Lenovo OTC Stock Alpha and Beta Analysis

LNVGF -  USA Stock  

USD 1.07  0.01  0.93%

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

Lenovo Beta 

 
Refresh
Please note that although Lenovo 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, Lenovo did 0.18  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 Lenovo Group stock's relative risk over its benchmark. Lenovo Group has a beta of 0.21  . Let's try to break down what Lenovo's beta means in this case. As returns on the market increase, Lenovo returns are expected to increase less than the market. However, during the bear market, the loss on holding Lenovo 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.

Lenovo Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lenovo market risk premium is the additional return an investor will receive from holding Lenovo 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 Lenovo. 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 Lenovo's performance over market.
α0.18   β0.21
90 days against DJI

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

Lenovo Market Price Analysis

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

Lenovo Return and Market Media

The median price of Lenovo for the period between Fri, Sep 10, 2021 and Thu, Dec 9, 2021 is 0.97 with a coefficient of variation of 5.45. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 0.97, and mean deviation of 0.04. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Lenovo Group Ltd. Stock Jumps 5.3 percent Will It Continue t...09/28/2021
2
Automakers Demand for Chips Is Going to Skyrocket - Banyan H...10/05/2021
3
Is Lenovo Group Ltd. Stock Undervalued Right Now - Nasdaq10/08/2021
4
Close but no cigar Lenovo infrastructure group narrowly fall...11/04/2021
5
Luminar Tech, Tutor Perini, Lenovo, HP and Apple highlighted...11/11/2021
6
Why Ambarella Stock Might be a Great Pick - Nasdaq12/07/2021

About Lenovo 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 Lenovo Group 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.

Lenovo Investors Sentiment

The influence of Lenovo'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 Lenovo. 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.
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 Lenovo 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, Lenovo's short interest history, or implied volatility extrapolated from Lenovo options trading.

Current Sentiment - LNVGF

Lenovo Group Investor Sentiment

Most of Macroaxis users are now bullish on Lenovo Group. What is your trading attitude regarding investing in Lenovo Group? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Build Portfolio with Lenovo

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

Fix your portfolio
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 Lenovo Backtesting, Lenovo Valuation, Lenovo Correlation, Lenovo Hype Analysis, Lenovo Volatility, Lenovo History and analyze Lenovo Performance. Note that the Lenovo Group information on this page should be used as a complementary analysis to other Lenovo'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 Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

Complementary Tools for Lenovo OTC Stock analysis

When running Lenovo Group price analysis, check to measure Lenovo'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 Lenovo is operating at the current time. Most of Lenovo's value examination focuses on studying past and present price action to predict the probability of Lenovo's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Lenovo's price. Additionally, you may evaluate how the addition of Lenovo to your portfolios can decrease your overall portfolio volatility.
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Stock Screener
Find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Go
Price Ceiling Movement
Calculate and plot Price Ceiling Movement for different equity instruments
Go
Global Correlations
Find global opportunities by holding instruments from different markets
Go
Focused Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Go
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Go
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Go
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Go
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Go
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
Equity Search
Search for activelly traded equities including funds and ETFs from over 30 global markets
Go
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Go
Lenovo technical otc 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 Lenovo technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Lenovo 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...