Lumen Technologies Stock Alpha and Beta Analysis
| LUMN Stock | USD 5.07 0.20 4.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lumen Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lumen Technologies over a specified time horizon. Remember, high Lumen Technologies' 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 Lumen Technologies' market risk premium analysis include:
Beta 1.53 | Alpha (0.31) | Risk 3.99 | Sharpe Ratio (0.05) | Expected Return (0.20) |
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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.
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Lumen Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lumen Technologies market risk premium is the additional return an investor will receive from holding Lumen Technologies 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 Lumen Technologies. 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 Lumen Technologies' performance over market.| α | -0.31 | β | 1.53 |
Lumen Technologies 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 Lumen Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Lumen Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lumen Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Lumen Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lumen Technologies shares will generate the highest return on investment. By understating and applying Lumen Technologies stock market price indicators, traders can identify Lumen Technologies position entry and exit signals to maximize returns.
Lumen Technologies Return and Market Media
The median price of Lumen Technologies for the period between Tue, Dec 17, 2024 and Mon, Mar 17, 2025 is 5.3 with a coefficient of variation of 11.05. The daily time series for the period is distributed with a sample standard deviation of 0.59, arithmetic mean of 5.32, and mean deviation of 0.49. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Fowler James of 30000 shares of Lumen Technologies at 1.5 subject to Rule 16b-3 | 12/31/2024 |
2 | Lumen Technologies Expected to Announce Earnings on Tuesday - MarketBeat | 01/31/2025 |
3 | Lumen Technologies Inc Q4 2024 Earnings Call Highlights Strategic Debt Reduction and ... | 02/05/2025 |
4 | Qurate Retail Announces Semi-Annual Interest Payment and Regular Additional Distribution on 3.75 percent Senior Exchangeable Debentures Due 2030 | 02/18/2025 |
5 | Citi upgrades this telecom stock poised to rally more than 40 | 02/26/2025 |
6 | Acquisition by Christopher Stansbury of 1277084 shares of Lumen Technologies subject to Rule 16b-3 | 02/28/2025 |
7 | Better AI Stock Applied Digital vs. Lumen Technologies | 03/03/2025 |
8 | Disposition of 236435 shares by Christopher Stansbury of Lumen Technologies subject to Rule 16b-3 | 03/04/2025 |
9 | LUMN Stock Climbs on AI Investments by Microsoft and Meta | 03/05/2025 |
10 | Lumen Technologies Inc Announces Participation in Upcoming Investor Conferences | 03/06/2025 |
11 | Lumen Skyrockets 176 percent in a Year Should Investors Still Buy the Stock | 03/07/2025 |
12 | 18,840 Shares in Lumen Technologies, Inc. Acquired by Callan Family Office LLC | 03/12/2025 |
13 | Lumen Technologies postpones auction of 55-acre suburban campus | 03/14/2025 |
About Lumen Technologies 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 Lumen or other stocks. Alpha measures the amount that position in Lumen Technologies 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.15 | 0.006114 | 5.72E-4 | 5.43E-4 | Price To Sales Ratio | 0.3 | 0.12 | 0.4 | 0.38 |
Lumen Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of Lumen Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lumen Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lumen Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lumen Technologies. Please utilize our Beneish M Score to check the likelihood of Lumen Technologies' management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Lumen Technologies Backtesting, Lumen Technologies Valuation, Lumen Technologies Correlation, Lumen Technologies Hype Analysis, Lumen Technologies Volatility, Lumen Technologies History and analyze Lumen Technologies Performance. To learn how to invest in Lumen Stock, please use our How to Invest in Lumen Technologies guide.You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Lumen Technologies 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.