Allied Properties Real Stock Alpha and Beta Analysis
| AP-UN Stock | CAD 18.40 0.47 2.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Allied Properties Real. It also helps investors analyze the systematic and unsystematic risks associated with investing in Allied Properties over a specified time horizon. Remember, high Allied Properties' 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 Allied Properties' market risk premium analysis include:
Beta (0.02) | Alpha 0.15 | Risk 1.54 | Sharpe Ratio 0.0729 | Expected Return 0.11 |
Enterprise Value |
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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.
Allied |
Allied Properties Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Allied Properties market risk premium is the additional return an investor will receive from holding Allied Properties 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 Allied Properties. 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 Allied Properties' performance over market.| α | 0.15 | β | -0.02 |
Allied Properties 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 Allied Properties' Buy-and-hold return. Our buy-and-hold chart shows how Allied Properties performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Allied Properties Market Price Analysis
Market price analysis indicators help investors to evaluate how Allied Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Allied Properties shares will generate the highest return on investment. By understating and applying Allied Properties stock market price indicators, traders can identify Allied Properties position entry and exit signals to maximize returns.
Allied Properties Return and Market Media
The median price of Allied Properties for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 18.73 with a coefficient of variation of 5.97. The daily time series for the period is distributed with a sample standard deviation of 1.12, arithmetic mean of 18.74, and mean deviation of 0.97. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Top Canadian REITS of 2024 - The Motley Fool Canada | 09/13/2024 |
2 | Allied Properties Real Estate Investment Trust Declares Distribution for the Month of November 2024, Payable on December 16, 2024 - Marketscreener.com | 11/15/2024 |
About Allied Properties 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 Allied or other stocks. Alpha measures the amount that position in Allied Properties Real 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 | 2024 (projected) | Dividend Yield | 0.0386 | 0.0637 | 0.0815 | 0.0542 | Price To Sales Ratio | 9.84 | 6.75 | 5.0 | 5.21 |
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 Allied Properties 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, Allied Properties' short interest history, or implied volatility extrapolated from Allied Properties options trading.
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Additional Tools for Allied Stock Analysis
When running Allied Properties' price analysis, check to measure Allied Properties' 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 Allied Properties is operating at the current time. Most of Allied Properties' value examination focuses on studying past and present price action to predict the probability of Allied Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Allied Properties' price. Additionally, you may evaluate how the addition of Allied Properties to your portfolios can decrease your overall portfolio volatility.