Lithium Americas Corp Stock Alpha and Beta Analysis
| LAAC Stock | 4.01 0.17 4.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lithium Americas Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lithium Americas over a specified time horizon. Remember, high Lithium Americas' 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 Lithium Americas' market risk premium analysis include:
Beta (0.11) | Alpha 0.3 | Risk 4.05 | Sharpe Ratio (0.02) | Expected Return (0.08) |
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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.
Lithium |
Lithium Americas Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lithium Americas market risk premium is the additional return an investor will receive from holding Lithium Americas 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 Lithium Americas. 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 Lithium Americas' performance over market.| α | 0.30 | β | -0.11 |
Lithium Americas 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 Lithium Americas' Buy-and-hold return. Our buy-and-hold chart shows how Lithium Americas performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lithium Americas Market Price Analysis
Market price analysis indicators help investors to evaluate how Lithium Americas stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lithium Americas shares will generate the highest return on investment. By understating and applying Lithium Americas stock market price indicators, traders can identify Lithium Americas position entry and exit signals to maximize returns.
Lithium Americas Return and Market Media
The median price of Lithium Americas for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 4.54 with a coefficient of variation of 7.77. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 4.54, and mean deviation of 0.28. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | General Motors Bets 625 Million On Lithium Americas Project LAC Stock Jumps - Investors Business Daily | 10/16/2024 |
2 | Lithium Americas Corp.s market cap dropped CA388m last week individual investors who hold 56 percent were hit as were institutions - Yahoo Canada Finance | 12/10/2024 |
About Lithium Americas 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 Lithium or other stocks. Alpha measures the amount that position in Lithium Americas Corp 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.25 | 0.22 | Price To Sales Ratio | 26.93 | 25.58 |
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 Lithium Americas 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, Lithium Americas' short interest history, or implied volatility extrapolated from Lithium Americas options trading.
Build Portfolio with Lithium Americas
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
Check out Lithium Americas Backtesting, Lithium Americas Valuation, Lithium Americas Correlation, Lithium Americas Hype Analysis, Lithium Americas Volatility, Lithium Americas History and analyze Lithium Americas Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Lithium Americas 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.