Aura Energy Limited Stock Alpha and Beta Analysis
| AUEEF Stock | USD 0.11 0.05 77.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aura Energy Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aura Energy over a specified time horizon. Remember, high Aura Energy'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 Aura Energy's market risk premium analysis include:
Beta 1.33 | Alpha 1.11 | Risk 13.48 | Sharpe Ratio 0.0946 | Expected Return 1.28 |
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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Aura Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aura Energy market risk premium is the additional return an investor will receive from holding Aura Energy 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 Aura Energy. 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 Aura Energy's performance over market.| α | 1.11 | β | 1.33 |
Aura Energy 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 Aura Energy's Buy-and-hold return. Our buy-and-hold chart shows how Aura Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aura Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Aura Energy pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aura Energy shares will generate the highest return on investment. By understating and applying Aura Energy pink sheet market price indicators, traders can identify Aura Energy position entry and exit signals to maximize returns.
Aura Energy Return and Market Media
Price Growth (%) |
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About Aura Energy 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 Aura or other pink sheets. Alpha measures the amount that position in Aura Energy Limited 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 Aura Energy 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, Aura Energy's short interest history, or implied volatility extrapolated from Aura Energy options trading.
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Other Information on Investing in Aura Pink Sheet
Aura Energy financial ratios help investors to determine whether Aura Pink Sheet 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 Aura with respect to the benefits of owning Aura Energy security.