Arena Group Holdings Stock Alpha and Beta Analysis

AREN Stock  USD 1.94  0.07  3.48%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arena Group Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arena Group over a specified time horizon. Remember, high Arena Group'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 Arena Group's market risk premium analysis include:
Sharpe Ratio
Expected Return
Please note that although Arena Group 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, Arena Group did 0.92  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 Arena Group Holdings stock's relative risk over its benchmark. Arena Group Holdings has a beta of 0.14  . As returns on the market increase, Arena Group returns are expected to increase less than the market. However, during the bear market, the loss on holding Arena Group will be expected to be smaller as well. At this time, Arena Group's Tangible Assets Book Value per Share are very stable as compared to the past year. As of the 30th of November 2023, Enterprise Value is likely to grow to about 291.8 M, while Book Value per Share is likely to drop (3.19).

Arena Group Quarterly Book Value per Share


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.
Check out Arena Group Backtesting, Arena Group Valuation, Arena Group Correlation, Arena Group Hype Analysis, Arena Group Volatility, Arena Group History and analyze Arena Group Performance.

Arena Group Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arena Group market risk premium is the additional return an investor will receive from holding Arena Group 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 Arena Group. 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 Arena Group's performance over market.
α-0.92   β0.14

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

Arena Group Market Price Analysis

Market price analysis indicators help investors to evaluate how Arena Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arena Group shares will generate the highest return on investment. By understating and applying Arena Group stock market price indicators, traders can identify Arena Group position entry and exit signals to maximize returns.

Arena Group Return and Market Media

The median price of Arena Group for the period between Fri, Sep 1, 2023 and Thu, Nov 30, 2023 is 4.13 with a coefficient of variation of 15.51. The daily time series for the period is distributed with a sample standard deviation of 0.6, arithmetic mean of 3.89, and mean deviation of 0.46. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Financial Statements
EPS Estimate
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About Arena Group 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 Arena or other stocks. Alpha measures the amount that position in Arena Group 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.

Arena Group Upcoming Company Events

As portrayed in its financial statements, the presentation of Arena Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arena Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arena Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arena Group. Please utilize our Beneish M Score to check the likelihood of Arena Group's management manipulating its earnings.
21st of March 2024
Upcoming Quarterly Report
8th of May 2024
Next Financial Report
31st of December 2023
Next Fiscal Quarter End
21st of March 2024
Next Fiscal Year End
30th of September 2023
Last Quarter Report
31st of December 2022
Last Financial Announcement

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Arena Group Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Arena Group's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Arena Group Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Arena Group Holdings Stock:
Check out Arena Group Backtesting, Arena Group Valuation, Arena Group Correlation, Arena Group Hype Analysis, Arena Group Volatility, Arena Group History and analyze Arena Group Performance.
Note that the Arena Group Holdings information on this page should be used as a complementary analysis to other Arena Group'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 Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for Arena Stock analysis

When running Arena Group's price analysis, check to measure Arena Group'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 Arena Group is operating at the current time. Most of Arena Group's value examination focuses on studying past and present price action to predict the probability of Arena Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arena Group's price. Additionally, you may evaluate how the addition of Arena Group to your portfolios can decrease your overall portfolio volatility.
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Arena Group 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.
A focus of Arena Group technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Arena Group 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...