Lufax Holding Stock Alpha and Beta Analysis
| LU Stock | USD 2.51 0.21 9.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lufax Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lufax Holding over a specified time horizon. Remember, high Lufax Holding'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 Lufax Holding's market risk premium analysis include:
Beta 0.84 | Alpha 0.16 | Risk 5.25 | Sharpe Ratio 0.054 | Expected Return 0.28 |
Enterprise Value |
|
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.
Lufax |
Lufax Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lufax Holding market risk premium is the additional return an investor will receive from holding Lufax Holding 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 Lufax Holding. 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 Lufax Holding's performance over market.| α | 0.16 | β | 0.84 |
Lufax Holding 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 Lufax Holding's Buy-and-hold return. Our buy-and-hold chart shows how Lufax Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lufax Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Lufax Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lufax Holding shares will generate the highest return on investment. By understating and applying Lufax Holding stock market price indicators, traders can identify Lufax Holding position entry and exit signals to maximize returns.
Lufax Holding Return and Market Media
The median price of Lufax Holding for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 2.53 with a coefficient of variation of 19.62. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 2.71, and mean deviation of 0.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2268200 shares by Russo Patricia F of Lufax Holding at 6.26 subject to Rule 16b-3 | 09/19/2024 |
2 | Lufax Announces Comprehensive Unconditional Offers - TipRanks | 09/27/2024 |
3 | Lufax Shares Gap Up to 3.38 - MarketBeat | 09/30/2024 |
4 | Disposition of 250000 shares by Kritzmacher John A of Lufax Holding at 1.42 subject to Rule 16b-3 | 10/02/2024 |
5 | Lufax Holding Ltd Sets Date for Financial Results - TipRanks | 10/08/2024 |
6 | Disposition of 5671 shares by Denham Robert E of Lufax Holding at 3.994 subject to Rule 16b-3 | 10/10/2024 |
7 | Lufax Holding Ltd Shines in Best Performing Cheap Stocks in 2024 | 10/11/2024 |
8 | Lufax Shares Gap Up Whats Next | 10/18/2024 |
9 | Lufax Holding Third Quarter 2024 Earnings EPS CN0.16 | 10/22/2024 |
10 | Lufax Holding Ltd Q3 2024 Earnings Call Transcript | 10/23/2024 |
11 | Lufax Announces Quarterly Earnings Results | 10/24/2024 |
About Lufax Holding 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 Lufax or other stocks. Alpha measures the amount that position in Lufax Holding 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.11 | 0.2 | Price To Sales Ratio | 0.3 | 0.29 |
Lufax Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of Lufax Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lufax Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lufax Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lufax Holding. Please utilize our Beneish M Score to check the likelihood of Lufax Holding's management manipulating its earnings.
| 11th of March 2024 Upcoming Quarterly Report | View | |
| 27th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 11th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Lufax Holding
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
Additional Tools for Lufax Stock Analysis
When running Lufax Holding's price analysis, check to measure Lufax Holding'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 Lufax Holding is operating at the current time. Most of Lufax Holding's value examination focuses on studying past and present price action to predict the probability of Lufax Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lufax Holding's price. Additionally, you may evaluate how the addition of Lufax Holding to your portfolios can decrease your overall portfolio volatility.