# ARCELORMITTAL LUXEMBOURG 675 Alpha and Beta Analysis

03938LAS3 | 102.91 0.40 0.39% |

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ARCELORMITTAL LUXEMBOURG 675. It also helps investors analyze the systematic and unsystematic risks associated with investing in ARCELORMITTAL over a specified time horizon. Remember, high ARCELORMITTAL'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 ARCELORMITTAL's market risk premium analysis include:**Beta(0.04) | Alpha0.0914 | Risk1.57 | Sharpe Ratio0.0432 | Expected Return0.0676 |

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.

ARCELORMITTAL |

## ARCELORMITTAL Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ARCELORMITTAL market risk premium is the additional return an investor will receive from holding ARCELORMITTAL 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 ARCELORMITTAL. 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 ARCELORMITTAL's performance over market.α | 0.09 | β | -0.04 |

## ARCELORMITTAL Market Price Analysis

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

## ARCELORMITTAL Return and Market Media

The median price of ARCELORMITTAL for the period between Tue, Nov 28, 2023 and Mon, Feb 26, 2024 is 103.16 with a coefficient of variation of 2.47. The daily time series for the period is distributed with a sample standard deviation of 2.53, arithmetic mean of 102.7, and mean deviation of 1.9. The Bond did not receive any noticable media coverage during the period. Price Growth (%) |

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## About ARCELORMITTAL 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 ARCELORMITTAL or other bonds. Alpha measures the amount that position in ARCELORMITTAL LUXEMB 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 ARCELORMITTAL 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, ARCELORMITTAL's short interest history, or implied volatility extrapolated from ARCELORMITTAL options trading.

## Build Portfolio with ARCELORMITTAL

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

Check out ARCELORMITTAL Backtesting, Portfolio Optimization, ARCELORMITTAL Correlation, ARCELORMITTAL Hype Analysis, ARCELORMITTAL Volatility, ARCELORMITTAL History and analyze ARCELORMITTAL Performance. Note that the ARCELORMITTAL LUXEMB information on this page should be used as a complementary analysis to other ARCELORMITTAL'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 the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.

## Complementary Tools for ARCELORMITTAL Bond analysis

When running ARCELORMITTAL's price analysis, check to measure ARCELORMITTAL'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 ARCELORMITTAL is operating at the current time. Most of ARCELORMITTAL's value examination focuses on studying past and present price action to predict the probability of ARCELORMITTAL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ARCELORMITTAL's price. Additionally, you may evaluate how the addition of ARCELORMITTAL to your portfolios can decrease your overall portfolio volatility.

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ARCELORMITTAL technical bond 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, bond market cycles, or different charting patterns.