Core Lithium (Australia) Alpha and Beta Analysis
| CXO Stock | 0.09 0 1.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Core Lithium. It also helps investors analyze the systematic and unsystematic risks associated with investing in Core Lithium over a specified time horizon. Remember, high Core Lithium'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 Core Lithium's market risk premium analysis include:
Beta 0.74 | Alpha (0.14) | Risk 5.97 | Sharpe Ratio 0.0019 | Expected Return 0.0115 |
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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Core Lithium Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Core Lithium market risk premium is the additional return an investor will receive from holding Core Lithium 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 Core Lithium. 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 Core Lithium's performance over market.| α | -0.14 | β | 0.74 |
Core Lithium 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 Core Lithium's Buy-and-hold return. Our buy-and-hold chart shows how Core Lithium performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Core Lithium Market Price Analysis
Market price analysis indicators help investors to evaluate how Core Lithium stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Core Lithium shares will generate the highest return on investment. By understating and applying Core Lithium stock market price indicators, traders can identify Core Lithium position entry and exit signals to maximize returns.
Core Lithium Return and Market Media
The median price of Core Lithium for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 0.11 with a coefficient of variation of 11.5. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.11, and mean deviation of 0.01. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Why did the Core Lithium share price hit a wall in October - The Motley Fool Australia | 11/04/2024 |
2 | Why today is a big day for Core Lithium shares - The Motley Fool Australia | 11/27/2024 |
About Core Lithium 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 Core or other stocks. Alpha measures the amount that position in Core Lithium 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 Core Lithium 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, Core Lithium's short interest history, or implied volatility extrapolated from Core Lithium options trading.
Build Portfolio with Core Lithium
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Additional Tools for Core Stock Analysis
When running Core Lithium's price analysis, check to measure Core Lithium'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 Core Lithium is operating at the current time. Most of Core Lithium's value examination focuses on studying past and present price action to predict the probability of Core Lithium's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Core Lithium's price. Additionally, you may evaluate how the addition of Core Lithium to your portfolios can decrease your overall portfolio volatility.