Apollo Commercial Real Stock Alpha and Beta Analysis
| ARI Stock | USD 9.19 0.01 0.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Apollo Commercial Real. It also helps investors analyze the systematic and unsystematic risks associated with investing in Apollo Commercial over a specified time horizon. Remember, high Apollo Commercial'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 Apollo Commercial's market risk premium analysis include:
Beta 0.5 | Alpha (0.17) | Risk 1.39 | Sharpe Ratio (0.10) | Expected Return (0.14) |
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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.
Apollo |
Apollo Commercial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Apollo Commercial market risk premium is the additional return an investor will receive from holding Apollo Commercial 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 Apollo Commercial. 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 Apollo Commercial's performance over market.| α | -0.17 | β | 0.50 |
Apollo Commercial 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 Apollo Commercial's Buy-and-hold return. Our buy-and-hold chart shows how Apollo Commercial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Apollo Commercial Market Price Analysis
Market price analysis indicators help investors to evaluate how Apollo Commercial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Apollo Commercial shares will generate the highest return on investment. By understating and applying Apollo Commercial stock market price indicators, traders can identify Apollo Commercial position entry and exit signals to maximize returns.
Apollo Commercial Return and Market Media
The median price of Apollo Commercial for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 9.15 with a coefficient of variation of 5.24. The daily time series for the period is distributed with a sample standard deviation of 0.48, arithmetic mean of 9.25, and mean deviation of 0.39. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 833 shares by Pamela Carlton of Apollo Commercial at 10.32 subject to Rule 16b-3 | 09/06/2024 |
2 | This Mortgage REITs Dividend Just Had A 29 percent Haircut, Can It Come Back | 09/13/2024 |
3 | Are Options Traders Betting on a Big Move in Apollo Commercial Real Estate Finance Stock | 09/30/2024 |
4 | ARI stock touches 52-week low at 8.75 amid market shifts - Investing.com | 10/07/2024 |
| Apollo Commercial dividend paid on 15th of October 2024 | 10/15/2024 |
5 | Apollo Commercial Real Estate Finance, Inc. Reports Third Quarter 2024 Results | 10/30/2024 |
6 | Apollo Commercial Real Estate Finance Inc Reports Q3 2024 Net Loss of 0. ... | 10/31/2024 |
7 | Q3 2024 Apollo Commercial Real Estate Finance Inc Earnings Call Transcript | 11/01/2024 |
8 | Acquisition by Scott Prince of 9140 shares of Apollo Commercial subject to Rule 16b-3 | 11/05/2024 |
9 | Acquisition by Anastasia Mironova of 12396 shares of Apollo Commercial subject to Rule 16b-3 | 11/08/2024 |
About Apollo Commercial 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 Apollo or other stocks. Alpha measures the amount that position in Apollo Commercial 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.
| 2022 | 2024 (projected) | Dividend Yield | 0.14 | 0.096 | Price To Sales Ratio | 23.22 | 4.57 |
Apollo Commercial Upcoming Company Events
As portrayed in its financial statements, the presentation of Apollo Commercial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Apollo Commercial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Apollo Commercial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Apollo Commercial. Please utilize our Beneish M Score to check the likelihood of Apollo Commercial's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Align your risk with return expectations
Check out Apollo Commercial Backtesting, Apollo Commercial Valuation, Apollo Commercial Correlation, Apollo Commercial Hype Analysis, Apollo Commercial Volatility, Apollo Commercial History and analyze Apollo Commercial Performance. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Apollo Commercial 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.