LOCKHEED MARTIN P Alpha and Beta Analysis
| 539830BH1 | 97.22 0.01 0.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LOCKHEED MARTIN P. It also helps investors analyze the systematic and unsystematic risks associated with investing in LOCKHEED over a specified time horizon. Remember, high LOCKHEED'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 LOCKHEED's market risk premium analysis include:
Beta 0.16 | Alpha 0.024 | Risk 0.18 | Sharpe Ratio (0.04) | Expected Return (0.01) |
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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LOCKHEED Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LOCKHEED market risk premium is the additional return an investor will receive from holding LOCKHEED 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 LOCKHEED. 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 LOCKHEED's performance over market.| α | 0.02 | β | 0.16 |
LOCKHEED Market Price Analysis
Market price analysis indicators help investors to evaluate how LOCKHEED bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading LOCKHEED shares will generate the highest return on investment. By understating and applying LOCKHEED bond market price indicators, traders can identify LOCKHEED position entry and exit signals to maximize returns.
LOCKHEED Return and Market Media
The median price of LOCKHEED for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 97.62 with a coefficient of variation of 0.54. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 97.66, and mean deviation of 0.27. The Bond did not receive any noticable media coverage during the period. Price Growth (%) |
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About LOCKHEED 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 LOCKHEED or other bonds. Alpha measures the amount that position in LOCKHEED MARTIN P 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 LOCKHEED 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, LOCKHEED's short interest history, or implied volatility extrapolated from LOCKHEED options trading.
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Check out LOCKHEED Backtesting, Portfolio Optimization, LOCKHEED Correlation, LOCKHEED Hype Analysis, LOCKHEED Volatility, LOCKHEED History and analyze LOCKHEED Performance. Note that the LOCKHEED MARTIN P information on this page should be used as a complementary analysis to other LOCKHEED'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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
LOCKHEED technical bond 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, bond market cycles, or different charting patterns.