Ares Commercial Real Stock Alpha and Beta Analysis
| ACRE Stock | USD 7.29 0.07 0.97% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ares Commercial Real. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ares Commercial over a specified time horizon. Remember, high Ares 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 Ares Commercial's market risk premium analysis include:
Beta 0.87 | Alpha 0.006971 | Risk 2.09 | Sharpe Ratio 0.06 | Expected Return 0.13 |
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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.
Ares |
Ares Commercial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ares Commercial market risk premium is the additional return an investor will receive from holding Ares 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 Ares 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 Ares Commercial's performance over market.| α | 0.01 | β | 0.87 |
Ares 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 Ares Commercial's Buy-and-hold return. Our buy-and-hold chart shows how Ares Commercial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ares Commercial Market Price Analysis
Market price analysis indicators help investors to evaluate how Ares 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 Ares Commercial shares will generate the highest return on investment. By understating and applying Ares Commercial stock market price indicators, traders can identify Ares Commercial position entry and exit signals to maximize returns.
Ares Commercial Return and Market Media
The median price of Ares Commercial for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 6.82 with a coefficient of variation of 4.45. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 6.85, and mean deviation of 0.26. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Caroline Blakely of 4556 shares of Ares Commercial subject to Rule 16b-3 | 09/17/2024 |
2 | Disposition of 9500 shares by Henderson James Alan of Ares Commercial at 15.5316 subject to Rule 16b-3 | 09/26/2024 |
| Ares Commercial dividend paid on 15th of October 2024 | 10/15/2024 |
3 | Ares Commercial Real Estate Co. Sees Significant Increase in Short Interest | 10/17/2024 |
4 | Ares Commercial Real Estate Corporation Schedules Earnings Release and Conference Call for the Third Quarter Ended September 30, 2024 | 10/24/2024 |
5 | Brazil police raid group suspected of smuggling Asian migrants to US | 11/01/2024 |
6 | Ares Commercial Real Estate Corp Q3 2024 Earnings Report Preview What to Look For | 11/06/2024 |
7 | Ares Commercial Real Estate Corp Reports Q3 2024 Net Loss of 0.11 Per Share, Revenue at 16. ... | 11/07/2024 |
8 | Ares Commercial Real Estate Corp Q3 2024 Earnings Call Highlights Navigating Challenges ... | 11/08/2024 |
9 | Acquisition by Caroline Blakely of 33 shares of Ares Commercial subject to Rule 16b-3 | 11/19/2024 |
10 | Ares Commercial Real Estate Problems Lurk For This 13.7 percent Yielder | 11/27/2024 |
About Ares 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 Ares or other stocks. Alpha measures the amount that position in Ares Commercial Real 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 | 2024 (projected) | Dividend Yield | 0.0948 | 0.14 | 0.0711 | Price To Sales Ratio | 6.04 | 4.88 | 536.31 |
Ares Commercial Upcoming Company Events
As portrayed in its financial statements, the presentation of Ares Commercial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ares Commercial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ares Commercial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ares Commercial. Please utilize our Beneish M Score to check the likelihood of Ares Commercial's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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 Ares Commercial
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 Ares Commercial Backtesting, Ares Commercial Valuation, Ares Commercial Correlation, Ares Commercial Hype Analysis, Ares Commercial Volatility, Ares Commercial History and analyze Ares Commercial Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Ares Commercial 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.