Liberty Broadband (Germany) Alpha and Beta Analysis
| 8L8 Stock | EUR 82.50 1.00 1.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Liberty Broadband. It also helps investors analyze the systematic and unsystematic risks associated with investing in Liberty Broadband over a specified time horizon. Remember, high Liberty Broadband'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 Liberty Broadband's market risk premium analysis include:
Beta 0.56 | Alpha 0.66 | Risk 4.31 | Sharpe Ratio 0.16 | Expected Return 0.69 |
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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Liberty Broadband Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Liberty Broadband market risk premium is the additional return an investor will receive from holding Liberty Broadband 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 Liberty Broadband. 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 Liberty Broadband's performance over market.| α | 0.66 | β | 0.56 |
Liberty Broadband 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 Liberty Broadband's Buy-and-hold return. Our buy-and-hold chart shows how Liberty Broadband performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Liberty Broadband Market Price Analysis
Market price analysis indicators help investors to evaluate how Liberty Broadband stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Liberty Broadband shares will generate the highest return on investment. By understating and applying Liberty Broadband stock market price indicators, traders can identify Liberty Broadband position entry and exit signals to maximize returns.
Liberty Broadband Return and Market Media
The median price of Liberty Broadband for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 71.0 with a coefficient of variation of 17.58. The daily time series for the period is distributed with a sample standard deviation of 12.12, arithmetic mean of 68.95, and mean deviation of 10.1. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Liberty Broadband 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 Liberty or other stocks. Alpha measures the amount that position in Liberty Broadband 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 Liberty Broadband 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, Liberty Broadband's short interest history, or implied volatility extrapolated from Liberty Broadband options trading.
Build Portfolio with Liberty Broadband
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Other Information on Investing in Liberty Stock
Liberty Broadband financial ratios help investors to determine whether Liberty Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Liberty with respect to the benefits of owning Liberty Broadband security.