Rolls Royce Holdings Plc Stock Alpha and Beta Analysis

RLLCF Stock  USD 0  0.0002  4.26%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rolls Royce Holdings Plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rolls-Royce Holdings over a specified time horizon. Remember, high Rolls-Royce Holdings' 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 Rolls-Royce Holdings' market risk premium analysis include:
Beta
(0.90)
Alpha
0.11
Risk
4.76
Sharpe Ratio
(0.01)
Expected Return
(0.06)
Please note that although Rolls-Royce Holdings 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., NYSE Composite index.) So in this particular case, Rolls-Royce Holdings did 0.11  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 Rolls Royce Holdings Plc stock's relative risk over its benchmark. Rolls-Royce Holdings Plc has a beta of 0.90  . As the market becomes more bullish, returns on owning Rolls-Royce Holdings are expected to decrease slowly. On the other hand, during market turmoil, Rolls-Royce Holdings is expected to outperform it slightly. .
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.
  
Check out Rolls-Royce Holdings Backtesting, Rolls-Royce Holdings Valuation, Rolls-Royce Holdings Correlation, Rolls-Royce Holdings Hype Analysis, Rolls-Royce Holdings Volatility, Rolls-Royce Holdings History and analyze Rolls-Royce Holdings Performance.

Rolls-Royce Holdings Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rolls-Royce Holdings market risk premium is the additional return an investor will receive from holding Rolls-Royce Holdings 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 Rolls-Royce Holdings. 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 Rolls-Royce Holdings' performance over market.
α0.11   β-0.9

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

Rolls-Royce Holdings Market Price Analysis

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

Rolls-Royce Holdings Return and Market Media

The median price of Rolls-Royce Holdings for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 0.0047 with a coefficient of variation of 4.82. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.0, and mean deviation of 0.0. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Rolls-Royce Holdings 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 Rolls-Royce or other pink sheets. Alpha measures the amount that position in Rolls-Royce Holdings Plc 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 Rolls-Royce Holdings 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, Rolls-Royce Holdings' short interest history, or implied volatility extrapolated from Rolls-Royce Holdings options trading.

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Check out Rolls-Royce Holdings Backtesting, Rolls-Royce Holdings Valuation, Rolls-Royce Holdings Correlation, Rolls-Royce Holdings Hype Analysis, Rolls-Royce Holdings Volatility, Rolls-Royce Holdings History and analyze Rolls-Royce Holdings Performance.
Note that the Rolls-Royce Holdings Plc information on this page should be used as a complementary analysis to other Rolls-Royce Holdings' 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 the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.

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