Arcadium Lithium Plc Stock Alpha and Beta Analysis
| ALTM Stock | USD 5.28 0.07 1.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arcadium Lithium plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arcadium Lithium over a specified time horizon. Remember, high Arcadium Lithium'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 Arcadium Lithium's market risk premium analysis include:
Beta 1.21 | Alpha 0.98 | Risk 6.61 | Sharpe Ratio 0.18 | Expected Return 1.2 |
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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.
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Arcadium Lithium Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arcadium Lithium market risk premium is the additional return an investor will receive from holding Arcadium Lithium 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 Arcadium Lithium. 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 Arcadium Lithium's performance over market.| α | 0.98 | β | 1.21 |
Arcadium Lithium 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 Arcadium Lithium's Buy-and-hold return. Our buy-and-hold chart shows how Arcadium Lithium performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arcadium Lithium Market Price Analysis
Market price analysis indicators help investors to evaluate how Arcadium Lithium stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arcadium Lithium shares will generate the highest return on investment. By understating and applying Arcadium Lithium stock market price indicators, traders can identify Arcadium Lithium position entry and exit signals to maximize returns.
Arcadium Lithium Return and Market Media
The median price of Arcadium Lithium for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 4.24 with a coefficient of variation of 34.83. The daily time series for the period is distributed with a sample standard deviation of 1.4, arithmetic mean of 4.02, and mean deviation of 1.36. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Discretionary transaction by Barbara Fochtman of tradable shares of Arcadium Lithium subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 25744 shares by Barbara Fochtman of Arcadium Lithium at 8.74 subject to Rule 16b-3 | 09/06/2024 |
3 | Acquisition by Purgason Robert S of 1565 shares of Arcadium Lithium subject to Rule 16b-3 | 09/10/2024 |
4 | ALTM Stock Alert Halper Sadeh LLC Is Investigating Whether the Sale of Arcadium Lithium plc Is Fair to Shareholders | 10/09/2024 |
5 | Disposition of 383352 shares by Paul Graves of Arcadium Lithium at 3.354 subject to Rule 16b-3 | 11/11/2024 |
6 | Disposition of 9624 shares by Barbara Fochtman of Arcadium Lithium at 5.2724 subject to Rule 16b-3 | 11/13/2024 |
7 | Disposition of 28246 shares by Gilberto Antoniazzi of Arcadium Lithium at 3.8 subject to Rule 16b-3 | 11/14/2024 |
About Arcadium Lithium 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 Arcadium or other stocks. Alpha measures the amount that position in Arcadium Lithium plc 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.19 | 0.17 | Price To Sales Ratio | 4.27 | 6.44 |
Arcadium Lithium Upcoming Company Events
As portrayed in its financial statements, the presentation of Arcadium Lithium's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arcadium Lithium's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arcadium Lithium's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arcadium Lithium. Please utilize our Beneish M Score to check the likelihood of Arcadium Lithium's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Arcadium Lithium Backtesting, Arcadium Lithium Valuation, Arcadium Lithium Correlation, Arcadium Lithium Hype Analysis, Arcadium Lithium Volatility, Arcadium Lithium History and analyze Arcadium Lithium Performance. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Arcadium Lithium 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.