London Security (UK) Alpha and Beta Analysis
| LSC Stock | 3,250 350.00 9.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as London Security Plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in London Security over a specified time horizon. Remember, high London Security'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 London Security's market risk premium analysis include:
Beta (0.27) | Alpha (0.21) | Risk 1.28 | Sharpe Ratio (0.18) | Expected Return (0.23) |
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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London Security Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. London Security market risk premium is the additional return an investor will receive from holding London Security 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 London Security. 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 London Security's performance over market.| α | -0.21 | β | -0.27 |
London Security 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 London Security's Buy-and-hold return. Our buy-and-hold chart shows how London Security performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.London Security Market Price Analysis
Market price analysis indicators help investors to evaluate how London Security stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading London Security shares will generate the highest return on investment. By understating and applying London Security stock market price indicators, traders can identify London Security position entry and exit signals to maximize returns.
London Security Return and Market Media
The median price of London Security for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 3716.71 with a coefficient of variation of 4.08. The daily time series for the period is distributed with a sample standard deviation of 149.18, arithmetic mean of 3655.91, and mean deviation of 108.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | London Security Shows Resilience Amidst Economic Challenges - TipRanks | 09/12/2024 |
2 | Are Strong Financial Prospects The Force That Is Driving The Momentum In London Security plcs LONLSC Stock - Yahoo Finance | 09/26/2024 |
3 | London Security plc Increases Dividend to GBX 80 Per Share - MarketBeat | 10/24/2024 |
4 | London Security Trading Down 9.7 percent - Heres What Happened - MarketBeat | 11/22/2024 |
About London Security 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 London or other stocks. Alpha measures the amount that position in London Security Plc 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 London Security 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, London Security's short interest history, or implied volatility extrapolated from London Security options trading.
Build Portfolio with London Security
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Other Information on Investing in London Stock
London Security financial ratios help investors to determine whether London Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in London with respect to the benefits of owning London Security security.