Aristocrat Leisure (Australia) Alpha and Beta Analysis
| ALL Stock | 67.06 0.09 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aristocrat Leisure. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aristocrat Leisure over a specified time horizon. Remember, high Aristocrat Leisure'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 Aristocrat Leisure's market risk premium analysis include:
Beta 0.067 | Alpha 0.33 | Risk 1.25 | Sharpe Ratio 0.28 | Expected Return 0.35 |
Aristocrat Leisure Quarterly Cash And Equivalents |
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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.
Aristocrat |
Aristocrat Leisure Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aristocrat Leisure market risk premium is the additional return an investor will receive from holding Aristocrat Leisure 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 Aristocrat Leisure. 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 Aristocrat Leisure's performance over market.| α | 0.33 | β | 0.07 |
Aristocrat Leisure 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 Aristocrat Leisure's Buy-and-hold return. Our buy-and-hold chart shows how Aristocrat Leisure performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aristocrat Leisure Market Price Analysis
Market price analysis indicators help investors to evaluate how Aristocrat Leisure stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aristocrat Leisure shares will generate the highest return on investment. By understating and applying Aristocrat Leisure stock market price indicators, traders can identify Aristocrat Leisure position entry and exit signals to maximize returns.
Aristocrat Leisure Return and Market Media
The median price of Aristocrat Leisure for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 58.3 with a coefficient of variation of 7.19. The daily time series for the period is distributed with a sample standard deviation of 4.26, arithmetic mean of 59.3, and mean deviation of 3.41. The Stock received some media coverage during the period.About Aristocrat Leisure 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 Aristocrat or other stocks. Alpha measures the amount that position in Aristocrat Leisure 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 Aristocrat Leisure 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, Aristocrat Leisure's short interest history, or implied volatility extrapolated from Aristocrat Leisure options trading.
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Additional Tools for Aristocrat Stock Analysis
When running Aristocrat Leisure's price analysis, check to measure Aristocrat Leisure'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 Aristocrat Leisure is operating at the current time. Most of Aristocrat Leisure's value examination focuses on studying past and present price action to predict the probability of Aristocrat Leisure's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aristocrat Leisure's price. Additionally, you may evaluate how the addition of Aristocrat Leisure to your portfolios can decrease your overall portfolio volatility.