Arcelormittal Sa Adr Stock Alpha and Beta Analysis
| MT Stock | USD 30.81 0.29 0.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ArcelorMittal SA ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in ArcelorMittal over a specified time horizon. Remember, high ArcelorMittal'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 ArcelorMittal's market risk premium analysis include:
Beta 0.45 | Alpha 0.39 | Risk 3.04 | Sharpe Ratio 0.14 | Expected Return 0.43 |
ArcelorMittal Quarterly Cash And Equivalents |
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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.
ArcelorMittal |
ArcelorMittal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ArcelorMittal market risk premium is the additional return an investor will receive from holding ArcelorMittal 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 ArcelorMittal. 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 ArcelorMittal's performance over market.| α | 0.39 | β | 0.45 |
ArcelorMittal 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 ArcelorMittal's Buy-and-hold return. Our buy-and-hold chart shows how ArcelorMittal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ArcelorMittal Market Price Analysis
Market price analysis indicators help investors to evaluate how ArcelorMittal stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ArcelorMittal shares will generate the highest return on investment. By understating and applying ArcelorMittal stock market price indicators, traders can identify ArcelorMittal position entry and exit signals to maximize returns.
ArcelorMittal Return and Market Media
The median price of ArcelorMittal for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 25.23 with a coefficient of variation of 12.13. The daily time series for the period is distributed with a sample standard deviation of 3.15, arithmetic mean of 25.98, and mean deviation of 2.65. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | ArcelorMittal Q4 Earnings Taking a Look at Key Metrics Versus Estimates | 02/06/2025 |
2 | ArcelorMittal South Africa Full Year 2024 Earnings Misses Expectations | 02/11/2025 |
3 | Vale, Cyclone Metals sign 138m development agreement for Canadas Iron Bear project | 02/18/2025 |
4 | ArcelorMittal SA Stock Price Up 8.35 percent on Mar 3 | 03/03/2025 |
5 | EU debates support for Europes steel industry as U.S. tariffs loom | 03/04/2025 |
6 | ArcelorMittal SA Trading 7. percent Higher on Mar 5 | 03/05/2025 |
7 | ArcelorMittal SA Is This Deeply Undervalued Stock A Hidden Gem | 03/07/2025 |
8 | ArcelorMittal publishes its Annual Report 2024 on Form 20-F | 03/10/2025 |
9 | Royal Gold Stock Hits 52-Week High Whats Driving Its Performance | 03/11/2025 |
10 | Should Value Investors Buy ArcelorMittal Stock | 03/13/2025 |
About ArcelorMittal 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 ArcelorMittal or other stocks. Alpha measures the amount that position in ArcelorMittal SA ADR 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.
| 2022 | 2023 | 2024 | 2025 (projected) | PTB Ratio | 0.55 | 0.44 | 0.51 | 0.48 | Price To Sales Ratio | 0.36 | 0.35 | 0.4 | 0.78 |
ArcelorMittal Upcoming Company Events
As portrayed in its financial statements, the presentation of ArcelorMittal's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ArcelorMittal's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ArcelorMittal's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ArcelorMittal. Please utilize our Beneish M Score to check the likelihood of ArcelorMittal's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th 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 ArcelorMittal
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Additional Tools for ArcelorMittal Stock Analysis
When running ArcelorMittal's price analysis, check to measure ArcelorMittal'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 ArcelorMittal is operating at the current time. Most of ArcelorMittal's value examination focuses on studying past and present price action to predict the probability of ArcelorMittal's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ArcelorMittal's price. Additionally, you may evaluate how the addition of ArcelorMittal to your portfolios can decrease your overall portfolio volatility.