Lument Finance Trust Stock Alpha and Beta Analysis

LFT Stock  USD 2.75  0.04  1.48%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lument Finance Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lument Finance over a specified time horizon. Remember, high Lument Finance'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 Lument Finance's market risk premium analysis include:
Beta
0.53
Alpha
0.23
Risk
1.69
Sharpe Ratio
0.0607
Expected Return
0.1
Please note that although Lument Finance alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Lument Finance did 0.23  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Lument Finance Trust stock's relative risk over its benchmark. Lument Finance Trust has a beta of 0.53  . As returns on the market increase, Lument Finance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lument Finance is expected to be smaller as well. At this time, Lument Finance's Book Value Per Share is comparatively stable compared to the past year. Tangible Book Value Per Share is likely to gain to 9.26 in 2025, whereas Enterprise Value is likely to drop slightly above 1.2 B in 2025.

Lument Finance Quarterly Cash And Equivalents

98.5 Million

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.
  
Check out Lument Finance Backtesting, Lument Finance Valuation, Lument Finance Correlation, Lument Finance Hype Analysis, Lument Finance Volatility, Lument Finance History and analyze Lument Finance Performance.

Lument Finance Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lument Finance market risk premium is the additional return an investor will receive from holding Lument Finance 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 Lument Finance. 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 Lument Finance's performance over market.
α0.23   β0.53

Lument Finance 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 Lument Finance's Buy-and-hold return. Our buy-and-hold chart shows how Lument Finance performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Lument Finance Market Price Analysis

Market price analysis indicators help investors to evaluate how Lument Finance stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lument Finance shares will generate the highest return on investment. By understating and applying Lument Finance stock market price indicators, traders can identify Lument Finance position entry and exit signals to maximize returns.

Lument Finance Return and Market Media

The median price of Lument Finance for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 2.6 with a coefficient of variation of 3.81. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 2.62, and mean deviation of 0.08. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Should Value Investors Buy CI Financial Stock
01/02/2025
 
Lument Finance dividend paid on 15th of January 2025
01/15/2025
2
Lument Closes 198 Million in Multifamily Bridge Loans in December 2024
01/16/2025
3
Deltec Asset Management LLC Cuts Stake in Lument Finance Trust, Inc.
02/05/2025
4
Polyplastics Launches New Eco-friendly PLASTRON LFT with Reduced Weight, Higher Rigidity, and Strong Damping
02/13/2025
5
Polyplastics lanza el PLASTRON LFT ecolgico con peso reducido, mayor rigidez y fuerte amortiguacin
02/14/2025
6
PL Capital Advisors LLC Reduces Position in Lument Finance Trust, Inc. - MarketBeat
02/26/2025
7
Individual investors account for 41 percent of Lument Finance Trust, Inc.s ownership, while institutions account for
03/13/2025

About Lument Finance 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 Lument or other stocks. Alpha measures the amount that position in Lument Finance Trust 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.
 2022 2024 (projected)
Dividend Yield0.180.17
Price To Sales Ratio3.794.36

Lument Finance Upcoming Company Events

As portrayed in its financial statements, the presentation of Lument Finance's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lument Finance's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lument Finance's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lument Finance. Please utilize our Beneish M Score to check the likelihood of Lument Finance's management manipulating its earnings.
28th of March 2024
Upcoming Quarterly Report
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9th of May 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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28th of March 2024
Next Fiscal Year End
View
30th of September 2023
Last Quarter Report
View
31st of December 2022
Last Financial Announcement
View

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Additional Tools for Lument Stock Analysis

When running Lument Finance's price analysis, check to measure Lument Finance'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 Lument Finance is operating at the current time. Most of Lument Finance's value examination focuses on studying past and present price action to predict the probability of Lument Finance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lument Finance's price. Additionally, you may evaluate how the addition of Lument Finance to your portfolios can decrease your overall portfolio volatility.