The A2 Milk Stock Alpha and Beta Analysis
| ACOPY Stock | USD 3.75 0.20 5.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The A2 Milk. It also helps investors analyze the systematic and unsystematic risks associated with investing in A2 Milk over a specified time horizon. Remember, high A2 Milk'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 A2 Milk's market risk premium analysis include:
Beta 0.92 | Alpha (0.04) | Risk 3.99 | Sharpe Ratio 0.0194 | Expected Return 0.0774 |
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.
ACOPY |
A2 Milk Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. A2 Milk market risk premium is the additional return an investor will receive from holding A2 Milk 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 A2 Milk. 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 A2 Milk's performance over market.| α | -0.04 | β | 0.92 |
A2 Milk 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 A2 Milk's Buy-and-hold return. Our buy-and-hold chart shows how A2 Milk performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.A2 Milk Market Price Analysis
Market price analysis indicators help investors to evaluate how A2 Milk pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading A2 Milk shares will generate the highest return on investment. By understating and applying A2 Milk pink sheet market price indicators, traders can identify A2 Milk position entry and exit signals to maximize returns.
A2 Milk Return and Market Media
The median price of A2 Milk for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 3.78 with a coefficient of variation of 9.85. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 3.84, and mean deviation of 0.33. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About A2 Milk 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 ACOPY or other pink sheets. Alpha measures the amount that position in A2 Milk 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 A2 Milk 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, A2 Milk's short interest history, or implied volatility extrapolated from A2 Milk options trading.
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Additional Tools for ACOPY Pink Sheet Analysis
When running A2 Milk's price analysis, check to measure A2 Milk's 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 A2 Milk is operating at the current time. Most of A2 Milk's value examination focuses on studying past and present price action to predict the probability of A2 Milk's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move A2 Milk's price. Additionally, you may evaluate how the addition of A2 Milk to your portfolios can decrease your overall portfolio volatility.