Rural Funds (Australia) Alpha and Beta Analysis
| RFF Stock | 1.73 0.01 0.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rural Funds Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rural Funds over a specified time horizon. Remember, high Rural Funds' 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 Rural Funds' market risk premium analysis include:
Beta (0.21) | Alpha (0.09) | Risk 1.33 | Sharpe Ratio 0.0209 | Expected Return 0.0277 |
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.
Rural |
Rural Funds Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rural Funds market risk premium is the additional return an investor will receive from holding Rural Funds 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 Rural Funds. 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 Rural Funds' performance over market.| α | -0.09 | β | -0.21 |
Rural Funds 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 Rural Funds' Buy-and-hold return. Our buy-and-hold chart shows how Rural Funds performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Rural Funds Market Price Analysis
Market price analysis indicators help investors to evaluate how Rural Funds stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rural Funds shares will generate the highest return on investment. By understating and applying Rural Funds stock market price indicators, traders can identify Rural Funds position entry and exit signals to maximize returns.
Rural Funds Return and Market Media
The median price of Rural Funds for the period between Fri, Dec 13, 2024 and Thu, Mar 13, 2025 is 1.72 with a coefficient of variation of 3.63. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 1.72, and mean deviation of 0.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | 10 years from now I think youll be glad you bought these ASX dividend shares - The Motley Fool Australia | 01/13/2025 |
2 | Rural Funds Group Confirms Quarterly Distribution Payment - TipRanks | 01/30/2025 |
3 | Top oversold ASX shares to buy in February 2025 - The Motley Fool Australia | 02/07/2025 |
4 | Rural Funds Group Earnings Call Highlights Strong Leasing Activity and ... By GuruFocus - Investing.com Canada | 02/24/2025 |
About Rural Funds 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 Rural or other stocks. Alpha measures the amount that position in Rural Funds Group 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 Rural Funds 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, Rural Funds' short interest history, or implied volatility extrapolated from Rural Funds options trading.
Build Portfolio with Rural Funds
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Additional Tools for Rural Stock Analysis
When running Rural Funds' price analysis, check to measure Rural Funds' 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 Rural Funds is operating at the current time. Most of Rural Funds' value examination focuses on studying past and present price action to predict the probability of Rural Funds' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rural Funds' price. Additionally, you may evaluate how the addition of Rural Funds to your portfolios can decrease your overall portfolio volatility.