Agriculture Natural Solutions Stock Alpha and Beta Analysis
| ANSCU Stock | 10.54 0.02 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Agriculture Natural Solutions. It also helps investors analyze the systematic and unsystematic risks associated with investing in Agriculture Natural over a specified time horizon. Remember, high Agriculture Natural'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 Agriculture Natural's market risk premium analysis include:
Beta 0.34 | Alpha (0.02) | Risk 1.79 | Sharpe Ratio 0.0213 | Expected Return 0.0381 |
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.
Agriculture |
Agriculture Natural Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Agriculture Natural market risk premium is the additional return an investor will receive from holding Agriculture Natural 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 Agriculture Natural. 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 Agriculture Natural's performance over market.| α | -0.02 | β | 0.34 |
Agriculture Natural 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 Agriculture Natural's Buy-and-hold return. Our buy-and-hold chart shows how Agriculture Natural performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Agriculture Natural Market Price Analysis
Market price analysis indicators help investors to evaluate how Agriculture Natural stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Agriculture Natural shares will generate the highest return on investment. By understating and applying Agriculture Natural stock market price indicators, traders can identify Agriculture Natural position entry and exit signals to maximize returns.
Agriculture Natural Return and Market Media
The median price of Agriculture Natural for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 10.48 with a coefficient of variation of 1.41. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 10.51, and mean deviation of 0.08. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | First Trust Capital Management L.P. Expands Stake in Agriculture Natural Solutions Acquisition Corp - GuruFocus.com | 11/14/2024 |
About Agriculture Natural 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 Agriculture or other stocks. Alpha measures the amount that position in Agriculture Natural 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.
| 2010 | 2023 | 2024 (projected) | Current Ratio | 0.0264 | 3.2 | 3.36 | Net Debt To EBITDA | 0.25 | 0.22 | 0.2 |
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 Agriculture Natural 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, Agriculture Natural's short interest history, or implied volatility extrapolated from Agriculture Natural options trading.
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Additional Tools for Agriculture Stock Analysis
When running Agriculture Natural's price analysis, check to measure Agriculture Natural'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 Agriculture Natural is operating at the current time. Most of Agriculture Natural's value examination focuses on studying past and present price action to predict the probability of Agriculture Natural's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agriculture Natural's price. Additionally, you may evaluate how the addition of Agriculture Natural to your portfolios can decrease your overall portfolio volatility.