Anglo Asian (UK) Alpha and Beta Analysis
| AAZ Stock | 96.00 7.00 6.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Anglo Asian Mining. It also helps investors analyze the systematic and unsystematic risks associated with investing in Anglo Asian over a specified time horizon. Remember, high Anglo Asian'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 Anglo Asian's market risk premium analysis include:
Beta (0.57) | Alpha 0.28 | Risk 3.2 | Sharpe Ratio 0.0903 | Expected Return 0.29 |
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.
Anglo |
Anglo Asian Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Anglo Asian market risk premium is the additional return an investor will receive from holding Anglo Asian 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 Anglo Asian. 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 Anglo Asian's performance over market.| α | 0.28 | β | -0.57 |
Anglo Asian 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 Anglo Asian's Buy-and-hold return. Our buy-and-hold chart shows how Anglo Asian performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Anglo Asian Market Price Analysis
Market price analysis indicators help investors to evaluate how Anglo Asian stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Anglo Asian shares will generate the highest return on investment. By understating and applying Anglo Asian stock market price indicators, traders can identify Anglo Asian position entry and exit signals to maximize returns.
Anglo Asian Return and Market Media
The median price of Anglo Asian for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 99.0 with a coefficient of variation of 13.11. The daily time series for the period is distributed with a sample standard deviation of 12.83, arithmetic mean of 97.86, and mean deviation of 11.74. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Anglo Asian Mining Trading Up 8.9 percent - Time to Buy - MarketBeat | 10/03/2024 |
2 | Anglo Asian Minings Strategic Growth Plans Unveiled - TipRanks | 11/13/2024 |
About Anglo Asian 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 Anglo or other stocks. Alpha measures the amount that position in Anglo Asian Mining 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 Anglo Asian 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, Anglo Asian's short interest history, or implied volatility extrapolated from Anglo Asian options trading.
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Other Information on Investing in Anglo Stock
Anglo Asian financial ratios help investors to determine whether Anglo 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 Anglo with respect to the benefits of owning Anglo Asian security.