LGHLW Stock Alpha and Beta Analysis

LGHLW -  USA Stock  

USD 0.16  0.01  5.88%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lion Group Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lion Group over a specified time horizon. Remember, high Lion 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.
Additionally, see Lion Group Backtesting, Lion Group Valuation, Lion Group Correlation, Lion Group Hype Analysis, Lion Group Volatility, Lion Group History and analyze Lion Group Performance.


Please note that although Lion 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., DOW index.) So in this particular case, Lion Group did 0.1  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 Lion Group Holding stock's relative risk over its benchmark. Lion Group Holding has a beta of 0.50  . Let's try to break down what LGHLW's beta means in this case. As returns on the market increase, returns on owning Lion Group are expected to decrease at a much lower rate. During the bear market, Lion Group is likely to outperform the market.
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.

Lion Group Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lion Group market risk premium is the additional return an investor will receive from holding Lion 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 Lion 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 Lion Group's performance over market.
α-0.1   β-0.5
90 days against DJI

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

Lion Group Market Price Analysis

Market price analysis indicators help investors to evaluate how Lion 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 Lion Group shares will generate the highest return on investment. By understating and applying Lion Group stock market price indicators, traders can identify Lion Group position entry and exit signals to maximize returns.

Lion Group Return and Market Media

The median price of Lion Group for the period between Thu, Jul 29, 2021 and Wed, Oct 27, 2021 is 0.17 with a coefficient of variation of 14.83. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.17, and mean deviation of 0.02. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Lion drops 12.30 percent on Strong Volume August 13 - Equiti...08/13/2021
Lion falls 5.26 percent on Moderate Volume August 20 - Equit...08/20/2021
Lion falls 3.68 percent for September 9 - Equities.com09/09/2021
Lion gains 1.65 percent for September 24 - Equities.com09/24/2021
Lion gains 2.80 percent for October 15 - Equities.com10/15/2021

About Lion 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Lion Group Holding 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.

Lion Group Investors Sentiment

The influence of Lion Group'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 LGHLW. 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 markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - LGHLW

Lion Group Holding Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Lion Group Holding. What is your trading attitude regarding investing in Lion Group Holding? Are you bullish or bearish?
50% Bullish
50% Bearish

Build Portfolio with Lion Group

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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Align your risk with return expectations

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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
Additionally, see Lion Group Backtesting, Lion Group Valuation, Lion Group Correlation, Lion Group Hype Analysis, Lion Group Volatility, Lion Group History and analyze Lion Group Performance. Note that the Lion Group Holding information on this page should be used as a complementary analysis to other Lion 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 Equity Valuation module to check real value of public entities based on technical and fundamental data.

Complementary Tools for LGHLW Stock analysis

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