Iluka Resources (Australia) Alpha and Beta Analysis
| ILU Stock | 5.58 0.04 0.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Iluka Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in Iluka Resources over a specified time horizon. Remember, high Iluka Resources' 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 Iluka Resources' market risk premium analysis include:
Beta (0.01) | Alpha (0.13) | Risk 2.21 | Sharpe Ratio (0.04) | Expected Return (0.09) |
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.
Iluka |
Iluka Resources Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Iluka Resources market risk premium is the additional return an investor will receive from holding Iluka Resources 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 Iluka Resources. 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 Iluka Resources' performance over market.| α | -0.13 | β | -0.0057 |
Iluka Resources 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 Iluka Resources' Buy-and-hold return. Our buy-and-hold chart shows how Iluka Resources performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Iluka Resources Market Price Analysis
Market price analysis indicators help investors to evaluate how Iluka Resources stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Iluka Resources shares will generate the highest return on investment. By understating and applying Iluka Resources stock market price indicators, traders can identify Iluka Resources position entry and exit signals to maximize returns.
Iluka Resources Return and Market Media
The median price of Iluka Resources for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 5.96 with a coefficient of variation of 7.32. The daily time series for the period is distributed with a sample standard deviation of 0.44, arithmetic mean of 6.0, and mean deviation of 0.35. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Iluka Resources shares fall on disappointing quarter - Capital Brief | 10/22/2024 |
2 | Pulling back 9.2 percent this week, Iluka Resources ASXILU five-year decline in earnings may be coming into investors focus - Yahoo Finance UK | 11/12/2024 |
About Iluka Resources 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 Iluka or other stocks. Alpha measures the amount that position in Iluka Resources 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 Iluka Resources 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, Iluka Resources' short interest history, or implied volatility extrapolated from Iluka Resources options trading.
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Additional Tools for Iluka Stock Analysis
When running Iluka Resources' price analysis, check to measure Iluka Resources' 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 Iluka Resources is operating at the current time. Most of Iluka Resources' value examination focuses on studying past and present price action to predict the probability of Iluka Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Iluka Resources' price. Additionally, you may evaluate how the addition of Iluka Resources to your portfolios can decrease your overall portfolio volatility.