Lument Finance Trust Stock Alpha and Beta Analysis
| LFT Stock | USD 2.64 0.01 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lument Finance Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lument Finance over a specified time horizon. Remember, high Lument Finance'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 Lument Finance's market risk premium analysis include:
Beta 0.36 | Alpha 0.11 | Risk 2.12 | Sharpe Ratio 0.0787 | Expected Return 0.17 |
Lument Finance Quarterly Cash And Equivalents |
|
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.
Lument |
Lument Finance Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lument Finance market risk premium is the additional return an investor will receive from holding Lument Finance 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 Lument Finance. 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 Lument Finance's performance over market.| α | 0.11 | β | 0.36 |
Lument Finance 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 Lument Finance's Buy-and-hold return. Our buy-and-hold chart shows how Lument Finance performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lument Finance Market Price Analysis
Market price analysis indicators help investors to evaluate how Lument Finance stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lument Finance shares will generate the highest return on investment. By understating and applying Lument Finance stock market price indicators, traders can identify Lument Finance position entry and exit signals to maximize returns.
Lument Finance Return and Market Media
The median price of Lument Finance for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 2.52 with a coefficient of variation of 2.68. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 2.52, and mean deviation of 0.06. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Lument Finance Trust, NexPoint Real Estate Finance downgraded at Raymond James - Seeking Alpha | 09/19/2024 |
2 | Is Lument Finance Trust, Inc. the Cheapest Penny Stock to Buy Right Now | 10/08/2024 |
| Lument Finance dividend paid on 15th of October 2024 | 10/15/2024 |
3 | 1st Source Tops Q3 Earnings and Revenue Estimates | 10/24/2024 |
4 | StepStone Group Inc. Surpasses Q2 Earnings Estimates | 11/07/2024 |
5 | Lument Finance Trust Reports Third Quarter 2024 Results | 11/12/2024 |
6 | Earnings call Lument Finance Trust reports stable Q3 2024 results | 11/14/2024 |
7 | Lument Moves to Buy Rationale Behind the Upgrade | 11/15/2024 |
8 | Lument Finance Trust Remains Fairly Valued In Wait Of 2021 Loan Book Workout - Seeking Alpha | 11/20/2024 |
9 | Acquisition by James Henson of 10000 shares of Lument Finance at 2.55 subject to Rule 16b-3 | 11/22/2024 |
10 | Disposition of 949 shares by William Houlihan of Lument Finance at 3.06 subject to Rule 16b-3 | 12/06/2024 |
11 | Acquisition by Neil Cummins of 5533 shares of Lument Finance at 2.485 subject to Rule 16b-3 | 12/10/2024 |
About Lument Finance 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 Lument or other stocks. Alpha measures the amount that position in Lument Finance 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.
| 2020 | 2022 (projected) | Dividend Yield | 0.0939 | 0.18 | Price To Sales Ratio | 4.26 | 3.79 |
Lument Finance Upcoming Company Events
As portrayed in its financial statements, the presentation of Lument Finance's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lument Finance's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lument Finance's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lument Finance. Please utilize our Beneish M Score to check the likelihood of Lument Finance's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Lument Finance
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
Additional Tools for Lument Stock Analysis
When running Lument Finance's price analysis, check to measure Lument Finance'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 Lument Finance is operating at the current time. Most of Lument Finance's value examination focuses on studying past and present price action to predict the probability of Lument Finance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lument Finance's price. Additionally, you may evaluate how the addition of Lument Finance to your portfolios can decrease your overall portfolio volatility.