Rlj Lodging Trust Stock Alpha and Beta Analysis
| RLJ Stock | USD 10.08 0.17 1.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as RLJ Lodging Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in RLJ Lodging over a specified time horizon. Remember, high RLJ Lodging'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 RLJ Lodging's market risk premium analysis include:
Beta 1.12 | Alpha (0.01) | Risk 1.67 | Sharpe Ratio 0.0963 | Expected Return 0.16 |
RLJ Lodging Quarterly Cash And Equivalents |
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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.
RLJ |
RLJ Lodging Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. RLJ Lodging market risk premium is the additional return an investor will receive from holding RLJ Lodging 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 RLJ Lodging. 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 RLJ Lodging's performance over market.| α | -0.01 | β | 1.12 |
RLJ Lodging 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 RLJ Lodging's Buy-and-hold return. Our buy-and-hold chart shows how RLJ Lodging performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.RLJ Lodging Market Price Analysis
Market price analysis indicators help investors to evaluate how RLJ Lodging stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading RLJ Lodging shares will generate the highest return on investment. By understating and applying RLJ Lodging stock market price indicators, traders can identify RLJ Lodging position entry and exit signals to maximize returns.
RLJ Lodging Return and Market Media
The median price of RLJ Lodging for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 9.21 with a coefficient of variation of 3.37. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 9.27, and mean deviation of 0.25. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Thomas Bardenett of 52956 shares of RLJ Lodging at 11.33 subject to Rule 16b-3 | 09/23/2024 |
| RLJ Lodging dividend paid on 15th of October 2024 | 10/15/2024 |
2 | State Street Corps Strategic Acquisition in RLJ Lodging Trust | 10/18/2024 |
3 | Stag Industrial Beats Q3 FFO and Revenue Estimates | 10/29/2024 |
4 | RLJ Lodging Trust stock hits 52-week low at 8.79 - Investing.com | 11/01/2024 |
5 | RLJ Lodging Trust Q3 2024 Earnings Report Preview What To Expect | 11/05/2024 |
6 | RLJ Lodging Trust Reports Third Quarter 2024 Results | 11/06/2024 |
7 | Earnings call RLJ Lodging Trust reports solid Q3 growth, cautious Q4 outlook | 11/07/2024 |
8 | Q3 2024 RLJ Lodging Trust Earnings Call Transcript | 11/08/2024 |
9 | Wall Streets Most Accurate Analysts Give Their Take On 3 Real Estate Stocks With Over 6 percent Dividend Yields | 11/12/2024 |
10 | RLJ Equity Partners and LP First Capital Exit Flow Service Partners | 11/21/2024 |
About RLJ Lodging 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 RLJ or other stocks. Alpha measures the amount that position in RLJ Lodging Trust 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 | 0.0139 | 0.0224 | 0.0407 | 0.0348 | Price To Sales Ratio | 2.91 | 1.44 | 1.38 | 1.31 |
RLJ Lodging Upcoming Company Events
As portrayed in its financial statements, the presentation of RLJ Lodging's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, RLJ Lodging's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of RLJ Lodging's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of RLJ Lodging. Please utilize our Beneish M Score to check the likelihood of RLJ Lodging's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th 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 RLJ Lodging
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 RLJ Lodging Backtesting, RLJ Lodging Valuation, RLJ Lodging Correlation, RLJ Lodging Hype Analysis, RLJ Lodging Volatility, RLJ Lodging History and analyze RLJ Lodging Performance. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
RLJ Lodging 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.