Licycle Holdings Corp Stock Alpha and Beta Analysis
| LICY Stock | USD 0.84 0.04 4.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LiCycle Holdings Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in LiCycle Holdings over a specified time horizon. Remember, high LiCycle Holdings' 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 LiCycle Holdings' market risk premium analysis include:
Beta 2.5 | Alpha (0.88) | Risk 8.19 | Sharpe Ratio (0.11) | Expected Return (0.86) |
Enterprise Value |
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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.
LiCycle |
LiCycle Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LiCycle Holdings market risk premium is the additional return an investor will receive from holding LiCycle Holdings 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 LiCycle Holdings. 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 LiCycle Holdings' performance over market.| α | -0.88 | β | 2.50 |
LiCycle Holdings Fundamentals Vs Peers
Comparing LiCycle Holdings' 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 LiCycle Holdings' direct or indirect competition across all of the common fundamentals between LiCycle Holdings and the related equities. This way, we can detect undervalued stocks with similar characteristics as LiCycle Holdings or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of LiCycle Holdings' fundamental indicators could also be used in its relative valuation, which is a method of valuing LiCycle Holdings by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare LiCycle Holdings to competition |
| Fundamentals | LiCycle Holdings | Peer Average |
| Return On Equity | -0.43 | -0.31 |
| Return On Asset | -0.0933 | -0.14 |
| Operating Margin | (3.00) % | (5.51) % |
| Current Valuation | 410.33 M | 16.62 B |
| Shares Outstanding | 35.43 M | 571.82 M |
| Shares Owned By Insiders | 15.43 % | 10.09 % |
| Shares Owned By Institutions | 6.07 % | 39.21 % |
LiCycle Holdings Opportunities
LiCycle Holdings Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 4970 shares by Conor Spollen of LiCycle Holdings at 1.8872 subject to Rule 16b-3 | 12/03/2024 |
2 | Disposition of 81845 shares by Debbie Simpson of LiCycle Holdings at 0.4127 subject to Rule 16b-3 | 12/19/2024 |
3 | Acquisition by Glencore Plc of tradable shares of LiCycle Holdings subject to Rule 16b-3 | 12/31/2024 |
4 | Li-Cycle Announces Pricing of 15 Million Underwritten Public Offering | 01/15/2025 |
5 | Li-Cycle Provides Perspectives on the Unleashing American Energy Executive Order | 01/24/2025 |
6 | Disposition of 526 shares by Chris Biederman of LiCycle Holdings at 1.075 subject to Rule 16b-3 | 01/27/2025 |
7 | Li-Cycles chief commercial officer sells shares worth 296 - MSN | 01/30/2025 |
8 | Disposition of 180 shares by Dawei Li of LiCycle Holdings at 1.015 subject to Rule 16b-3 | 01/31/2025 |
9 | Li-Cycle Further Expands Commercial Footprint in EU with Additional Exclusive Recycling ... | 02/03/2025 |
10 | Li-Cycles chief commercial officer sells 182 in stock - MSN | 02/04/2025 |
11 | Li-Cycle Provides Recycling Solutions to Growing Battery Energy Storage System Market, Including Supporting Artificial Intelligence Technologies in the U.S. | 02/10/2025 |
12 | Disposition of 14003 shares by Barwell Christine of LiCycle Holdings at 0.4633 subject to Rule 16b-3 | 02/21/2025 |
About LiCycle Holdings 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 LiCycle or other stocks. Alpha measures the amount that position in LiCycle Holdings Corp 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.
| 2021 | 2022 | 2024 | 2025 (projected) | Days Sales Outstanding | 253.32 | 57.84 | 66.52 | 63.19 | PTB Ratio | 2.06 | 2.24 | 2.58 | 2.45 |
LiCycle Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of LiCycle Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, LiCycle Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of LiCycle Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of LiCycle Holdings. Please utilize our Beneish M Score to check the likelihood of LiCycle Holdings' management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of January 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 LiCycle Stock Analysis
When running LiCycle Holdings' price analysis, check to measure LiCycle Holdings' 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 LiCycle Holdings is operating at the current time. Most of LiCycle Holdings' value examination focuses on studying past and present price action to predict the probability of LiCycle Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LiCycle Holdings' price. Additionally, you may evaluate how the addition of LiCycle Holdings to your portfolios can decrease your overall portfolio volatility.