Eli Lilly And Stock Alpha and Beta Analysis
| LLY Stock | 28.58 0.32 1.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Eli Lilly and. It also helps investors analyze the systematic and unsystematic risks associated with investing in Eli Lilly over a specified time horizon. Remember, high Eli Lilly'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 Eli Lilly's market risk premium analysis include:
Beta 0.72 | Alpha (0.28) | Risk 1.96 | Sharpe Ratio (0.14) | Expected Return (0.27) |
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.
Eli |
Eli Lilly Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Eli Lilly market risk premium is the additional return an investor will receive from holding Eli Lilly 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 Eli Lilly. 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 Eli Lilly's performance over market.| α | -0.28 | β | 0.72 |
Eli Lilly 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 Eli Lilly's Buy-and-hold return. Our buy-and-hold chart shows how Eli Lilly performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Eli Lilly Market Price Analysis
Market price analysis indicators help investors to evaluate how Eli Lilly stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Eli Lilly shares will generate the highest return on investment. By understating and applying Eli Lilly stock market price indicators, traders can identify Eli Lilly position entry and exit signals to maximize returns.
Eli Lilly Return and Market Media
The median price of Eli Lilly for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 30.99 with a coefficient of variation of 7.52. The daily time series for the period is distributed with a sample standard deviation of 2.36, arithmetic mean of 31.33, and mean deviation of 2.12. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Eli Lilly Stock Could Have a Huge Growth Catalyst in Early 2025 - Yahoo Finance | 12/12/2024 |
About Eli Lilly 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 Eli or other stocks. Alpha measures the amount that position in Eli Lilly 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 Eli Lilly 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, Eli Lilly's short interest history, or implied volatility extrapolated from Eli Lilly options trading.
Build Portfolio with Eli Lilly
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Align your risk with return expectations
Check out Eli Lilly Backtesting, Eli Lilly Valuation, Eli Lilly Correlation, Eli Lilly Hype Analysis, Eli Lilly Volatility, Eli Lilly History and analyze Eli Lilly Performance. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Eli Lilly 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.