Liberty Global Plc Stock Alpha and Beta Analysis
| LBTYB Stock | USD 13.18 0.15 1.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Liberty Global PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Liberty Global over a specified time horizon. Remember, high Liberty Global'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 Global's market risk premium analysis include:
Beta (0.03) | Alpha (0.32) | Risk 5.73 | Sharpe Ratio (0.07) | Expected Return (0.41) |
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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 Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Liberty Global market risk premium is the additional return an investor will receive from holding Liberty Global 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 Global. 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 Global's performance over market.| α | -0.32 | β | -0.03 |
Liberty Global 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 Global's Buy-and-hold return. Our buy-and-hold chart shows how Liberty Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Liberty Global Market Price Analysis
Market price analysis indicators help investors to evaluate how Liberty Global 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 Global shares will generate the highest return on investment. By understating and applying Liberty Global stock market price indicators, traders can identify Liberty Global position entry and exit signals to maximize returns.
Liberty Global Return and Market Media
The median price of Liberty Global for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 20.25 with a coefficient of variation of 13.73. The daily time series for the period is distributed with a sample standard deviation of 2.67, arithmetic mean of 19.42, and mean deviation of 1.72. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Rhumbline Advisers Grows Position in Liberty Global Ltd. - MarketBeat | 09/19/2024 |
2 | Disposition of 2922 shares by Gould Paul A of Liberty Global subject to Rule 16b-3 | 09/24/2024 |
3 | Liberty Global plc Among Seth Klarmans Top Stock Picks - Insider Monkey | 10/08/2024 |
4 | LBTYB Stock Surges 6.19 percent Despite Negative Earnings | 11/15/2024 |
5 | Liberty Global EVP Bryan Hall sells 329,607 in shares By Investing.com - Investing.com Nigeria | 11/22/2024 |
About Liberty Global 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 Global PLC 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 | 0.0926 | 0.08 | Price To Sales Ratio | 0.55 | 0.53 |
Liberty Global Investors Sentiment
The influence of Liberty Global's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Liberty. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Liberty Global's public news can be used to forecast risks associated with an investment in Liberty. The trend in average sentiment can be used to explain how an investor holding Liberty can time the market purely based on public headlines and social activities around Liberty Global PLC. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Liberty Global's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Liberty Global's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Liberty Global's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Liberty Global.
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 Liberty Global 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, Liberty Global's short interest history, or implied volatility extrapolated from Liberty Global options trading.
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Check out Liberty Global Backtesting, Liberty Global Valuation, Liberty Global Correlation, Liberty Global Hype Analysis, Liberty Global Volatility, Liberty Global History and analyze Liberty Global Performance. 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 Global 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.