LTC Properties (Germany) Alpha and Beta Analysis
| LTP Stock | EUR 36.32 0.38 1.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LTC Properties. It also helps investors analyze the systematic and unsystematic risks associated with investing in LTC Properties over a specified time horizon. Remember, high LTC Properties' 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 LTC Properties' market risk premium analysis include:
Beta 0.32 | Alpha 0.13 | Risk 1.34 | Sharpe Ratio 0.14 | Expected Return 0.18 |
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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LTC Properties Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LTC Properties market risk premium is the additional return an investor will receive from holding LTC Properties 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 LTC Properties. 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 LTC Properties' performance over market.| α | 0.13 | β | 0.32 |
LTC Properties 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 LTC Properties' Buy-and-hold return. Our buy-and-hold chart shows how LTC Properties performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.LTC Properties Market Price Analysis
Market price analysis indicators help investors to evaluate how LTC Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading LTC Properties shares will generate the highest return on investment. By understating and applying LTC Properties stock market price indicators, traders can identify LTC Properties position entry and exit signals to maximize returns.
LTC Properties Return and Market Media
The median price of LTC Properties for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 32.82 with a coefficient of variation of 5.2. The daily time series for the period is distributed with a sample standard deviation of 1.75, arithmetic mean of 33.69, and mean deviation of 1.56. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About LTC Properties 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 LTC or other stocks. Alpha measures the amount that position in LTC Properties 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 LTC Properties 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, LTC Properties' short interest history, or implied volatility extrapolated from LTC Properties options trading.
Build Portfolio with LTC Properties
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Additional Information and Resources on Investing in LTC Stock
When determining whether LTC Properties offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of LTC Properties' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ltc Properties Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Ltc Properties Stock:Check out LTC Properties Backtesting, LTC Properties Valuation, LTC Properties Correlation, LTC Properties Hype Analysis, LTC Properties Volatility, LTC Properties History and analyze LTC Properties Performance. For more detail on how to invest in LTC Stock please use our How to Invest in LTC Properties guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
LTC Properties 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.