Lowes Companies (Brazil) Alpha and Beta Analysis
| LOWC34 Stock | BRL 76.75 0.35 0.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lowes Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lowes Companies over a specified time horizon. Remember, high Lowes Companies' 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 Lowes Companies' market risk premium analysis include:
Beta 0.2 | Alpha 0.14 | Risk 1.62 | Sharpe Ratio 0.0649 | Expected Return 0.11 |
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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Lowes Companies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lowes Companies market risk premium is the additional return an investor will receive from holding Lowes Companies 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 Lowes Companies. 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 Lowes Companies' performance over market.| α | 0.14 | β | 0.20 |
Lowes Companies 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 Lowes Companies' Buy-and-hold return. Our buy-and-hold chart shows how Lowes Companies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lowes Companies Market Price Analysis
Market price analysis indicators help investors to evaluate how Lowes Companies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lowes Companies shares will generate the highest return on investment. By understating and applying Lowes Companies stock market price indicators, traders can identify Lowes Companies position entry and exit signals to maximize returns.
Lowes Companies Return and Market Media
The median price of Lowes Companies for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 76.88 with a coefficient of variation of 3.97. The daily time series for the period is distributed with a sample standard deviation of 3.06, arithmetic mean of 77.0, and mean deviation of 2.54. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Lowes Companies 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 Lowes or other stocks. Alpha measures the amount that position in Lowes Companies 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 Lowes Companies 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, Lowes Companies' short interest history, or implied volatility extrapolated from Lowes Companies options trading.
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Additional Information and Resources on Investing in Lowes Stock
When determining whether Lowes Companies is a strong investment it is important to analyze Lowes Companies' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Lowes Companies' future performance. For an informed investment choice regarding Lowes Stock, refer to the following important reports:Check out Lowes Companies Backtesting, Lowes Companies Valuation, Lowes Companies Correlation, Lowes Companies Hype Analysis, Lowes Companies Volatility, Lowes Companies History and analyze Lowes Companies Performance. For information on how to trade Lowes Stock refer to our How to Trade Lowes Stock guide.You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Lowes Companies 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.