Luxfer Holdings Plc Stock Alpha and Beta Analysis
| LXFR Stock | USD 14.80 0.46 3.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Luxfer Holdings PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Luxfer Holdings over a specified time horizon. Remember, high Luxfer Holdings' 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 Luxfer Holdings' market risk premium analysis include:
Beta 0.93 | Alpha 0.36 | Risk 2.87 | Sharpe Ratio 0.19 | Expected Return 0.54 |
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.
Luxfer |
Luxfer Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Luxfer Holdings market risk premium is the additional return an investor will receive from holding Luxfer Holdings 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 Luxfer Holdings. 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 Luxfer Holdings' performance over market.| α | 0.36 | β | 0.93 |
Luxfer Holdings 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 Luxfer Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Luxfer Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Luxfer Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Luxfer Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Luxfer Holdings shares will generate the highest return on investment. By understating and applying Luxfer Holdings stock market price indicators, traders can identify Luxfer Holdings position entry and exit signals to maximize returns.
Luxfer Holdings Return and Market Media
The median price of Luxfer Holdings for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 12.75 with a coefficient of variation of 10.31. The daily time series for the period is distributed with a sample standard deviation of 1.32, arithmetic mean of 12.81, and mean deviation of 1.04. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | American Century Companies Inc. Has 10.42 Million Holdings in Luxfer Holdings PLC - MarketBeat | 09/23/2024 |
2 | How to Take Advantage of moves in - Stock Traders Daily | 10/01/2024 |
3 | Luxfer Holdings Has Announced A Dividend Of 0.13 | 10/07/2024 |
4 | Luxfer Tops Q3 Earnings and Revenue Estimates | 10/29/2024 |
5 | Luxfer Shares Surge on Strong Earnings Report | 10/30/2024 |
6 | Luxfer Holdings Third Quarter 2024 Earnings Beats Expectations | 10/31/2024 |
7 | Luxfer Rating Increased to Strong-Buy at StockNews.com | 11/01/2024 |
8 | Vanguard Group Incs Strategic Acquisition of Luxfer Holdings PLC Shares | 11/05/2024 |
| Luxfer Holdings dividend paid on 6th of November 2024 | 11/06/2024 |
9 | Disposition of 922 shares by Megan Glise of Luxfer Holdings subject to Rule 16b-3 | 11/08/2024 |
10 | Acquisition by Graham Wardlow of 2315 shares of Luxfer Holdings at 1.0 subject to Rule 16b-3 | 11/26/2024 |
About Luxfer Holdings 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 Luxfer or other stocks. Alpha measures the amount that position in Luxfer Holdings 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0254 | 0.0379 | 0.0582 | 0.0611 | Price To Sales Ratio | 1.43 | 0.88 | 0.59 | 0.56 |
Luxfer Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Luxfer Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Luxfer Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Luxfer Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Luxfer Holdings. Please utilize our Beneish M Score to check the likelihood of Luxfer Holdings' management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 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 Luxfer Holdings
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 Luxfer Stock Analysis
When running Luxfer Holdings' price analysis, check to measure Luxfer Holdings' 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 Luxfer Holdings is operating at the current time. Most of Luxfer Holdings' value examination focuses on studying past and present price action to predict the probability of Luxfer Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Luxfer Holdings' price. Additionally, you may evaluate how the addition of Luxfer Holdings to your portfolios can decrease your overall portfolio volatility.