Lemonade Stock Alpha and Beta Analysis
| LMND Stock | USD 45.08 0.83 1.81% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lemonade. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lemonade over a specified time horizon. Remember, high Lemonade'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 Lemonade's market risk premium analysis include:
Beta 2.21 | Alpha 1.29 | Risk 6.27 | Sharpe Ratio 0.25 | Expected Return 1.59 |
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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.
Lemonade |
Lemonade Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lemonade market risk premium is the additional return an investor will receive from holding Lemonade 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 Lemonade. 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 Lemonade's performance over market.| α | 1.29 | β | 2.21 |
Lemonade 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 Lemonade's Buy-and-hold return. Our buy-and-hold chart shows how Lemonade performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lemonade Market Price Analysis
Market price analysis indicators help investors to evaluate how Lemonade stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lemonade shares will generate the highest return on investment. By understating and applying Lemonade stock market price indicators, traders can identify Lemonade position entry and exit signals to maximize returns.
Lemonade Return and Market Media
The median price of Lemonade for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 18.59 with a coefficient of variation of 44.82. The daily time series for the period is distributed with a sample standard deviation of 10.85, arithmetic mean of 24.21, and mean deviation of 8.55. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Maya Prosor of 45000 shares of Lemonade at 18.14 subject to Rule 16b-3 | 09/09/2024 |
2 | Disposition of 2050 shares by Timothy Bixby of Lemonade at 18.24 subject to Rule 16b-3 | 09/10/2024 |
3 | Lemonade Inc Shares Gap Down to 15.86 on Oct 7 | 10/07/2024 |
4 | Roblox Posts Upbeat Results, Joins Paycom Software, Norwegian Cruise Line, Altria Group, Booking And Other Big Stocks Moving Higher On Thursday | 10/31/2024 |
5 | Sarepta Therapeutics To Rally Around 30 Here Are 10 Top Analyst Forecasts For Thursday | 11/07/2024 |
6 | Acquisition by Shai Wininger of 9327 shares of Lemonade subject to Rule 16b-3 | 11/18/2024 |
7 | A Closer Look at Lemonades Options Market Dynamics | 11/19/2024 |
8 | Watch This Key Bar For A Make-Or-Break Signal | 11/20/2024 |
9 | Lemonade Stock Is Rocketing Higher. Should You Buy or Sell | 11/22/2024 |
10 | Can Lemonade 10X its Way to Becoming the Next Big Brand in Insurance | 11/25/2024 |
11 | Lemonade Inc Shares Up 6.35 percent on Nov 29 | 11/29/2024 |
12 | Behind the Scenes of Lemonades Latest Options Trends | 12/02/2024 |
About Lemonade 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 Lemonade or other stocks. Alpha measures the amount that position in Lemonade 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Graham Number | 37.83 | 37.12 | 27.91 | 18.74 | Receivables Turnover | 0.56 | 1.43 | 1.29 | 0.66 |
Lemonade Upcoming Company Events
As portrayed in its financial statements, the presentation of Lemonade's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lemonade's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lemonade's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lemonade. Please utilize our Beneish M Score to check the likelihood of Lemonade's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Lemonade
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 Lemonade Backtesting, Lemonade Valuation, Lemonade Correlation, Lemonade Hype Analysis, Lemonade Volatility, Lemonade History and analyze Lemonade Performance. For information on how to trade Lemonade Stock refer to our How to Trade Lemonade Stock guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Lemonade 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.