Iron Road (Australia) Alpha and Beta Analysis
| IRD Stock | 0.06 0 1.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Iron Road. It also helps investors analyze the systematic and unsystematic risks associated with investing in Iron Road over a specified time horizon. Remember, high Iron Road'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 Iron Road's market risk premium analysis include:
Beta 0.0422 | Alpha (0.26) | Risk 3.66 | Sharpe Ratio (0.07) | Expected Return (0.26) |
Iron Road 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.
Iron |
Iron Road Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Iron Road market risk premium is the additional return an investor will receive from holding Iron Road 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 Iron Road. 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 Iron Road's performance over market.| α | -0.26 | β | 0.04 |
Iron Road 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 Iron Road's Buy-and-hold return. Our buy-and-hold chart shows how Iron Road performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Iron Road Market Price Analysis
Market price analysis indicators help investors to evaluate how Iron Road stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Iron Road shares will generate the highest return on investment. By understating and applying Iron Road stock market price indicators, traders can identify Iron Road position entry and exit signals to maximize returns.
Iron Road Return and Market Media
The median price of Iron Road for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 0.066 with a coefficient of variation of 6.11. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.07, and mean deviation of 0.0. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Iron Road Ltd Announces AGM and Governance Update - TipRanks | 09/11/2024 |
2 | Iron Road Ltd CEO Discusses Future Strategies and Risks - TipRanks | 11/21/2024 |
About Iron Road 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 Iron or other stocks. Alpha measures the amount that position in Iron Road 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 Iron Road 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, Iron Road's short interest history, or implied volatility extrapolated from Iron Road options trading.
Build Portfolio with Iron Road
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Additional Tools for Iron Stock Analysis
When running Iron Road's price analysis, check to measure Iron Road'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 Iron Road is operating at the current time. Most of Iron Road's value examination focuses on studying past and present price action to predict the probability of Iron Road's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Iron Road's price. Additionally, you may evaluate how the addition of Iron Road to your portfolios can decrease your overall portfolio volatility.