Archer Daniels Midland Stock Alpha and Beta Analysis
| ADM Stock | USD 53.19 0.17 0.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Archer Daniels Midland. It also helps investors analyze the systematic and unsystematic risks associated with investing in Archer Daniels over a specified time horizon. Remember, high Archer Daniels' 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 Archer Daniels' market risk premium analysis include:
Beta 0.58 | Alpha (0.21) | Risk 1.5 | Sharpe Ratio (0.12) | Expected Return (0.18) |
Archer Daniels Quarterly Cash And Equivalents |
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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.
Archer |
Archer Daniels Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Archer Daniels market risk premium is the additional return an investor will receive from holding Archer Daniels 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 Archer Daniels. 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 Archer Daniels' performance over market.| α | -0.21 | β | 0.58 |
Archer Daniels 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 Archer Daniels' Buy-and-hold return. Our buy-and-hold chart shows how Archer Daniels performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Archer Daniels Market Price Analysis
Market price analysis indicators help investors to evaluate how Archer Daniels stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Archer Daniels shares will generate the highest return on investment. By understating and applying Archer Daniels stock market price indicators, traders can identify Archer Daniels position entry and exit signals to maximize returns.
Archer Daniels Return and Market Media
The median price of Archer Daniels for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 57.92 with a coefficient of variation of 5.24. The daily time series for the period is distributed with a sample standard deviation of 2.99, arithmetic mean of 57.03, and mean deviation of 2.53. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 45471 shares by Juan Luciano of Archer Daniels at 46.92 subject to Rule 16b-3 | 08/30/2024 |
| Archer Daniels dividend paid on 11th of September 2024 | 09/11/2024 |
2 | Tocopherols Market Demand to Hit USD 3.19 Billion by 2033 Globally at 8.5 percent CAGR | 09/12/2024 |
3 | ADM to idle major Iowa soybean processing plant during harvest season | 10/04/2024 |
4 | Disposition of 6904 shares by Strader Fruit Molly L of Archer Daniels at 60.73 subject to Rule 16b-3 | 10/11/2024 |
5 | Analysts Estimate Archer Daniels Midland to Report a Decline in Earnings What to Look Out for | 10/29/2024 |
6 | Insider Trading | 11/01/2024 |
7 | Archer-Daniels-Midland Stock Dips After Q3 Preliminary Results Earnings Miss, Guidance Cut Amid Restatements | 11/05/2024 |
8 | Archer-Daniels-Midland Company Addresses Intersegment Sales Misclassification | 11/06/2024 |
9 | Archer-Daniels-Midland Releases Q3 Earnings Guidance | 11/08/2024 |
10 | ARCHER-DANIELS-MIDLAND INVESTIGATION CONTINUED by Former Louisiana Attorney General Kahn Swick Foti, LLC Continues to Investigate the Officers and Directors of ... | 11/11/2024 |
11 | Victory Capital Management Inc. Sells 6,364 Shares of Archer-Daniels-Midland Company | 11/15/2024 |
12 | ADM Reports Third Quarter 2024 Results | 11/18/2024 |
13 | EPA and DHA Market Is Expected To Reach Revenue Of USD 9,463.0 Mn By 2033, At 11.4 percent CAGR Dimension Market Research. | 11/19/2024 |
14 | ADM Montral Grows, Reaffirming Quebcs Leading Position in Canadian Manufacturing | 11/21/2024 |
About Archer Daniels 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 Archer or other stocks. Alpha measures the amount that position in Archer Daniels Midland 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 | 2024 (projected) | Dividend Yield | 0.0219 | 0.0159 | Price To Sales Ratio | 0.45 | 0.57 |
Archer Daniels Upcoming Company Events
As portrayed in its financial statements, the presentation of Archer Daniels' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Archer Daniels' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Archer Daniels' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Archer Daniels. Please utilize our Beneish M Score to check the likelihood of Archer Daniels' management manipulating its earnings.
| 25th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 25th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Archer Daniels Backtesting, Archer Daniels Valuation, Archer Daniels Correlation, Archer Daniels Hype Analysis, Archer Daniels Volatility, Archer Daniels History and analyze Archer Daniels Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Archer Daniels 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.