Nk Lukoil Pao Stock Alpha and Beta Analysis
| LUKOY Stock | USD 6.96 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 NK Lukoil PAO. It also helps investors analyze the systematic and unsystematic risks associated with investing in NK Lukoil over a specified time horizon. Remember, high NK Lukoil'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 NK Lukoil's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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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.
LUKOY |
NK Lukoil Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NK Lukoil market risk premium is the additional return an investor will receive from holding NK Lukoil 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 NK Lukoil. 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 NK Lukoil's performance over market.| α | 0.00 | β | 0.00 |
NK Lukoil Fundamentals Vs Peers
Comparing NK Lukoil's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze NK Lukoil's direct or indirect competition across all of the common fundamentals between NK Lukoil and the related equities. This way, we can detect undervalued stocks with similar characteristics as NK Lukoil or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of NK Lukoil's fundamental indicators could also be used in its relative valuation, which is a method of valuing NK Lukoil by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare NK Lukoil to competition |
| Fundamentals | NK Lukoil | Peer Average |
| Return On Equity | 0.18 | -0.31 |
| Return On Asset | 0.0958 | -0.14 |
| Profit Margin | 0.08 % | (1.27) % |
| Operating Margin | 0.16 % | (5.51) % |
| Current Valuation | (611.55 B) | 16.62 B |
| Shares Outstanding | 650.34 M | 571.82 M |
| Shares Owned By Institutions | 6.93 % | 39.21 % |
NK Lukoil Opportunities
NK Lukoil Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About NK Lukoil 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 LUKOY or other stocks. Alpha measures the amount that position in NK Lukoil PAO 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.
| 2020 | 2021 | 2023 (projected) | PTB Ratio | 0.8 | 0.97 | 1.11 | Price To Sales Ratio | 0.63 | 0.47 | 0.54 |
NK Lukoil Investors Sentiment
The influence of NK Lukoil's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in LUKOY. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to NK Lukoil's public news can be used to forecast risks associated with an investment in LUKOY. The trend in average sentiment can be used to explain how an investor holding LUKOY can time the market purely based on public headlines and social activities around NK Lukoil PAO. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
NK Lukoil's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for NK Lukoil's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average NK Lukoil's news discussions. The higher the estimated score, the more favorable is the investor's outlook on NK Lukoil.
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 NK Lukoil 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, NK Lukoil's short interest history, or implied volatility extrapolated from NK Lukoil options trading.
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Additional Tools for LUKOY Stock Analysis
When running NK Lukoil's price analysis, check to measure NK Lukoil'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 NK Lukoil is operating at the current time. Most of NK Lukoil's value examination focuses on studying past and present price action to predict the probability of NK Lukoil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NK Lukoil's price. Additionally, you may evaluate how the addition of NK Lukoil to your portfolios can decrease your overall portfolio volatility.