Angel Oak Financial Stock Alpha and Beta Analysis
| FINS Stock | USD 12.78 0.05 0.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Angel Oak Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Angel Oak over a specified time horizon. Remember, high Angel Oak'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 Angel Oak's market risk premium analysis include:
Beta 0.0211 | Alpha 0.0211 | Risk 0.59 | Sharpe Ratio 0.0577 | Expected Return 0.0338 |
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.
Angel |
Angel Oak Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Angel Oak market risk premium is the additional return an investor will receive from holding Angel Oak 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 Angel Oak. 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 Angel Oak's performance over market.| α | 0.02 | β | 0.02 |
Angel Oak 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 Angel Oak's Buy-and-hold return. Our buy-and-hold chart shows how Angel Oak performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Angel Oak Market Price Analysis
Market price analysis indicators help investors to evaluate how Angel Oak stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Angel Oak shares will generate the highest return on investment. By understating and applying Angel Oak stock market price indicators, traders can identify Angel Oak position entry and exit signals to maximize returns.
Angel Oak Return and Market Media
Price Growth (%) |
| Timeline |
| Angel Oak dividend paid on 30th of September 2024 | 09/30/2024 |
| Angel Oak dividend paid on 31st of October 2024 | 10/31/2024 |
| Angel Oak dividend paid on 29th of November 2024 | 11/29/2024 |
About Angel Oak 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 Angel or other stocks. Alpha measures the amount that position in Angel Oak Financial 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.
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 Angel Oak 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, Angel Oak's short interest history, or implied volatility extrapolated from Angel Oak options trading.
Build Portfolio with Angel Oak
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Additional Tools for Angel Stock Analysis
When running Angel Oak's price analysis, check to measure Angel Oak'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 Angel Oak is operating at the current time. Most of Angel Oak's value examination focuses on studying past and present price action to predict the probability of Angel Oak's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Angel Oak's price. Additionally, you may evaluate how the addition of Angel Oak to your portfolios can decrease your overall portfolio volatility.