Liberty Financial (Australia) Alpha and Beta Analysis
| LFG Stock | 3.24 0.05 1.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Liberty Financial Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Liberty Financial over a specified time horizon. Remember, high Liberty Financial'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 Liberty Financial's market risk premium analysis include:
Beta 0.31 | Alpha (0.07) | Risk 1.8 | Sharpe Ratio (0.05) | Expected Return (0.09) |
Liberty Financial Quarterly Cash And Equivalents |
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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.
Liberty |
Liberty Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Liberty Financial market risk premium is the additional return an investor will receive from holding Liberty Financial 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 Liberty Financial. 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 Liberty Financial's performance over market.| α | -0.07 | β | 0.31 |
Liberty Financial 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 Liberty Financial's Buy-and-hold return. Our buy-and-hold chart shows how Liberty Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Liberty Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Liberty Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Liberty Financial shares will generate the highest return on investment. By understating and applying Liberty Financial stock market price indicators, traders can identify Liberty Financial position entry and exit signals to maximize returns.
Liberty Financial Return and Market Media
The median price of Liberty Financial for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 3.29 with a coefficient of variation of 3.6. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 3.28, and mean deviation of 0.1. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | DJT stock extends rally, World Financial launches coin - Yahoo Finance | 10/15/2024 |
About Liberty Financial 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 Liberty or other stocks. Alpha measures the amount that position in Liberty 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 Liberty Financial 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, Liberty Financial's short interest history, or implied volatility extrapolated from Liberty Financial options trading.
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Additional Tools for Liberty Stock Analysis
When running Liberty Financial's price analysis, check to measure Liberty Financial'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 Liberty Financial is operating at the current time. Most of Liberty Financial's value examination focuses on studying past and present price action to predict the probability of Liberty Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Liberty Financial's price. Additionally, you may evaluate how the addition of Liberty Financial to your portfolios can decrease your overall portfolio volatility.