Alliance Entertainment Holding Stock Alpha and Beta Analysis
| AENTW Stock | 0.50 0.05 9.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Alliance Entertainment Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Alliance Entertainment over a specified time horizon. Remember, high Alliance Entertainment'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 Alliance Entertainment's market risk premium analysis include:
Beta 3.03 | Alpha 5.73 | Risk 28.76 | Sharpe Ratio 0.25 | Expected Return 7.19 |
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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.
Alliance |
Alliance Entertainment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Alliance Entertainment market risk premium is the additional return an investor will receive from holding Alliance Entertainment 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 Alliance Entertainment. 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 Alliance Entertainment's performance over market.| α | 5.73 | β | 3.03 |
Alliance Entertainment 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 Alliance Entertainment's Buy-and-hold return. Our buy-and-hold chart shows how Alliance Entertainment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Alliance Entertainment Market Price Analysis
Market price analysis indicators help investors to evaluate how Alliance Entertainment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Alliance Entertainment shares will generate the highest return on investment. By understating and applying Alliance Entertainment stock market price indicators, traders can identify Alliance Entertainment position entry and exit signals to maximize returns.
Alliance Entertainment Return and Market Media
The median price of Alliance Entertainment for the period between Fri, Oct 11, 2024 and Thu, Jan 9, 2025 is 0.16 with a coefficient of variation of 82.56. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 0.2, and mean deviation of 0.13. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Alliance Entertainment Expands Stock Incentive Plan - TipRanks | 11/08/2024 |
2 | Alliance Entertainment Holding Co. Short Interest Down 21.5 percent in November - MarketBeat | 11/29/2024 |
3 | Alliance Entertainment Shares Up 7.1 percent - Still a Buy - MarketBeat | 01/06/2025 |
About Alliance Entertainment 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 Alliance or other stocks. Alpha measures the amount that position in Alliance Entertainment 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.0439 | 0.039 | Price To Sales Ratio | 0.13 | 0.0754 |
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 Alliance Entertainment 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, Alliance Entertainment's short interest history, or implied volatility extrapolated from Alliance Entertainment options trading.
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Additional Tools for Alliance Stock Analysis
When running Alliance Entertainment's price analysis, check to measure Alliance Entertainment'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 Alliance Entertainment is operating at the current time. Most of Alliance Entertainment's value examination focuses on studying past and present price action to predict the probability of Alliance Entertainment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alliance Entertainment's price. Additionally, you may evaluate how the addition of Alliance Entertainment to your portfolios can decrease your overall portfolio volatility.