Abrdn Property (UK) Alpha and Beta Analysis
| API Stock | 61.20 0.60 0.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as abrdn Property Income. It also helps investors analyze the systematic and unsystematic risks associated with investing in Abrdn Property over a specified time horizon. Remember, high Abrdn Property'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 Abrdn Property's market risk premium analysis include:
Beta (0.04) | Alpha 0.15 | Risk 0.77 | Sharpe Ratio 0.25 | Expected Return 0.19 |
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.
Abrdn |
Abrdn Property Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Abrdn Property market risk premium is the additional return an investor will receive from holding Abrdn Property 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 Abrdn Property. 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 Abrdn Property's performance over market.| α | 0.15 | β | -0.04 |
Abrdn Property 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 Abrdn Property's Buy-and-hold return. Our buy-and-hold chart shows how Abrdn Property performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Abrdn Property Market Price Analysis
Market price analysis indicators help investors to evaluate how Abrdn Property stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Abrdn Property shares will generate the highest return on investment. By understating and applying Abrdn Property stock market price indicators, traders can identify Abrdn Property position entry and exit signals to maximize returns.
Abrdn Property Return and Market Media
The median price of Abrdn Property for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 60.1 with a coefficient of variation of 3.31. The daily time series for the period is distributed with a sample standard deviation of 1.95, arithmetic mean of 59.09, and mean deviation of 1.66. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | API Completes Sale Amidst Tough Office Market - TipRanks | 09/23/2024 |
2 | Abrdn Property Income sale seals comeback for ex-LXi Reit manager - Citywire | 09/27/2024 |
3 | abrdn Property Income Trust Limited Declares Dividend of GBX 1 - MarketBeat | 11/07/2024 |
| Abrdn Property dividend paid on 29th of November 2024 | 11/29/2024 |
About Abrdn Property 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 Abrdn or other stocks. Alpha measures the amount that position in abrdn Property Income 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 Abrdn Property 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, Abrdn Property's short interest history, or implied volatility extrapolated from Abrdn Property options trading.
Build Portfolio with Abrdn Property
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Other Information on Investing in Abrdn Stock
Abrdn Property financial ratios help investors to determine whether Abrdn Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Abrdn with respect to the benefits of owning Abrdn Property security.