Metals Acquisition Limited Stock Alpha and Beta Analysis
| MTAL Stock | USD 12.70 0.02 0.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Metals Acquisition Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Metals Acquisition over a specified time horizon. Remember, high Metals Acquisition'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 Metals Acquisition's market risk premium analysis include:
Beta 0.8 | Alpha (0.02) | Risk 2.77 | Sharpe Ratio 0.12 | Expected Return 0.33 |
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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.
Metals |
Metals Acquisition Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Metals Acquisition market risk premium is the additional return an investor will receive from holding Metals Acquisition 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 Metals Acquisition. 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 Metals Acquisition's performance over market.| α | -0.02 | β | 0.80 |
Metals Acquisition 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 Metals Acquisition's Buy-and-hold return. Our buy-and-hold chart shows how Metals Acquisition performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Metals Acquisition Market Price Analysis
Market price analysis indicators help investors to evaluate how Metals Acquisition stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Metals Acquisition shares will generate the highest return on investment. By understating and applying Metals Acquisition stock market price indicators, traders can identify Metals Acquisition position entry and exit signals to maximize returns.
Metals Acquisition Return and Market Media
The median price of Metals Acquisition for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 12.43 with a coefficient of variation of 8.16. The daily time series for the period is distributed with a sample standard deviation of 1.0, arithmetic mean of 12.31, and mean deviation of 0.76. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Metals Acquisition to be included in SPASX 300 Index | 09/06/2024 |
2 | Metals Acquisition Limited Announces A140 Million Placement | 10/09/2024 |
3 | Metals Acquisition Limited Reports Drill Results Including 19.8m 10.9 percent Cu, 27.3m 8.7 percent Cu, 3.8m 17.1 percent Cu and 23.6m 5.2 percent Cu | 10/21/2024 |
4 | Q3 2024 Metals Acquisition Ltd Earnings Call Transcript | 10/22/2024 |
5 | Metals Acquisition Ltd Shares Up 4.97 percent on Nov 1 | 11/01/2024 |
6 | Metals Acquisition Ltd Shares Down 4.01 percent on Nov 14 | 11/14/2024 |
7 | Fourth Sail Capital LP Has 74.76 Million Stock Position in Metals Acquisition Limited - MarketBeat | 11/18/2024 |
8 | Metals Acquisition Limited Announces 2024 Annual General Meeting -- Chair and CEO Presentation | 11/21/2024 |
About Metals Acquisition 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 Metals or other stocks. Alpha measures the amount that position in Metals Acquisition 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.
| 2010 | 2023 | 2024 (projected) | Days Sales Outstanding | 76.31 | 68.68 | 61.05 | PTB Ratio | 1.29 | 1.38 | 1.07 |
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 Metals Acquisition 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, Metals Acquisition's short interest history, or implied volatility extrapolated from Metals Acquisition options trading.
Build Portfolio with Metals Acquisition
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 Metals Acquisition Backtesting, Metals Acquisition Valuation, Metals Acquisition Correlation, Metals Acquisition Hype Analysis, Metals Acquisition Volatility, Metals Acquisition History and analyze Metals Acquisition Performance. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Metals Acquisition 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.