Lenovo OTC Stock Alpha and Beta Analysis

LNVGY -  USA Stock  

USD 21.66  0.34  1.59%

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 

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 0.036878  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 0.41  . 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.
α0.036878   β0.41
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 Wed, Sep 8, 2021 and Tue, Dec 7, 2021 is 20.92 with a coefficient of variation of 10.14. The daily time series for the period is distributed with a sample standard deviation of 2.19, arithmetic mean of 21.61, and mean deviation of 1.35. The Stock received substential amount of media coverage during this period.
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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 Upcoming Company Events

As portrayed in its financial statements, the presentation of Lenovo's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lenovo's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lenovo's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lenovo. Please utilize our Beneish M Score to check the likelihood of Lenovo's management manipulating its earnings.
Upcoming Quarterly Report7th of February 2017
Next Earnings Report25th of May 2017
Next Fiscal Quarter End31st of December 2016
Next Fiscal Year End25th of May 2017
Last Quarter Report30th of September 2016
Last Earning Announcement31st of December 2015

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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 Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.

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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.
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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...