Alliance Resource Partners Stock Alpha and Beta Analysis
| ARLP Stock | USD 27.88 0.22 0.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Alliance Resource Partners. It also helps investors analyze the systematic and unsystematic risks associated with investing in Alliance Resource over a specified time horizon. Remember, high Alliance Resource'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 Alliance Resource's market risk premium analysis include:
Beta 0.38 | Alpha 0.23 | Risk 1.26 | Sharpe Ratio 0.23 | Expected Return 0.28 |
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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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Alliance Resource Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Alliance Resource market risk premium is the additional return an investor will receive from holding Alliance Resource 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 Alliance Resource. 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 Alliance Resource's performance over market.| α | 0.23 | β | 0.38 |
Alliance Resource 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 Alliance Resource's Buy-and-hold return. Our buy-and-hold chart shows how Alliance Resource performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Alliance Resource Market Price Analysis
Market price analysis indicators help investors to evaluate how Alliance Resource stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Alliance Resource shares will generate the highest return on investment. By understating and applying Alliance Resource stock market price indicators, traders can identify Alliance Resource position entry and exit signals to maximize returns.
Alliance Resource Return and Market Media
The median price of Alliance Resource for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 24.41 with a coefficient of variation of 5.89. The daily time series for the period is distributed with a sample standard deviation of 1.44, arithmetic mean of 24.47, and mean deviation of 1.11. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Thomas Wynne of 2970 shares of Alliance Resource subject to Rule 16b-3 | 10/21/2024 |
2 | Alliance Resource Partners Q3 2024 Earnings Call Transcript | 10/28/2024 |
3 | Alliance Resource Partners, L.P. Q3 2024 Earnings Call Transcript | 10/29/2024 |
4 | Alliance Resource Partners Releases Earnings Results, Misses Estimates By 0.16 EPS | 10/31/2024 |
5 | Alliance Resource Partners Stock Rating Upgraded by StockNews.com | 11/08/2024 |
6 | Acquisition by Torrence Wilson M of 415 shares of Alliance Resource subject to Rule 16b-3 | 11/13/2024 |
| Alliance Resource dividend paid on 14th of November 2024 | 11/14/2024 |
7 | Rep. Virginia Foxx Buys Hercules Capital, Inc. Shares | 11/15/2024 |
8 | When Moves Investors should Listen - Stock Traders Daily | 11/21/2024 |
About Alliance Resource 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 Alliance or other stocks. Alpha measures the amount that position in Alliance Resource 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 | 2024 (projected) | Dividend Yield | 0.0324 | 0.076 | 0.088 | Price To Sales Ratio | 1.02 | 1.07 | 1.25 |
Alliance Resource Upcoming Company Events
As portrayed in its financial statements, the presentation of Alliance Resource's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Alliance Resource's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Alliance Resource's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Alliance Resource. Please utilize our Beneish M Score to check the likelihood of Alliance Resource's management manipulating its earnings.
| 7th of May 2024 Upcoming Quarterly Report | View | |
| 29th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 3rd of February 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Additional Tools for Alliance Stock Analysis
When running Alliance Resource's price analysis, check to measure Alliance Resource's 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 Alliance Resource is operating at the current time. Most of Alliance Resource's value examination focuses on studying past and present price action to predict the probability of Alliance Resource's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alliance Resource's price. Additionally, you may evaluate how the addition of Alliance Resource to your portfolios can decrease your overall portfolio volatility.