Logility Stock Alpha and Beta Analysis
| LGTY Stock | 10.53 0.10 0.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Logility. It also helps investors analyze the systematic and unsystematic risks associated with investing in Logility over a specified time horizon. Remember, high Logility'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 Logility's market risk premium analysis include:
Beta 1.04 | Alpha (0.17) | Risk 2.27 | Sharpe Ratio (0.02) | Expected Return (0.06) |
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.
Logility |
Logility Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Logility market risk premium is the additional return an investor will receive from holding Logility 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 Logility. 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 Logility's performance over market.| α | -0.17 | β | 1.04 |
Logility 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 Logility's Buy-and-hold return. Our buy-and-hold chart shows how Logility performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Logility Market Price Analysis
Market price analysis indicators help investors to evaluate how Logility stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Logility shares will generate the highest return on investment. By understating and applying Logility stock market price indicators, traders can identify Logility position entry and exit signals to maximize returns.
Logility Return and Market Media
The median price of Logility for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 10.8 with a coefficient of variation of 3.93. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 10.77, and mean deviation of 0.32. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 5000 shares by Edenfield J Michael of LOGILITY SUPPLY at 2.55 subject to Rule 16b-3 | 10/07/2024 |
2 | Disposition of 1000 shares by White John A of LOGILITY SUPPLY at 4.125 subject to Rule 16b-3 | 10/08/2024 |
3 | Disposition of 1000 shares by White John A of LOGILITY SUPPLY at 5.3 subject to Rule 16b-3 | 10/09/2024 |
4 | Disposition of 30500 shares by White John A of LOGILITY SUPPLY at 7.02 subject to Rule 16b-3 | 10/10/2024 |
5 | Disposition of 40000 shares by Dow H Allan of LOGILITY SUPPLY at 8.18 subject to Rule 16b-3 | 10/11/2024 |
6 | Acquisition by White John A of 1000 shares of LOGILITY SUPPLY at 2.875 subject to Rule 16b-3 | 10/14/2024 |
7 | Is Logility Supply Chain Solutions, Inc. Trading At A 48 percent Discount | 11/07/2024 |
| Logility dividend paid on 15th of November 2024 | 11/15/2024 |
8 | Logility Supply Chain Solutions Beats Q2 Earnings Estimates | 11/21/2024 |
| Logility dividend paid on 29th of November 2024 | 11/29/2024 |
About Logility 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 Logility or other stocks. Alpha measures the amount that position in Logility 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 Logility 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, Logility's short interest history, or implied volatility extrapolated from Logility options trading.
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Additional Tools for Logility Stock Analysis
When running Logility's price analysis, check to measure Logility'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 Logility is operating at the current time. Most of Logility's value examination focuses on studying past and present price action to predict the probability of Logility's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Logility's price. Additionally, you may evaluate how the addition of Logility to your portfolios can decrease your overall portfolio volatility.