Arrowmark Financial Corp Stock Alpha and Beta Analysis

BANX Stock  USD 20.90  0.04  0.19%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arrowmark Financial Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arrowmark Financial over a specified time horizon. Remember, high Arrowmark Financial'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 Arrowmark Financial's market risk premium analysis include:
Beta
(0.29)
Alpha
0.11
Risk
1.27
Sharpe Ratio
0.0642
Expected Return
0.0814
Please note that although Arrowmark Financial 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., Dow Jones Industrial index.) So in this particular case, Arrowmark Financial did 0.11  better 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 Arrowmark Financial Corp stock's relative risk over its benchmark. Arrowmark Financial Corp has a beta of 0.29  . As returns on the market increase, returns on owning Arrowmark Financial are expected to decrease at a much lower rate. During the bear market, Arrowmark Financial is likely to outperform the market. At this time, Arrowmark Financial's Price Book Value Ratio is fairly stable compared to the past year. Price Fair Value is likely to rise to 1.01 in 2024, whereas Book Value Per Share is likely to drop 17.27 in 2024.

Enterprise Value

122.52 Million

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 Arrowmark Financial Backtesting, Arrowmark Financial Valuation, Arrowmark Financial Correlation, Arrowmark Financial Hype Analysis, Arrowmark Financial Volatility, Arrowmark Financial History and analyze Arrowmark Financial Performance.

Arrowmark Financial Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arrowmark Financial market risk premium is the additional return an investor will receive from holding Arrowmark Financial 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 Arrowmark Financial. 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 Arrowmark Financial's performance over market.
α0.11   β-0.29

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

Arrowmark Financial Market Price Analysis

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

Arrowmark Financial Return and Market Media

The median price of Arrowmark Financial for the period between Sun, Sep 8, 2024 and Sat, Dec 7, 2024 is 20.48 with a coefficient of variation of 1.77. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 20.46, and mean deviation of 0.3. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
ArrowMark Financial Corp. Announces Q2 2024 Results and Cash Distribution of 0.45 per Share for the Third Quarter 2024
09/16/2024
2
ArrowMark Financial Corp. To Go Ex-Dividend on September 26th
09/18/2024
 
Arrowmark Financial dividend paid on 30th of September 2024
09/30/2024
3
ArrowMark Colorado Holdings LLC Adjusts Stake in ArrowMark Financial Corp
11/14/2024
4
ArrowMark Financial Corp. Releases Month End Estimated Net Asset Value as of October 2024
11/20/2024
5
Acquisition by Sanjai Bhonsle of 1000 shares of Arrowmark Financial at 19.9976 subject to Rule 16b-3
11/25/2024
6
ArrowMark Financial Corp. Announces Special Distribution of 0.20 and Regular Cash Distribution of 0.45 per Share for the Fourth Quarter 2024
12/04/2024

About Arrowmark Financial 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 Arrowmark or other stocks. Alpha measures the amount that position in Arrowmark Financial Corp 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.
 2021 2022 2023 2024 (projected)
Dividend Yield0.06950.09570.120.0662
Price To Sales Ratio10.2415.45.565.28
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 Arrowmark Financial 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, Arrowmark Financial's short interest history, or implied volatility extrapolated from Arrowmark Financial options trading.

Build Portfolio with Arrowmark Financial

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

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

Additional Tools for Arrowmark Stock Analysis

When running Arrowmark Financial's price analysis, check to measure Arrowmark Financial'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 Arrowmark Financial is operating at the current time. Most of Arrowmark Financial's value examination focuses on studying past and present price action to predict the probability of Arrowmark Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arrowmark Financial's price. Additionally, you may evaluate how the addition of Arrowmark Financial to your portfolios can decrease your overall portfolio volatility.