Lockheed Martin (Brazil) Alpha and Beta Analysis
| LMTB34 Stock | BRL 3,003 5.10 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lockheed Martin. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lockheed Martin over a specified time horizon. Remember, high Lockheed Martin'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 Lockheed Martin's market risk premium analysis include:
Beta (0.13) | Alpha (0.03) | Risk 1.77 | Sharpe Ratio (0.05) | Expected Return (0.09) |
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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Lockheed Martin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lockheed Martin market risk premium is the additional return an investor will receive from holding Lockheed Martin 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 Lockheed Martin. 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 Lockheed Martin's performance over market.| α | -0.03 | β | -0.13 |
Lockheed Martin 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 Lockheed Martin's Buy-and-hold return. Our buy-and-hold chart shows how Lockheed Martin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lockheed Martin Market Price Analysis
Market price analysis indicators help investors to evaluate how Lockheed Martin stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lockheed Martin shares will generate the highest return on investment. By understating and applying Lockheed Martin stock market price indicators, traders can identify Lockheed Martin position entry and exit signals to maximize returns.
Lockheed Martin Return and Market Media
The median price of Lockheed Martin for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 3155.43 with a coefficient of variation of 4.2. The daily time series for the period is distributed with a sample standard deviation of 133.38, arithmetic mean of 3178.16, and mean deviation of 105.54. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Lockheed Martin 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 Lockheed or other stocks. Alpha measures the amount that position in Lockheed Martin 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 Lockheed Martin 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, Lockheed Martin's short interest history, or implied volatility extrapolated from Lockheed Martin options trading.
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Additional Information and Resources on Investing in Lockheed Stock
When determining whether Lockheed Martin is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Lockheed Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Lockheed Martin Stock. Highlighted below are key reports to facilitate an investment decision about Lockheed Martin Stock:Check out Lockheed Martin Backtesting, Lockheed Martin Valuation, Lockheed Martin Correlation, Lockheed Martin Hype Analysis, Lockheed Martin Volatility, Lockheed Martin History and analyze Lockheed Martin Performance. For information on how to trade Lockheed Stock refer to our How to Trade Lockheed Stock guide.You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Lockheed Martin 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.