Riocan Real Estate Stock Alpha and Beta Analysis
| REI-UN Stock | CAD 20.05 0.11 0.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as RioCan Real Estate. It also helps investors analyze the systematic and unsystematic risks associated with investing in RioCan Real over a specified time horizon. Remember, high RioCan Real'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 RioCan Real's market risk premium analysis include:
Beta 0.35 | Alpha 0.0824 | Risk 1.23 | Sharpe Ratio 0.0781 | Expected Return 0.0962 |
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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.
RioCan |
RioCan Real Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. RioCan Real market risk premium is the additional return an investor will receive from holding RioCan Real 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 RioCan Real. 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 RioCan Real's performance over market.| α | 0.08 | β | 0.35 |
RioCan Real 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 RioCan Real's Buy-and-hold return. Our buy-and-hold chart shows how RioCan Real performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.RioCan Real Market Price Analysis
Market price analysis indicators help investors to evaluate how RioCan Real stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading RioCan Real shares will generate the highest return on investment. By understating and applying RioCan Real stock market price indicators, traders can identify RioCan Real position entry and exit signals to maximize returns.
RioCan Real Return and Market Media
The median price of RioCan Real for the period between Fri, Nov 29, 2024 and Thu, Feb 27, 2025 is 18.56 with a coefficient of variation of 2.24. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 18.63, and mean deviation of 0.31. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | RioCan Real Estate Investment Trust Announces December 2024 Distribution, Payable on January 8, 2025 - Marketscreener.com | 12/16/2024 |
2 | RioCan Real Estate Investment Trust Announces January 2025 Distribution - Marketscreener.com | 01/15/2025 |
3 | RioCan Real Estate Investment Trust Receives C21.67 Consensus Price Target from Analysts - MarketBeat | 02/04/2025 |
4 | RioCan Real Estate Investment Trust Given New C22.25 Price Target at National Bankshares - MarketBeat | 02/21/2025 |
About RioCan Real 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 RioCan or other stocks. Alpha measures the amount that position in RioCan Real Estate 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 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0478 | 0.0575 | 0.0604 | 0.0761 | Price To Sales Ratio | 5.33 | 4.83 | 4.43 | 4.4 |
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 RioCan Real 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, RioCan Real's short interest history, or implied volatility extrapolated from RioCan Real options trading.
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Other Information on Investing in RioCan Stock
RioCan Real financial ratios help investors to determine whether RioCan 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 RioCan with respect to the benefits of owning RioCan Real security.