LivePerson (Israel) Alpha and Beta Analysis
| LPSN Stock | ILS 190.70 3.70 1.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LivePerson. It also helps investors analyze the systematic and unsystematic risks associated with investing in LivePerson over a specified time horizon. Remember, high LivePerson'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 LivePerson's market risk premium analysis include:
Beta 0.85 | Alpha (2.32) | Risk 8.38 | Sharpe Ratio (0.37) | Expected Return (3.12) |
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.
LivePerson |
LivePerson Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LivePerson market risk premium is the additional return an investor will receive from holding LivePerson 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 LivePerson. 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 LivePerson's performance over market.| α | -2.32 | β | 0.85 |
LivePerson 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 LivePerson's Buy-and-hold return. Our buy-and-hold chart shows how LivePerson performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.LivePerson Market Price Analysis
Market price analysis indicators help investors to evaluate how LivePerson stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading LivePerson shares will generate the highest return on investment. By understating and applying LivePerson stock market price indicators, traders can identify LivePerson position entry and exit signals to maximize returns.
LivePerson Return and Market Media
The median price of LivePerson for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 913.9 with a coefficient of variation of 51.32. The daily time series for the period is distributed with a sample standard deviation of 405.17, arithmetic mean of 789.54, and mean deviation of 374.13. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About LivePerson 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 LivePerson or other stocks. Alpha measures the amount that position in LivePerson 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 LivePerson 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, LivePerson's short interest history, or implied volatility extrapolated from LivePerson options trading.
Build Portfolio with LivePerson
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Align your risk with return expectations
Check out LivePerson Backtesting, LivePerson Valuation, LivePerson Correlation, LivePerson Hype Analysis, LivePerson Volatility, LivePerson History and analyze LivePerson Performance. For information on how to trade LivePerson Stock refer to our How to Trade LivePerson Stock guide.You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Complementary Tools for LivePerson Stock analysis
When running LivePerson's price analysis, check to measure LivePerson'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 LivePerson is operating at the current time. Most of LivePerson's value examination focuses on studying past and present price action to predict the probability of LivePerson's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LivePerson's price. Additionally, you may evaluate how the addition of LivePerson to your portfolios can decrease your overall portfolio volatility.
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LivePerson 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.