Chicago Atlantic Bdc, Stock Alpha and Beta Analysis
| LIEN Stock | 12.35 0.12 0.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Chicago Atlantic BDC,. It also helps investors analyze the systematic and unsystematic risks associated with investing in Chicago Atlantic over a specified time horizon. Remember, high Chicago Atlantic'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 Chicago Atlantic's market risk premium analysis include:
Beta (0.08) | Alpha 0.14 | Risk 1.52 | Sharpe Ratio 0.12 | Expected Return 0.18 |
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.
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Chicago Atlantic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Chicago Atlantic market risk premium is the additional return an investor will receive from holding Chicago Atlantic 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 Chicago Atlantic. 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 Chicago Atlantic's performance over market.| α | 0.14 | β | -0.08 |
Chicago Atlantic 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 Chicago Atlantic's Buy-and-hold return. Our buy-and-hold chart shows how Chicago Atlantic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Chicago Atlantic Market Price Analysis
Market price analysis indicators help investors to evaluate how Chicago Atlantic stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Chicago Atlantic shares will generate the highest return on investment. By understating and applying Chicago Atlantic stock market price indicators, traders can identify Chicago Atlantic position entry and exit signals to maximize returns.
Chicago Atlantic Return and Market Media
The median price of Chicago Atlantic for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 12.49 with a coefficient of variation of 5.83. The daily time series for the period is distributed with a sample standard deviation of 0.71, arithmetic mean of 12.21, and mean deviation of 0.54. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Chicago Atlantic dividend paid on 27th of September 2024 | 09/27/2024 |
1 | Marijuana financier Silver Spike closes on portfolio, changes name ticker symbol - Marijuana Business Daily | 10/02/2024 |
2 | Disposition of 1510593 shares by Chicago Atlantic Loan Portfolio, Llc of Chicago Atlantic subject to Rule 16b-3 | 10/09/2024 |
3 | Silver Spike Investment Announces Date for Third Quarter Financial Results | 10/22/2024 |
4 | Silver Spike Investment reports Q3 results | 11/08/2024 |
5 | Chicago Atlantic BDC, Inc. Declares 0.34 Cash Dividend for Fourth Quarter 2024 | 12/06/2024 |
About Chicago Atlantic 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 Chicago or other stocks. Alpha measures the amount that position in Chicago Atlantic BDC, 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 Chicago Atlantic 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, Chicago Atlantic's short interest history, or implied volatility extrapolated from Chicago Atlantic options trading.
Build Portfolio with Chicago Atlantic
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Chicago Atlantic Backtesting, Chicago Atlantic Valuation, Chicago Atlantic Correlation, Chicago Atlantic Hype Analysis, Chicago Atlantic Volatility, Chicago Atlantic History and analyze Chicago Atlantic Performance. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Chicago Atlantic 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.