Lizhi Inc Stock Alpha and Beta Analysis
| SOGP Stock | 1.86 0.04 2.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lizhi Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lizhi over a specified time horizon. Remember, high Lizhi'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 Lizhi's market risk premium analysis include:
Beta (0.28) | Alpha 0.13 | Risk 5.68 | Sharpe Ratio 0.0444 | Expected Return 0.25 |
Enterprise Value |
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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.
Lizhi |
Lizhi Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lizhi market risk premium is the additional return an investor will receive from holding Lizhi 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 Lizhi. 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 Lizhi's performance over market.| α | 0.13 | β | -0.28 |
Lizhi 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 Lizhi's Buy-and-hold return. Our buy-and-hold chart shows how Lizhi performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lizhi Market Price Analysis
Market price analysis indicators help investors to evaluate how Lizhi stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lizhi shares will generate the highest return on investment. By understating and applying Lizhi stock market price indicators, traders can identify Lizhi position entry and exit signals to maximize returns.
Lizhi Return and Market Media
The median price of Lizhi for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 1.8 with a coefficient of variation of 12.64. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 1.85, and mean deviation of 0.19. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Sound Group Inc. Files 2023 Annual Report on Form 20-F | 10/31/2024 |
2 | Sound Group Inc. Regains Compliance with NASDAQ Requirement | 11/04/2024 |
About Lizhi 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 Lizhi or other stocks. Alpha measures the amount that position in Lizhi Inc 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) | Graham Number | 26.87 | 24.66 | 171.24 | 179.8 | Receivables Turnover | 21.83 | 39.37 | 160.9 | 168.95 |
Lizhi Upcoming Company Events
As portrayed in its financial statements, the presentation of Lizhi's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lizhi's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lizhi's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lizhi. Please utilize our Beneish M Score to check the likelihood of Lizhi's management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Lizhi
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Additional Tools for Lizhi Stock Analysis
When running Lizhi's price analysis, check to measure Lizhi'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 Lizhi is operating at the current time. Most of Lizhi's value examination focuses on studying past and present price action to predict the probability of Lizhi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lizhi's price. Additionally, you may evaluate how the addition of Lizhi to your portfolios can decrease your overall portfolio volatility.