Albemarle Corp Stock Alpha and Beta Analysis
| ALB Stock | USD 108.38 0.60 0.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Albemarle Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Albemarle Corp over a specified time horizon. Remember, high Albemarle Corp'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 Albemarle Corp's market risk premium analysis include:
Beta 1.62 | Alpha 0.21 | Risk 3.79 | Sharpe Ratio 0.1 | Expected Return 0.38 |
Albemarle Corp Quarterly Cash And Equivalents |
|
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.
Albemarle |
Albemarle Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Albemarle Corp market risk premium is the additional return an investor will receive from holding Albemarle Corp 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 Albemarle Corp. 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 Albemarle Corp's performance over market.| α | 0.21 | β | 1.62 |
Albemarle Corp 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 Albemarle Corp's Buy-and-hold return. Our buy-and-hold chart shows how Albemarle Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Albemarle Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Albemarle Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Albemarle Corp shares will generate the highest return on investment. By understating and applying Albemarle Corp stock market price indicators, traders can identify Albemarle Corp position entry and exit signals to maximize returns.
Albemarle Corp Return and Market Media
The median price of Albemarle Corp for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 95.14 with a coefficient of variation of 8.28. The daily time series for the period is distributed with a sample standard deviation of 7.85, arithmetic mean of 94.86, and mean deviation of 6.23. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2824 shares by Mark Mummert of Albemarle Corp at 118.18 subject to Rule 16b-3 | 08/30/2024 |
| Albemarle Corp dividend paid on 1st of October 2024 | 10/01/2024 |
2 | Albemarle to Cut Jobs as Lithium Market Struggles in Downturn | 11/07/2024 |
3 | Insider Trading | 11/11/2024 |
4 | Capital Research Global Investors Adjusts Stake in Albemarle Corp | 11/13/2024 |
5 | Albemarle Corp Stock Price Up 0.72 percent on Nov 19 | 11/19/2024 |
6 | This lithium stock is an under-the-radar turnaround story, according to the charts | 11/20/2024 |
7 | Insider Sell Netha Johnson Sells Shares of Albemarle Corp | 11/21/2024 |
About Albemarle Corp 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 Albemarle or other stocks. Alpha measures the amount that position in Albemarle Corp 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.
| 2021 | 2022 | 2023 (projected) | Dividend Yield | 0.006568 | 0.007261 | 0.011 | Price To Sales Ratio | 8.14 | 3.47 | 1.76 |
Albemarle Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of Albemarle Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Albemarle Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Albemarle Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Albemarle Corp. Please utilize our Beneish M Score to check the likelihood of Albemarle Corp's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Albemarle Corp
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Albemarle Corp Backtesting, Albemarle Corp Valuation, Albemarle Corp Correlation, Albemarle Corp Hype Analysis, Albemarle Corp Volatility, Albemarle Corp History and analyze Albemarle Corp Performance. For information on how to trade Albemarle Stock refer to our How to Trade Albemarle Stock guide.You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Albemarle Corp 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.