Lloyds Banking (Brazil) Alpha and Beta Analysis
| L1YG34 Stock | BRL 15.99 0.24 1.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lloyds Banking Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lloyds Banking over a specified time horizon. Remember, high Lloyds Banking'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 Lloyds Banking's market risk premium analysis include:
Beta (0.49) | Alpha (0.01) | Risk 1.84 | Sharpe Ratio (0.04) | Expected Return (0.08) |
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.
Lloyds |
Lloyds Banking Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lloyds Banking market risk premium is the additional return an investor will receive from holding Lloyds Banking 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 Lloyds Banking. 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 Lloyds Banking's performance over market.| α | -0.0074 | β | -0.49 |
Lloyds Banking 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 Lloyds Banking's Buy-and-hold return. Our buy-and-hold chart shows how Lloyds Banking performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lloyds Banking Market Price Analysis
Market price analysis indicators help investors to evaluate how Lloyds Banking stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lloyds Banking shares will generate the highest return on investment. By understating and applying Lloyds Banking stock market price indicators, traders can identify Lloyds Banking position entry and exit signals to maximize returns.
Lloyds Banking Return and Market Media
The median price of Lloyds Banking for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 16.82 with a coefficient of variation of 3.99. The daily time series for the period is distributed with a sample standard deviation of 0.67, arithmetic mean of 16.78, and mean deviation of 0.53. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Lloyds Banking 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 Lloyds or other stocks. Alpha measures the amount that position in Lloyds Banking Group 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 Lloyds Banking 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, Lloyds Banking's short interest history, or implied volatility extrapolated from Lloyds Banking options trading.
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Additional Information and Resources on Investing in Lloyds Stock
When determining whether Lloyds Banking Group is a strong investment it is important to analyze Lloyds Banking's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Lloyds Banking's future performance. For an informed investment choice regarding Lloyds Stock, refer to the following important reports:Check out Lloyds Banking Backtesting, Lloyds Banking Valuation, Lloyds Banking Correlation, Lloyds Banking Hype Analysis, Lloyds Banking Volatility, Lloyds Banking History and analyze Lloyds Banking Performance. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Lloyds Banking 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.