Liberty Media Alpha and Beta Analysis
| LSXMBDelisted Stock | USD 22.51 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Liberty Media. It also helps investors analyze the systematic and unsystematic risks associated with investing in Liberty Media over a specified time horizon. Remember, high Liberty Media'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 Media's market risk premium analysis include:
Beta (0.30) | Alpha 0.15 | Risk 1.45 | Sharpe Ratio (0.41) | Expected Return (0.59) |
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 Media Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Liberty Media market risk premium is the additional return an investor will receive from holding Liberty Media 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 Media. 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 Media's performance over market.| α | 0.15 | β | -0.3 |
Liberty Media Fundamentals Vs Peers
Comparing Liberty Media's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Liberty Media's direct or indirect competition across all of the common fundamentals between Liberty Media and the related equities. This way, we can detect undervalued stocks with similar characteristics as Liberty Media or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Liberty Media's fundamental indicators could also be used in its relative valuation, which is a method of valuing Liberty Media by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Liberty Media to competition |
| Fundamentals | Liberty Media | Peer Average |
| Return On Equity | 0.0828 | -0.31 |
| Return On Asset | 0.0394 | -0.14 |
| Profit Margin | 0.09 % | (1.27) % |
| Operating Margin | 0.20 % | (5.51) % |
| Current Valuation | 17.91 B | 16.62 B |
| Shares Outstanding | 9.76 M | 571.82 M |
| Shares Owned By Insiders | 98.00 % | 10.09 % |
Liberty Media Opportunities
Liberty Media Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Online betting firm Flutter taps Disney veteran to join board of directors | 07/01/2024 |
2 | Liberty Media Q2 Financial Results and Future Outlook Call - TipRanks | 07/12/2024 |
3 | Liberty Media Acquisition Trading Up 0.3 percent - Defense World | 07/25/2024 |
4 | Record-Setting Viewers and Races Fuel a 20 percent Revenue Boost for Formula 1 | 08/08/2024 |
5 | Liberty Media sells F1 shares to fund MotoGP deal - Motorcycle Sports | 08/22/2024 |
6 | Damon Hill sends message to Lando Norris and McLaren Dont give away points in F1 title fight | 08/26/2024 |
7 | Lenovo Becomes Global Partner of Formula 1 in Renewed Deal | 09/05/2024 |
8 | Shuffle Board Mango Appoints E-Commerce Exec, PVH Names EMEACEO | 09/06/2024 |
9 | Formula 1 Wraps Up 2.55 Billion MA, Refinancing Loan Package | 09/10/2024 |
About Liberty Media 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 delisted stocks. Alpha measures the amount that position in Liberty Media 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.
Liberty Media Upcoming Company Events
As portrayed in its financial statements, the presentation of Liberty Media's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Liberty Media's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Liberty Media's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Liberty Media. Please utilize our Beneish M Score to check the likelihood of Liberty Media's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Liberty Media
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
Align your risk with return expectations
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in population. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Other Consideration for investing in Liberty Stock
If you are still planning to invest in Liberty Media check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Liberty Media's history and understand the potential risks before investing.
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