Argo Blockchain Plc Stock Alpha and Beta Analysis
| ARBKL Stock | USD 8.56 0.17 1.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Argo Blockchain plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Argo Blockchain over a specified time horizon. Remember, high Argo Blockchain'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 Argo Blockchain's market risk premium analysis include:
Beta 0.39 | Alpha (0.1) | Risk 2.16 | Sharpe Ratio (0.06) | Expected Return (0.13) |
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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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Argo Blockchain Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Argo Blockchain market risk premium is the additional return an investor will receive from holding Argo Blockchain 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 Argo Blockchain. 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 Argo Blockchain's performance over market.| α | -0.1 | β | 0.39 |
Argo Blockchain 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 Argo Blockchain's Buy-and-hold return. Our buy-and-hold chart shows how Argo Blockchain performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Argo Blockchain Market Price Analysis
Market price analysis indicators help investors to evaluate how Argo Blockchain stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Argo Blockchain shares will generate the highest return on investment. By understating and applying Argo Blockchain stock market price indicators, traders can identify Argo Blockchain position entry and exit signals to maximize returns.
Argo Blockchain Return and Market Media
The median price of Argo Blockchain for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 9.47 with a coefficient of variation of 4.99. The daily time series for the period is distributed with a sample standard deviation of 0.47, arithmetic mean of 9.39, and mean deviation of 0.41. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Short Interest in Argo Blockchain plc 8.75 percent Senior Notes due 2026 Decreases By 7.1 | 10/16/2024 |
| Argo Blockchain dividend paid on 31st of October 2024 | 10/31/2024 |
2 | Investment Report - Stock Traders Daily | 11/21/2024 |
About Argo Blockchain 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 Argo or other stocks. Alpha measures the amount that position in Argo Blockchain 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 78.37 | 5.26 | 17.9 | 17.01 | PTB Ratio | 36.28 | 58.63 | 36.2K | 38.0K |
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 Argo Blockchain 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, Argo Blockchain's short interest history, or implied volatility extrapolated from Argo Blockchain options trading.
Build Portfolio with Argo Blockchain
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Argo Blockchain Backtesting, Argo Blockchain Valuation, Argo Blockchain Correlation, Argo Blockchain Hype Analysis, Argo Blockchain Volatility, Argo Blockchain History and analyze Argo Blockchain Performance. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Argo Blockchain 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.