Regal Investment (Australia) Alpha and Beta Analysis
| RF1 Stock | 3.42 0.01 0.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Regal Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in Regal Investment over a specified time horizon. Remember, high Regal Investment'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 Regal Investment's market risk premium analysis include:
Beta 0.48 | Alpha 0.0194 | Risk 1.29 | Sharpe Ratio 0.0698 | Expected Return 0.0902 |
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.
Regal |
Regal Investment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Regal Investment market risk premium is the additional return an investor will receive from holding Regal Investment 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 Regal Investment. 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 Regal Investment's performance over market.| α | 0.02 | β | 0.48 |
Regal Investment 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 Regal Investment's Buy-and-hold return. Our buy-and-hold chart shows how Regal Investment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Regal Investment Market Price Analysis
Market price analysis indicators help investors to evaluate how Regal Investment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Regal Investment shares will generate the highest return on investment. By understating and applying Regal Investment stock market price indicators, traders can identify Regal Investment position entry and exit signals to maximize returns.
Regal Investment Return and Market Media
The median price of Regal Investment for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 3.48 with a coefficient of variation of 4.98. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 3.42, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Regal Rexnord shares hold steady target and Overweight rating - Investing.com | 09/09/2024 |
2 | Barrick Gold Corp Shares Acquired by Regal Investment Advisors LLC - MarketBeat | 09/30/2024 |
3 | Stocks With Rising Relative Price Strength Regal Rexnord - Investors Business Daily | 10/24/2024 |
4 | Regal Rexnords SWOT analysis stock outlook amid portfolio transformation By Investing.com - Investing.com Nigeria | 11/22/2024 |
About Regal Investment 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 Regal or other stocks. Alpha measures the amount that position in Regal Investment 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 Regal Investment 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, Regal Investment's short interest history, or implied volatility extrapolated from Regal Investment options trading.
Build Portfolio with Regal Investment
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Additional Tools for Regal Stock Analysis
When running Regal Investment's price analysis, check to measure Regal Investment's 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 Regal Investment is operating at the current time. Most of Regal Investment's value examination focuses on studying past and present price action to predict the probability of Regal Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Regal Investment's price. Additionally, you may evaluate how the addition of Regal Investment to your portfolios can decrease your overall portfolio volatility.