Yamana Gold Alpha and Beta Analysis
| AUYDelisted Stock | USD 5.85 0.07 1.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Yamana Gold. It also helps investors analyze the systematic and unsystematic risks associated with investing in Yamana Gold over a specified time horizon. Remember, high Yamana Gold'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 Yamana Gold's market risk premium analysis include:
Beta 0.21 | Alpha 0.0149 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Yamana |
Yamana Gold Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Yamana Gold market risk premium is the additional return an investor will receive from holding Yamana Gold 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 Yamana Gold. 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 Yamana Gold's performance over market.| α | 0.01 | β | 0.21 |
Yamana Gold Fundamentals Vs Peers
Comparing Yamana Gold's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Yamana Gold's direct or indirect competition across all of the common fundamentals between Yamana Gold and the related equities. This way, we can detect undervalued stocks with similar characteristics as Yamana Gold or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Yamana Gold's fundamental indicators could also be used in its relative valuation, which is a method of valuing Yamana Gold by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Yamana Gold to competition |
| Fundamentals | Yamana Gold | Peer Average |
| Return On Equity | -0.31 | -0.31 |
| Return On Asset | -0.13 | -0.14 |
| Profit Margin | (0.54) % | (1.27) % |
| Operating Margin | (0.85) % | (5.51) % |
| Current Valuation | 5.54 B | 16.62 B |
| Shares Outstanding | 962.2 M | 571.82 M |
| Shares Owned By Institutions | 50.90 % | 39.21 % |
Yamana Gold Opportunities
Yamana Gold Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Yamana Gold dividend paid on 13th of January 2023 | 01/13/2023 |
1 | Pan American Silver You Will Need Patience, But It Will Come - Seeking Alpha | 03/01/2023 |
2 | Yamana Gold Stock Price Up 3.1 | 03/17/2023 |
3 | AUY vs. AEM Which Stock Is the Better Value Option | 03/28/2023 |
4 | Yamana Gold earnings beat, revenue topped estimates | 03/30/2023 |
5 | Top 10 largest gold mines in Canada in 2022 - report | 03/31/2023 |
About Yamana Gold 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 Yamana or other delisted stocks. Alpha measures the amount that position in Yamana Gold 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.
Yamana Gold Upcoming Company Events
As portrayed in its financial statements, the presentation of Yamana Gold's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Yamana Gold's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Yamana Gold's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Yamana Gold. Please utilize our Beneish M Score to check the likelihood of Yamana Gold's management manipulating its earnings.
| 30th of March 2023 Upcoming Quarterly Report | View | |
| 26th of April 2023 Next Financial Report | View | |
| 31st of December 2022 Next Fiscal Quarter End | View | |
| 30th of March 2023 Next Fiscal Year End | View | |
| 30th of September 2022 Last Quarter Report | View | |
| 31st of December 2021 Last Financial Announcement | View |
Build Portfolio with Yamana Gold
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
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in employment. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Other Consideration for investing in Yamana Stock
If you are still planning to invest in Yamana Gold check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Yamana Gold's history and understand the potential risks before investing.
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