Loral Stock Alpha and Beta Analysis

LORL -  USA Stock  

USD 41.52  0.00  0.00%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Loral Space Comm. It also helps investors analyze the systematic and unsystematic risks associated with investing in Loral Space over a specified time horizon. Remember, high Loral Space'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 Stocks Correlation.

Loral Beta 

Please note that although Loral Space 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, Loral Space did 0.1  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 Loral Space Comm stock's relative risk over its benchmark. Loral Space Comm has a beta of 0.69  . Let's try to break down what Loral's beta means in this case. As returns on the market increase, Loral Space returns are expected to increase less than the market. However, during the bear market, the loss on holding Loral Space will be expected to be smaller as well.
Book Value per Share is expected to hike to 8.37 this year. Enterprise Value over EBIT is expected to hike to 5.96 this year.
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.

Loral Space Quarterly Book Value per Share


Loral Space Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Loral Space market risk premium is the additional return an investor will receive from holding Loral Space 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 Loral Space. 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 Loral Space's performance over market.
α0.1   β0.69
90 days against DJI

Loral Space Fundamentals Vs Peers

Comparing Loral Space's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Loral Space's direct or indirect competition across all of the common fundamentals between Loral Space and the related equities. This way, we can detect undervalued stocks with similar characteristics as Loral Space or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Loral Space's fundamental indicators could also be used in its relative valuation, which is a method of valuing Loral Space by comparing valuation metrics with those of similar companies.
 Better Than Average     
 Worse Than Average Compare Loral Space to competition
FundamentalsLoral SpacePeer Average
Return On Equity95.50 %(0.31) %
Return On Asset(0.36) %(0.14) %
Current Valuation1.5 B16.62 B
Shares Outstanding21.43 M571.82 M
Shares Owned by Insiders0.81 %10.09 %
Shares Owned by Institutions83.57 %39.21 %
Number of Shares Shorted606.5 K4.71 M

Loral Space Opportunities

Loral Space Return and Market Media

The Stock received some media coverage during the period.
 Price Growth (%)  
Financial Statements09/14/2021
Unclassified Event10/12/2021
Elbit UK secures British Army deployable training contract -...11/05/2021
Financial Statements11/09/2021
Unclassified Event11/19/2021
Unclassified Event11/22/2021

About Loral Space 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 Loral Space Comm 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.
 2010 2011 2020 2021 (projected)
Receivables Turnover6.146.45.765.67
PPandE Turnover5.225.045.796.02

Loral Space Upcoming Company Events

As portrayed in its financial statements, the presentation of Loral Space's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Loral Space's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Loral Space's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Loral Space. Please utilize our Beneish M Score to check the likelihood of Loral Space's management manipulating its earnings.
Upcoming Quarterly Report8th of March 2022
Next Fiscal Quarter End31st of December 2021

Build Portfolio with Loral Space

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
Additionally, see Stocks Correlation. Note that the Loral Space Comm information on this page should be used as a complementary analysis to other Loral Space'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 Content Syndication module to quickly integrate customizable finance content to your own investment portal.

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