Lumen Technologies (UK) Alpha and Beta Analysis

0HVP Stock   6.82  0.29  4.08%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lumen Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lumen Technologies over a specified time horizon. Remember, high Lumen Technologies' 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 Lumen Technologies' market risk premium analysis include:
Beta
(0.26)
Alpha
0.68
Risk
5.01
Sharpe Ratio
0.0899
Expected Return
0.45
Please note that although Lumen Technologies alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Lumen Technologies did 0.68  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Lumen Technologies stock's relative risk over its benchmark. Lumen Technologies has a beta of 0.26  . As returns on the market increase, returns on owning Lumen Technologies are expected to decrease at a much lower rate. During the bear market, Lumen Technologies is likely to outperform the market. .
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.
  
Check out Lumen Technologies Backtesting, Lumen Technologies Valuation, Lumen Technologies Correlation, Lumen Technologies Hype Analysis, Lumen Technologies Volatility, Lumen Technologies History and analyze Lumen Technologies Performance.
For more information on how to buy Lumen Stock please use our How to Invest in Lumen Technologies guide.

Lumen Technologies Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lumen Technologies market risk premium is the additional return an investor will receive from holding Lumen Technologies 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 Lumen Technologies. 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 Lumen Technologies' performance over market.
α0.68   β-0.26

Lumen Technologies 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 Lumen Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Lumen Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Lumen Technologies Market Price Analysis

Market price analysis indicators help investors to evaluate how Lumen Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lumen Technologies shares will generate the highest return on investment. By understating and applying Lumen Technologies stock market price indicators, traders can identify Lumen Technologies position entry and exit signals to maximize returns.

Lumen Technologies Return and Market Media

The median price of Lumen Technologies for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 6.72 with a coefficient of variation of 15.85. The daily time series for the period is distributed with a sample standard deviation of 1.1, arithmetic mean of 6.97, and mean deviation of 0.85. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Lumen Technologies Stock Price Up 4.1 percent - MarketBeat
09/23/2024
2
Lumen Technologies stock rises on revenue beat - MSN
09/30/2024
3
Lumen Technologies continues losses for seven straight sessions - Seeking Alpha
11/20/2024

About Lumen Technologies 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 Lumen or other stocks. Alpha measures the amount that position in Lumen Technologies 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 Lumen Technologies 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, Lumen Technologies' short interest history, or implied volatility extrapolated from Lumen Technologies options trading.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for Lumen Stock Analysis

When running Lumen Technologies' price analysis, check to measure Lumen Technologies' 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 Lumen Technologies is operating at the current time. Most of Lumen Technologies' value examination focuses on studying past and present price action to predict the probability of Lumen Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lumen Technologies' price. Additionally, you may evaluate how the addition of Lumen Technologies to your portfolios can decrease your overall portfolio volatility.