Standard Lithium (Germany) Alpha and Beta Analysis
| S5L Stock | EUR 1.59 0.04 2.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Standard Lithium. It also helps investors analyze the systematic and unsystematic risks associated with investing in Standard Lithium over a specified time horizon. Remember, high Standard Lithium'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 Standard Lithium's market risk premium analysis include:
Beta 1.02 | Alpha 0.7 | Risk 5.79 | Sharpe Ratio 0.11 | Expected Return 0.65 |
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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Standard Lithium Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Standard Lithium market risk premium is the additional return an investor will receive from holding Standard Lithium 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 Standard Lithium. 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 Standard Lithium's performance over market.| α | 0.70 | β | 1.02 |
Standard Lithium 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 Standard Lithium's Buy-and-hold return. Our buy-and-hold chart shows how Standard Lithium performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Standard Lithium Market Price Analysis
Market price analysis indicators help investors to evaluate how Standard Lithium stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Standard Lithium shares will generate the highest return on investment. By understating and applying Standard Lithium stock market price indicators, traders can identify Standard Lithium position entry and exit signals to maximize returns.
Standard Lithium Return and Market Media
The median price of Standard Lithium for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 1.65 with a coefficient of variation of 20.03. The daily time series for the period is distributed with a sample standard deviation of 0.33, arithmetic mean of 1.66, and mean deviation of 0.26. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Standard Lithium 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 Standard or other stocks. Alpha measures the amount that position in Standard Lithium 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 Standard Lithium 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, Standard Lithium's short interest history, or implied volatility extrapolated from Standard Lithium options trading.
Build Portfolio with Standard Lithium
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Additional Information and Resources on Investing in Standard Stock
When determining whether Standard Lithium offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Standard Lithium's 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 Standard Lithium Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Standard Lithium Stock:Check out Standard Lithium Backtesting, Standard Lithium Valuation, Standard Lithium Correlation, Standard Lithium Hype Analysis, Standard Lithium Volatility, Standard Lithium History and analyze Standard Lithium Performance. For more detail on how to invest in Standard Stock please use our How to Invest in Standard Lithium guide.You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Standard Lithium 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.