American Realty Investors Stock Alpha and Beta Analysis
| ARL Stock | USD 16.41 0.56 3.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as American Realty Investors. It also helps investors analyze the systematic and unsystematic risks associated with investing in American Realty over a specified time horizon. Remember, high American Realty'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 American Realty's market risk premium analysis include:
Beta 1.87 | Alpha (0.27) | Risk 3.18 | Sharpe Ratio (0.06) | Expected Return (0.18) |
American Realty 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.
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American Realty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American Realty market risk premium is the additional return an investor will receive from holding American Realty 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 American Realty. 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 American Realty's performance over market.| α | -0.27 | β | 1.87 |
American Realty 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 American Realty's Buy-and-hold return. Our buy-and-hold chart shows how American Realty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.American Realty Market Price Analysis
Market price analysis indicators help investors to evaluate how American Realty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading American Realty shares will generate the highest return on investment. By understating and applying American Realty stock market price indicators, traders can identify American Realty position entry and exit signals to maximize returns.
American Realty Return and Market Media
The median price of American Realty for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 15.74 with a coefficient of variation of 9.73. The daily time series for the period is distributed with a sample standard deviation of 1.55, arithmetic mean of 15.97, and mean deviation of 1.35. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | How the price action is used to our Advantage - Stock Traders Daily | 09/17/2024 |
2 | American Realty Investors pulls back 10 percent this week, but still delivers shareholders 4.1 percent CAGR over 3 years | 10/31/2024 |
3 | American Realty Investors GAAP EPS of -1.08, revenue of 11.6M | 11/08/2024 |
4 | Resources Top 5 Lightning could strike twice in West Arunta as Encounter drills high grade niobium next door to WA1 | 11/21/2024 |
About American Realty 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 American or other stocks. Alpha measures the amount that position in American Realty Investors 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.005371 | 0.005103 | Price To Sales Ratio | 5.57 | 5.85 |
American Realty Upcoming Company Events
As portrayed in its financial statements, the presentation of American Realty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, American Realty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of American Realty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of American Realty. Please utilize our Beneish M Score to check the likelihood of American Realty's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with American Realty
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Align your risk with return expectations
Check out American Realty Backtesting, American Realty Valuation, American Realty Correlation, American Realty Hype Analysis, American Realty Volatility, American Realty History and analyze American Realty Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
American Realty 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.