Liberty Oilfield Services Stock Alpha and Beta Analysis
| LBRT Stock | USD 18.35 0.78 4.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Liberty Oilfield Services. It also helps investors analyze the systematic and unsystematic risks associated with investing in Liberty Oilfield over a specified time horizon. Remember, high Liberty Oilfield'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 Liberty Oilfield's market risk premium analysis include:
Beta 1.44 | Alpha (0.23) | Risk 2.82 | Sharpe Ratio (0.06) | Expected Return (0.16) |
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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.
Liberty |
Liberty Oilfield Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Liberty Oilfield market risk premium is the additional return an investor will receive from holding Liberty Oilfield 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 Liberty Oilfield. 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 Liberty Oilfield's performance over market.| α | -0.23 | β | 1.44 |
Liberty Oilfield 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 Liberty Oilfield's Buy-and-hold return. Our buy-and-hold chart shows how Liberty Oilfield performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Liberty Oilfield Market Price Analysis
Market price analysis indicators help investors to evaluate how Liberty Oilfield stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Liberty Oilfield shares will generate the highest return on investment. By understating and applying Liberty Oilfield stock market price indicators, traders can identify Liberty Oilfield position entry and exit signals to maximize returns.
Liberty Oilfield Return and Market Media
The median price of Liberty Oilfield for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 19.24 with a coefficient of variation of 7.03. The daily time series for the period is distributed with a sample standard deviation of 1.34, arithmetic mean of 19.06, and mean deviation of 1.18. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 15000 shares by Michael Stock of Liberty Oilfield at 20.01 subject to Rule 16b-3 | 09/03/2024 |
2 | Acquisition by Ron Gusek of 400000 shares of Liberty Oilfield subject to Rule 16b-3 | 09/05/2024 |
3 | Disposition of 20000 shares by Christopher Wright of Liberty Oilfield at 20.27 subject to Rule 16b-3 | 09/11/2024 |
4 | Jupiter Asset Management Ltd. Sells 1,741,722 Shares of Liberty Energy Inc. | 09/13/2024 |
5 | Disposition of 20000 shares by Christopher Wright of Liberty Oilfield at 19.91 subject to Rule 16b-3 | 09/16/2024 |
| Liberty Oilfield dividend paid on 20th of September 2024 | 09/20/2024 |
6 | Disposition of 15000 shares by Michael Stock of Liberty Oilfield at 19.23 subject to Rule 16b-3 | 10/01/2024 |
7 | Disposition of 20000 shares by Christopher Wright of Liberty Oilfield at 19.77 subject to Rule 16b-3 | 10/02/2024 |
8 | Disposition of 23133 shares by Ken Babcock of Liberty Oilfield at 23.656 subject to Rule 16b-3 | 10/11/2024 |
9 | Disposition of 1932 shares by Christopher Wright of Liberty Oilfield at 18.0 subject to Rule 16b-3 | 10/14/2024 |
10 | Liberty Energy Q3 Earnings Revenues Miss Estimates, Decline YY | 10/18/2024 |
11 | Insider Sale CFO Michael Stock Sells 5,000 Shares of Liberty Energy Inc | 11/05/2024 |
12 | Disposition of 2037 shares by Christopher Wright of Liberty Oilfield at 18.15 subject to Rule 16b-3 | 11/07/2024 |
13 | The Shale Industrys Black Cow Phase | 11/14/2024 |
14 | Stocks making the biggest moves midday Moderna, Roku, CVS Health, Robinhood and more | 11/18/2024 |
15 | Suncor Energy Q3 Earnings Sales Beat Estimates, Expenses Down 1 | 11/19/2024 |
16 | Helmerich Payne Earnings Miss Estimates in Q4, Revenues Surpass | 11/21/2024 |
About Liberty Oilfield 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 Liberty or other stocks. Alpha measures the amount that position in Liberty Oilfield Services 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 | 2023 | 2024 (projected) | Dividend Yield | 1.0E-4 | 0.0121 | 0.007926 | Price To Sales Ratio | 0.68 | 0.66 | 1.28 |
Liberty Oilfield Upcoming Company Events
As portrayed in its financial statements, the presentation of Liberty Oilfield's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Liberty Oilfield's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Liberty Oilfield's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Liberty Oilfield. Please utilize our Beneish M Score to check the likelihood of Liberty Oilfield's management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 22nd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Additional Tools for Liberty Stock Analysis
When running Liberty Oilfield's price analysis, check to measure Liberty Oilfield'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 Liberty Oilfield is operating at the current time. Most of Liberty Oilfield's value examination focuses on studying past and present price action to predict the probability of Liberty Oilfield's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Liberty Oilfield's price. Additionally, you may evaluate how the addition of Liberty Oilfield to your portfolios can decrease your overall portfolio volatility.