Landsea Homes Corp Stock Alpha and Beta Analysis
| LSEA Stock | USD 11.70 0.77 7.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Landsea Homes Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Landsea Homes over a specified time horizon. Remember, high Landsea Homes' 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 Landsea Homes' market risk premium analysis include:
Beta 0.41 | Alpha (0.09) | Risk 3.18 | Sharpe Ratio 0.0026 | Expected Return 0.0083 |
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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.
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Landsea Homes Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Landsea Homes market risk premium is the additional return an investor will receive from holding Landsea Homes 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 Landsea Homes. 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 Landsea Homes' performance over market.| α | -0.09 | β | 0.41 |
Landsea Homes 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 Landsea Homes' Buy-and-hold return. Our buy-and-hold chart shows how Landsea Homes performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Landsea Homes Market Price Analysis
Market price analysis indicators help investors to evaluate how Landsea Homes stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Landsea Homes shares will generate the highest return on investment. By understating and applying Landsea Homes stock market price indicators, traders can identify Landsea Homes position entry and exit signals to maximize returns.
Landsea Homes Return and Market Media
The median price of Landsea Homes for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 11.63 with a coefficient of variation of 6.86. The daily time series for the period is distributed with a sample standard deviation of 0.8, arithmetic mean of 11.67, and mean deviation of 0.65. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | LANDSEA HOMES CLOSES ON 124 HOMESITES IN CENTRAL FLORIDA, EXPANDING PORTFOLIO IN VOLUSIA AND OSCEOLA COUNTIES | 09/18/2024 |
2 | Disposition of 3225578 shares by Tian Ming of Landsea Homes subject to Rule 16b-3 | 09/20/2024 |
3 | Landsea Homes Corp Trading Down 4.4 percent on Oct 29 | 10/29/2024 |
4 | Landsea Homes Non-GAAP EPS of 0.44, revenue of 338.5M | 11/04/2024 |
5 | Earnings call Landsea Homes Q3 2024 performance shows solid growth | 11/05/2024 |
6 | Trucking groups and others take renewed stab at tort reform in Texas | 11/06/2024 |
7 | B. Riley Has Negative Estimate for Landsea Homes Q4 Earnings | 11/07/2024 |
8 | Landsea Homes Corp Shares Up 3.06 percent on Nov 14 | 11/14/2024 |
9 | Landsea Homes Corp Trading 3.13 percent Higher on Nov 21 | 11/21/2024 |
About Landsea Homes 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 Landsea or other stocks. Alpha measures the amount that position in Landsea Homes Corp 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 11.4 | 15.58 | 12.76 | 12.12 | Days Of Inventory On Hand | 366.77 | 344.18 | 411.5 | 494.42 |
Landsea Homes Upcoming Company Events
As portrayed in its financial statements, the presentation of Landsea Homes' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Landsea Homes' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Landsea Homes' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Landsea Homes. Please utilize our Beneish M Score to check the likelihood of Landsea Homes' management manipulating its earnings.
| 5th of March 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th of March 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 Landsea Homes
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 Landsea Homes Backtesting, Landsea Homes Valuation, Landsea Homes Correlation, Landsea Homes Hype Analysis, Landsea Homes Volatility, Landsea Homes History and analyze Landsea Homes Performance. For information on how to trade Landsea Stock refer to our How to Trade Landsea Stock guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Landsea Homes 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.