Aberforth Smaller (UK) Alpha and Beta Analysis
| ASL Stock | 1,442 8.00 0.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aberforth Smaller Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aberforth Smaller over a specified time horizon. Remember, high Aberforth Smaller'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 Aberforth Smaller's market risk premium analysis include:
Beta 0.38 | Alpha (0.23) | Risk 1.04 | Sharpe Ratio (0.19) | 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.
Aberforth |
Aberforth Smaller Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aberforth Smaller market risk premium is the additional return an investor will receive from holding Aberforth Smaller 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 Aberforth Smaller. 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 Aberforth Smaller's performance over market.| α | -0.23 | β | 0.38 |
Aberforth Smaller 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 Aberforth Smaller's Buy-and-hold return. Our buy-and-hold chart shows how Aberforth Smaller performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aberforth Smaller Market Price Analysis
Market price analysis indicators help investors to evaluate how Aberforth Smaller stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aberforth Smaller shares will generate the highest return on investment. By understating and applying Aberforth Smaller stock market price indicators, traders can identify Aberforth Smaller position entry and exit signals to maximize returns.
Aberforth Smaller Return and Market Media
The median price of Aberforth Smaller for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 1534.0 with a coefficient of variation of 3.72. The daily time series for the period is distributed with a sample standard deviation of 56.57, arithmetic mean of 1522.27, and mean deviation of 46.01. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Aberforth Smaller Companies Trust Share Price Passes Above 50 Day Moving Average of 1,601.78 - MarketBeat | 09/18/2024 |
2 | Aberforth Smaller Companies Trust Share Price Passes Below 50-Day Moving Average - Should You Sell - MarketBeat | 11/19/2024 |
About Aberforth Smaller 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 Aberforth or other stocks. Alpha measures the amount that position in Aberforth Smaller 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 Aberforth Smaller 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, Aberforth Smaller's short interest history, or implied volatility extrapolated from Aberforth Smaller options trading.
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Other Information on Investing in Aberforth Stock
Aberforth Smaller financial ratios help investors to determine whether Aberforth 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 Aberforth with respect to the benefits of owning Aberforth Smaller security.