Liberty Media Stock Alpha and Beta Analysis
| FWONK Stock | USD 84.17 0.96 1.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Liberty Media. It also helps investors analyze the systematic and unsystematic risks associated with investing in Liberty Media over a specified time horizon. Remember, high Liberty Media'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 Liberty Media's market risk premium analysis include:
Beta 0.92 | Alpha 0.0146 | Risk 1.52 | Sharpe Ratio 0.0941 | Expected Return 0.14 |
Liberty Media Quarterly Cash And Equivalents |
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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.
Liberty |
Liberty Media Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Liberty Media market risk premium is the additional return an investor will receive from holding Liberty Media 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 Liberty Media. 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 Liberty Media's performance over market.| α | 0.01 | β | 0.92 |
Liberty Media 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 Liberty Media's Buy-and-hold return. Our buy-and-hold chart shows how Liberty Media performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Liberty Media Market Price Analysis
Market price analysis indicators help investors to evaluate how Liberty Media stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Liberty Media shares will generate the highest return on investment. By understating and applying Liberty Media stock market price indicators, traders can identify Liberty Media position entry and exit signals to maximize returns.
Liberty Media Return and Market Media
The median price of Liberty Media for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 78.21 with a coefficient of variation of 3.24. The daily time series for the period is distributed with a sample standard deviation of 2.55, arithmetic mean of 78.85, and mean deviation of 2.07. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Bennett Robert R of tradable shares of Liberty Media subject to Rule 16b-3 | 09/16/2024 |
2 | Disposition of 3113 shares by Wendling Brian J of Liberty Media at 78.7995 subject to Rule 16b-3 | 09/20/2024 |
3 | Motorsports in the United States have taken a dramatic off-track turn Analysis | 10/14/2024 |
4 | Paramount Global-B Expected to Beat Earnings Estimates Can the Stock Move Higher | 11/01/2024 |
5 | Earnings call Atlanta Braves Holdings reports increased revenue in Q3 | 11/07/2024 |
6 | Q3 2024 Liberty Media Corp Earnings Call Transcript | 11/08/2024 |
7 | Are Consumer Discretionary Stocks Lagging Stride This Year | 11/11/2024 |
8 | Lewis Hamilton and Mercedes decide against early release to end relationship the right way | 11/13/2024 |
9 | Brad Pitt Will Do World Tour To Promote F1, Producer Jerry Bruckheimer Says | 11/14/2024 |
10 | EU to decide on F1 owner Liberty Medias MotoGP deal by Dec. 19 | 11/19/2024 |
11 | Why F1s Las Vegas Grand Prix will be bigger and better than last year | 11/22/2024 |
About Liberty Media 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 Liberty or other stocks. Alpha measures the amount that position in Liberty Media 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.
| 2023 | 2024 (projected) | Dividend Yield | 1.14E-4 | 1.08E-4 | Price To Sales Ratio | 4.58 | 3.3 |
Liberty Media Upcoming Company Events
As portrayed in its financial statements, the presentation of Liberty Media's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Liberty Media's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Liberty Media's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Liberty Media. Please utilize our Beneish M Score to check the likelihood of Liberty Media's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Liberty Media
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 Liberty Media Backtesting, Liberty Media Valuation, Liberty Media Correlation, Liberty Media Hype Analysis, Liberty Media Volatility, Liberty Media History and analyze Liberty Media Performance. For more information on how to buy Liberty Stock please use our How to buy in Liberty Stock guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Liberty Media 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.