Acres Commercial Realty Stock Alpha and Beta Analysis
| ACR Stock | USD 22.40 0.34 1.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Acres Commercial Realty. It also helps investors analyze the systematic and unsystematic risks associated with investing in Acres Commercial over a specified time horizon. Remember, high Acres Commercial'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 Acres Commercial's market risk premium analysis include:
Beta (0.18) | Alpha 0.44 | Risk 2.12 | Sharpe Ratio 0.22 | Expected Return 0.47 |
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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Acres Commercial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Acres Commercial market risk premium is the additional return an investor will receive from holding Acres Commercial 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 Acres Commercial. 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 Acres Commercial's performance over market.| α | 0.44 | β | -0.18 |
Acres Commercial 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 Acres Commercial's Buy-and-hold return. Our buy-and-hold chart shows how Acres Commercial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Acres Commercial Market Price Analysis
Market price analysis indicators help investors to evaluate how Acres Commercial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Acres Commercial shares will generate the highest return on investment. By understating and applying Acres Commercial stock market price indicators, traders can identify Acres Commercial position entry and exit signals to maximize returns.
Acres Commercial Return and Market Media
The median price of Acres Commercial for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 17.8 with a coefficient of variation of 9.79. The daily time series for the period is distributed with a sample standard deviation of 1.8, arithmetic mean of 18.35, and mean deviation of 1.49. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Acres Commercial 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 Acres or other stocks. Alpha measures the amount that position in Acres Commercial Realty 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.
Acres Commercial Upcoming Company Events
As portrayed in its financial statements, the presentation of Acres Commercial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Acres Commercial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Acres Commercial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Acres Commercial. Please utilize our Beneish M Score to check the likelihood of Acres Commercial's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Acres Stock Analysis
When running Acres Commercial's price analysis, check to measure Acres Commercial'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 Acres Commercial is operating at the current time. Most of Acres Commercial's value examination focuses on studying past and present price action to predict the probability of Acres Commercial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Acres Commercial's price. Additionally, you may evaluate how the addition of Acres Commercial to your portfolios can decrease your overall portfolio volatility.