focuses on studying past and present price action to predict the probability of Aston Martin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aston Martin's price. Additionally, you may evaluate how the addition of Aston Martin to your portfolios can decrease your overall portfolio volatility.
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Aston Martin technical pink sheet 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, pink sheet market cycles, or different charting patterns.