Lendlease (Australia) Alpha and Beta Analysis
| LLC Stock | 6.76 0.11 1.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lendlease Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lendlease over a specified time horizon. Remember, high Lendlease'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 Lendlease's market risk premium analysis include:
Beta (0.24) | Alpha 0.0357 | Risk 1.29 | Sharpe Ratio 0.0244 | Expected Return 0.0315 |
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.
Lendlease |
Lendlease Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lendlease market risk premium is the additional return an investor will receive from holding Lendlease 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 Lendlease. 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 Lendlease's performance over market.| α | 0.04 | β | -0.24 |
Lendlease 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 Lendlease's Buy-and-hold return. Our buy-and-hold chart shows how Lendlease performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lendlease Market Price Analysis
Market price analysis indicators help investors to evaluate how Lendlease stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lendlease shares will generate the highest return on investment. By understating and applying Lendlease stock market price indicators, traders can identify Lendlease position entry and exit signals to maximize returns.
Lendlease Return and Market Media
The median price of Lendlease for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 6.86 with a coefficient of variation of 2.56. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 6.89, and mean deviation of 0.15. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Lendlease Group Appoints John Gillam as Director - TipRanks | 10/18/2024 |
2 | Lendlease Group Director Increases Securities Holding - TipRanks | 11/21/2024 |
About Lendlease 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 Lendlease or other stocks. Alpha measures the amount that position in Lendlease Group 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 Lendlease 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, Lendlease's short interest history, or implied volatility extrapolated from Lendlease options trading.
Build Portfolio with Lendlease
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
Additional Tools for Lendlease Stock Analysis
When running Lendlease's price analysis, check to measure Lendlease'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 Lendlease is operating at the current time. Most of Lendlease's value examination focuses on studying past and present price action to predict the probability of Lendlease's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lendlease's price. Additionally, you may evaluate how the addition of Lendlease to your portfolios can decrease your overall portfolio volatility.