Lion Brewery (Sri Lanka) Alpha and Beta Analysis
| LIONN0000 | LKR 1,250 39.75 3.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lion Brewery Ceylon. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lion Brewery over a specified time horizon. Remember, high Lion Brewery'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 Lion Brewery's market risk premium analysis include:
Beta (0.05) | Alpha 0.2 | Risk 2.03 | Sharpe Ratio 0.0106 | Expected Return 0.0216 |
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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Lion Brewery Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lion Brewery market risk premium is the additional return an investor will receive from holding Lion Brewery 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 Lion Brewery. 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 Lion Brewery's performance over market.| α | 0.20 | β | -0.05 |
Lion Brewery 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 Lion Brewery's Buy-and-hold return. Our buy-and-hold chart shows how Lion Brewery performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lion Brewery Market Price Analysis
Market price analysis indicators help investors to evaluate how Lion Brewery stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lion Brewery shares will generate the highest return on investment. By understating and applying Lion Brewery stock market price indicators, traders can identify Lion Brewery position entry and exit signals to maximize returns.
Lion Brewery Return and Market Media
The median price of Lion Brewery for the period between Tue, Dec 17, 2024 and Mon, Mar 17, 2025 is 1233.5 with a coefficient of variation of 3.67. The daily time series for the period is distributed with a sample standard deviation of 45.04, arithmetic mean of 1226.71, and mean deviation of 35.42. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Lion Brewery 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 Lion or other stocks. Alpha measures the amount that position in Lion Brewery Ceylon 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 Lion Brewery 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, Lion Brewery's short interest history, or implied volatility extrapolated from Lion Brewery options trading.
Build Portfolio with Lion Brewery
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Other Information on Investing in Lion Stock
Lion Brewery financial ratios help investors to determine whether Lion Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lion with respect to the benefits of owning Lion Brewery security.