ALNPY Pink Sheet Alpha and Beta Analysis

Pink Sheets . USA . 
Stock . ANA Holdings Inc
ALNPY Stock  USD 4.22  0.09  2.18%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ANA Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in ANA Holdings over a specified time horizon. Remember, high ANA Holdings' 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.
Please continue to ANA Holdings Backtesting, ANA Holdings Valuation, ANA Holdings Correlation, ANA Holdings Hype Analysis, ANA Holdings Volatility, ANA Holdings History and analyze ANA Holdings Performance.
  
Please note that although ANA Holdings alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, ANA Holdings did 0.030995  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of ANA Holdings stock's relative risk over its benchmark. ANA Holdings has a beta of 0.14  . Let's try to break down what ALNPY's beta means in this case. As returns on the market increase, returns on owning ANA Holdings are expected to decrease at a much lower rate. During the bear market, ANA Holdings is likely to outperform the market.
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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.

ANA Holdings Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ANA Holdings market risk premium is the additional return an investor will receive from holding ANA Holdings 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 ANA Holdings. 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 ANA Holdings' performance over market.
α-0.03   β-0.14
90 days against NYA

ANA Holdings 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 ANA Holdings' Buy-and-hold return. Our buy-and-hold chart shows how ANA Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

ANA Holdings Market Price Analysis

Market price analysis indicators help investors to evaluate how ANA Holdings 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 ANA Holdings shares will generate the highest return on investment. By understating and applying ANA Holdings pink sheet market price indicators, traders can identify ANA Holdings position entry and exit signals to maximize returns.
Price Series Summation
Lowest and highest values over a specified period
Exponential Price Movement
Inverse Tangent Over Price Movement
Momentum
Rate of change percentage
All Moving Average
Kaufman Adaptive Moving Average
Stalled Pattern
Harami Cross Pattern

ANA Holdings Return and Market Media

The median price of ANA Holdings for the period between Thu, Dec 22, 2022 and Wed, Mar 22, 2023 is 4.23 with a coefficient of variation of 2.97. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 4.24, and mean deviation of 0.1. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About ANA Holdings 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 ALNPY or other pink sheets. Alpha measures the amount that position in ANA Holdings 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 ANA Holdings 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, ANA Holdings' short interest history, or implied volatility extrapolated from ANA Holdings options trading.

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Please continue to ANA Holdings Backtesting, ANA Holdings Valuation, ANA Holdings Correlation, ANA Holdings Hype Analysis, ANA Holdings Volatility, ANA Holdings History and analyze ANA Holdings Performance. You can also try Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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When running ANA Holdings price analysis, check to measure ANA Holdings' 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 ANA Holdings is operating at the current time. Most of ANA Holdings' value examination focuses on studying past and present price action to predict the probability of ANA Holdings' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move ANA Holdings' price. Additionally, you may evaluate how the addition of ANA Holdings to your portfolios can decrease your overall portfolio volatility.
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ANA Holdings 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.
Overlap Analysis
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Forecast Models
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Price Shifting
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Volatility Indicators
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Value Movement
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A focus of ANA Holdings technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of ANA Holdings trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...

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