Imagine Stock Alpha and Beta Analysis

ILI Stock  CAD 0.08  0.01  11.11%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Imagine Lithium. It also helps investors analyze the systematic and unsystematic risks associated with investing in Imagine Lithium over a specified time horizon. Remember, high Imagine Lithium'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.
Check out Imagine Lithium Backtesting, Imagine Lithium Valuation, Imagine Lithium Correlation, Imagine Lithium Hype Analysis, Imagine Lithium Volatility, Imagine Lithium History and analyze Imagine Lithium Performance.
Please note that although Imagine Lithium 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, Imagine Lithium did 0.47  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 Imagine Lithium stock's relative risk over its benchmark. Imagine Lithium has a beta of 0.22  . Let's try to break down what Imagine's beta means in this case. As returns on the market increase, Imagine Lithium returns are expected to increase less than the market. However, during the bear market, the loss on holding Imagine Lithium will be expected to be smaller as well.
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.

Imagine Lithium Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Imagine Lithium market risk premium is the additional return an investor will receive from holding Imagine Lithium 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 Imagine Lithium. 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 Imagine Lithium's performance over market.
α-0.47   β0.22
90 days against NYA

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

Imagine Lithium Market Price Analysis

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

Imagine Lithium Return and Market Media

The median price of Imagine Lithium for the period between Wed, Mar 1, 2023 and Tue, May 30, 2023 is 0.1 with a coefficient of variation of 9.89. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.1, and mean deviation of 0.01. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  

About Imagine Lithium 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 Imagine or other stocks. Alpha measures the amount that position in Imagine Lithium 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 Imagine Lithium 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, Imagine Lithium's short interest history, or implied volatility extrapolated from Imagine Lithium options trading.

Build Portfolio with Imagine Lithium

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.

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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
Check out Imagine Lithium Backtesting, Imagine Lithium Valuation, Imagine Lithium Correlation, Imagine Lithium Hype Analysis, Imagine Lithium Volatility, Imagine Lithium History and analyze Imagine Lithium Performance. You can also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

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