Lexington Realty (Germany) Alpha and Beta Analysis
| LXN Stock | EUR 8.10 0.20 2.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lexington Realty Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lexington Realty over a specified time horizon. Remember, high Lexington Realty'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. Key technical indicators related to Lexington Realty's market risk premium analysis include:
Beta (0.10) | Alpha 0.0447 | Risk 1.62 | Sharpe Ratio (0.03) | Expected Return (0.05) |
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.
Lexington |
Lexington Realty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lexington Realty market risk premium is the additional return an investor will receive from holding Lexington Realty 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 Lexington Realty. 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 Lexington Realty's performance over market.| α | 0.04 | β | -0.1 |
Lexington Realty 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 Lexington Realty's Buy-and-hold return. Our buy-and-hold chart shows how Lexington Realty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lexington Realty Market Price Analysis
Market price analysis indicators help investors to evaluate how Lexington Realty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lexington Realty shares will generate the highest return on investment. By understating and applying Lexington Realty stock market price indicators, traders can identify Lexington Realty position entry and exit signals to maximize returns.
Lexington Realty Return and Market Media
The median price of Lexington Realty for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 8.05 with a coefficient of variation of 2.82. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 8.06, and mean deviation of 0.19. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Lexington Realty 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 Lexington or other stocks. Alpha measures the amount that position in Lexington Realty Trust 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 Lexington Realty 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, Lexington Realty's short interest history, or implied volatility extrapolated from Lexington Realty options trading.
Build Portfolio with Lexington Realty
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Check out Lexington Realty Backtesting, Lexington Realty Valuation, Lexington Realty Correlation, Lexington Realty Hype Analysis, Lexington Realty Volatility, Lexington Realty History and analyze Lexington Realty Performance. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Complementary Tools for Lexington Stock analysis
When running Lexington Realty's price analysis, check to measure Lexington Realty'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 Lexington Realty is operating at the current time. Most of Lexington Realty's value examination focuses on studying past and present price action to predict the probability of Lexington Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lexington Realty's price. Additionally, you may evaluate how the addition of Lexington Realty to your portfolios can decrease your overall portfolio volatility.
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Lexington Realty 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.