Argo Investments (Australia) Alpha and Beta Analysis
| ARG Stock | 8.99 0.06 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Argo Investments. It also helps investors analyze the systematic and unsystematic risks associated with investing in Argo Investments over a specified time horizon. Remember, high Argo Investments' 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 Investments' market risk premium analysis include:
Beta 0.0345 | Alpha 0.0132 | Risk 0.49 | Sharpe Ratio 0.0553 | Expected Return 0.0271 |
Argo Investments Quarterly Cash And Equivalents |
|
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.
Argo |
Argo Investments Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Argo Investments market risk premium is the additional return an investor will receive from holding Argo Investments 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 Investments. 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 Investments' performance over market.| α | 0.01 | β | 0.03 |
Argo Investments 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 Investments' Buy-and-hold return. Our buy-and-hold chart shows how Argo Investments performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Argo Investments Market Price Analysis
Market price analysis indicators help investors to evaluate how Argo Investments 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 Investments shares will generate the highest return on investment. By understating and applying Argo Investments stock market price indicators, traders can identify Argo Investments position entry and exit signals to maximize returns.
Argo Investments Return and Market Media
The median price of Argo Investments for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 8.86 with a coefficient of variation of 0.79. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 8.86, and mean deviation of 0.05. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Argo Investments Continues Strategic Share Buy-Back - TipRanks | 11/14/2024 |
2 | Argo Investments Limited Announces Continued Share Buy-Back - TipRanks | 11/20/2024 |
About Argo Investments 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 Investments 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 Argo Investments 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 Investments' short interest history, or implied volatility extrapolated from Argo Investments options trading.
Build Portfolio with Argo Investments
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
Additional Tools for Argo Stock Analysis
When running Argo Investments' price analysis, check to measure Argo Investments' 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 Argo Investments is operating at the current time. Most of Argo Investments' value examination focuses on studying past and present price action to predict the probability of Argo Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Argo Investments' price. Additionally, you may evaluate how the addition of Argo Investments to your portfolios can decrease your overall portfolio volatility.