Arcadium Lithium Plc Stock Alpha and Beta Analysis
| ALTM Stock | USD 5.84 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arcadium Lithium plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arcadium Lithium over a specified time horizon. Remember, high Arcadium Lithium'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 Arcadium Lithium's market risk premium analysis include:
Beta 0.34 | Alpha 0.22 | Risk 1.54 | Sharpe Ratio 0.17 | Expected Return 0.27 |
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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.
Arcadium |
Arcadium Lithium Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arcadium Lithium market risk premium is the additional return an investor will receive from holding Arcadium Lithium 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 Arcadium Lithium. 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 Arcadium Lithium's performance over market.| α | 0.22 | β | 0.34 |
Arcadium Lithium Fundamentals Vs Peers
Comparing Arcadium Lithium's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Arcadium Lithium's direct or indirect competition across all of the common fundamentals between Arcadium Lithium and the related equities. This way, we can detect undervalued stocks with similar characteristics as Arcadium Lithium or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Arcadium Lithium's fundamental indicators could also be used in its relative valuation, which is a method of valuing Arcadium Lithium by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Arcadium Lithium to competition |
| Fundamentals | Arcadium Lithium | Peer Average |
| Return On Equity | 0.0278 | -0.31 |
| Return On Asset | 0.0141 | -0.14 |
| Profit Margin | 0.10 % | (1.27) % |
| Operating Margin | 0.02 % | (5.51) % |
| Current Valuation | 7.2 B | 16.62 B |
| Shares Outstanding | 1.08 B | 571.82 M |
| Shares Owned By Insiders | 0.11 % | 10.09 % |
Arcadium Lithium Opportunities
Arcadium Lithium Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 25744 shares by Barbara Fochtman of Arcadium Lithium at 8.74 subject to Rule 16b-3 | 12/19/2024 |
2 | Disposition of 22835 shares by Barbara Fochtman of Arcadium Lithium at 9.7 subject to Rule 16b-3 | 12/24/2024 |
3 | Acquisition by Purgason Robert S of 746 shares of Arcadium Lithium subject to Rule 16b-3 | 01/27/2025 |
4 | Acquisition by Heredia Florencia of 40786 shares of Arcadium Lithium subject to Rule 16b-3 | 01/29/2025 |
5 | Disposition of 209425 shares by Barbara Fochtman of Arcadium Lithium at 4.95 subject to Rule 16b-3 | 02/07/2025 |
6 | Acquisition by Gilberto Antoniazzi of 170985 shares of Arcadium Lithium subject to Rule 16b-3 | 02/12/2025 |
7 | This Mining Giant is Going All-In by Buying this Lithium Stock | 02/24/2025 |
8 | Disposition of 75945 shares by Pallash Robert C of Arcadium Lithium subject to Rule 16b-3 | 02/25/2025 |
9 | Arcadium Lithium Q4 2024 Earnings Preview | 02/26/2025 |
10 | Corbion Arcadium Lithium Head-To-Head Contrast | 02/27/2025 |
11 | Arcadium Lithium Takes On Some Risk With Its Use Of Debt | 03/03/2025 |
About Arcadium Lithium 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 Arcadium or other stocks. Alpha measures the amount that position in Arcadium Lithium plc 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.19 | 0.17 | Price To Sales Ratio | 5.45 | 6.38 |
Arcadium Lithium Upcoming Company Events
As portrayed in its financial statements, the presentation of Arcadium Lithium's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arcadium Lithium's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arcadium Lithium's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arcadium Lithium. Please utilize our Beneish M Score to check the likelihood of Arcadium Lithium's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 Arcadium Lithium
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 Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in estimate. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Arcadium Lithium 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.