Rayonier Advanced Materials Stock Alpha and Beta Analysis
| RYAM Stock | USD 7.51 0.04 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rayonier Advanced Materials. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rayonier Advanced over a specified time horizon. Remember, high Rayonier Advanced'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 Rayonier Advanced's market risk premium analysis include:
Beta 0.41 | Alpha (0.12) | Risk 3.52 | Sharpe Ratio (0.05) | Expected Return (0.19) |
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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.
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Rayonier Advanced Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rayonier Advanced market risk premium is the additional return an investor will receive from holding Rayonier Advanced 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 Rayonier Advanced. 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 Rayonier Advanced's performance over market.| α | -0.12 | β | 0.41 |
Rayonier Advanced 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 Rayonier Advanced's Buy-and-hold return. Our buy-and-hold chart shows how Rayonier Advanced performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Rayonier Advanced Market Price Analysis
Market price analysis indicators help investors to evaluate how Rayonier Advanced stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rayonier Advanced shares will generate the highest return on investment. By understating and applying Rayonier Advanced stock market price indicators, traders can identify Rayonier Advanced position entry and exit signals to maximize returns.
Rayonier Advanced Return and Market Media
The median price of Rayonier Advanced for the period between Wed, Sep 25, 2024 and Tue, Dec 24, 2024 is 8.56 with a coefficient of variation of 7.7. The daily time series for the period is distributed with a sample standard deviation of 0.65, arithmetic mean of 8.47, and mean deviation of 0.52. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 6429 shares by Mcguire Whitney K of Rayonier Advanced subject to Rule 16b-3 | 09/30/2024 |
2 | Acquisition by Joshua Hicks of 65560 shares of Rayonier Advanced subject to Rule 16b-3 | 11/13/2024 |
3 | Disposition of 6429 shares by Whitney McGuire of Rayonier Advanced subject to Rule 16b-3 | 11/14/2024 |
4 | Rayonier Announces New 300 Million Share Repurchase Authorization | 12/02/2024 |
5 | Holocene Advisors LP Acquires New Position in Rayonier Inc. | 12/06/2024 |
6 | Small Business Optimization Index Breaks Out in November 5 Top Picks | 12/11/2024 |
About Rayonier Advanced 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 Rayonier or other stocks. Alpha measures the amount that position in Rayonier Advanced 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 | 0.0813 | 0.0854 | Price To Sales Ratio | 0.16 | 0.15 |
Rayonier Advanced Upcoming Company Events
As portrayed in its financial statements, the presentation of Rayonier Advanced's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Rayonier Advanced's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Rayonier Advanced's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Rayonier Advanced. Please utilize our Beneish M Score to check the likelihood of Rayonier Advanced's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th 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 Rayonier Advanced
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Check out Rayonier Advanced Backtesting, Rayonier Advanced Valuation, Rayonier Advanced Correlation, Rayonier Advanced Hype Analysis, Rayonier Advanced Volatility, Rayonier Advanced History and analyze Rayonier Advanced Performance. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Rayonier Advanced 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.