Abrdn Emerging Markets Stock Alpha and Beta Analysis
| AEF Stock | USD 5.24 0.01 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Abrdn Emerging Markets. It also helps investors analyze the systematic and unsystematic risks associated with investing in Abrdn Emerging over a specified time horizon. Remember, high Abrdn Emerging'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 Abrdn Emerging's market risk premium analysis include:
Beta 0.34 | Alpha (0.05) | Risk 1.23 | Sharpe Ratio 0.0206 | Expected Return 0.0255 |
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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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Abrdn Emerging Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Abrdn Emerging market risk premium is the additional return an investor will receive from holding Abrdn Emerging 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 Abrdn Emerging. 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 Abrdn Emerging's performance over market.| α | -0.05 | β | 0.34 |
Abrdn Emerging 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 Abrdn Emerging's Buy-and-hold return. Our buy-and-hold chart shows how Abrdn Emerging performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Abrdn Emerging Market Price Analysis
Market price analysis indicators help investors to evaluate how Abrdn Emerging stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Abrdn Emerging shares will generate the highest return on investment. By understating and applying Abrdn Emerging stock market price indicators, traders can identify Abrdn Emerging position entry and exit signals to maximize returns.
Abrdn Emerging Return and Market Media
The median price of Abrdn Emerging for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 5.39 with a coefficient of variation of 3.79. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 5.41, and mean deviation of 0.17. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Record-breaking SP 500 defies seasonal trends | 09/17/2024 |
2 | Disposition of 18383 shares by Fox Lawrence Joseph of Abrdn Emerging at 7.86 subject to Rule 16b-3 | 09/20/2024 |
| Abrdn Emerging dividend paid on 30th of September 2024 | 09/30/2024 |
3 | abrdn relaunches its emerging markets fund excluding China - RankiaPro En | 10/08/2024 |
4 | Discovering Hidden Opportunities in Australian Stocks October 2024 | 10/23/2024 |
5 | Insider Trading | 11/06/2024 |
6 | City of London Investment Managements Strategic Acquisition in China Fund Inc | 11/15/2024 |
7 | Acquisition by Nancy Maasbach of 100 shares of Abrdn Emerging at 6.46 subject to Rule 16b-3 | 12/01/2024 |
About Abrdn Emerging 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 Abrdn or other stocks. Alpha measures the amount that position in Abrdn Emerging Markets 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 | 2023 | 2024 (projected) | Payables Turnover | 0.69 | 0.75 | 0.86 | 0.82 | Days Of Inventory On Hand | 297.0 | 442.17 | 508.5 | 490.38 |
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 Abrdn Emerging 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, Abrdn Emerging's short interest history, or implied volatility extrapolated from Abrdn Emerging options trading.
Build Portfolio with Abrdn Emerging
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 Abrdn Emerging Backtesting, Abrdn Emerging Valuation, Abrdn Emerging Correlation, Abrdn Emerging Hype Analysis, Abrdn Emerging Volatility, Abrdn Emerging History and analyze Abrdn Emerging Performance. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Abrdn Emerging 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.