Avaron Mining Corp Stock Alpha and Beta Analysis

AVR Stock   0.06  0.00  0.00%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Avaron Mining Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Avaron Mining over a specified time horizon. Remember, high Avaron Mining'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 Avaron Mining's market risk premium analysis include:
Beta
0.14
Alpha
0.83
Risk
15.63
Sharpe Ratio
0.0903
Expected Return
1.41
Please note that although Avaron Mining alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Avaron Mining did 0.83  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Avaron Mining Corp stock's relative risk over its benchmark. Avaron Mining Corp has a beta of 0.14  . As returns on the market increase, Avaron Mining's returns are expected to increase less than the market. However, during the bear market, the loss of holding Avaron Mining is expected to be smaller as well. .
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.
  
Check out Avaron Mining Backtesting, Avaron Mining Valuation, Avaron Mining Correlation, Avaron Mining Hype Analysis, Avaron Mining Volatility, Avaron Mining History and analyze Avaron Mining Performance.

Avaron Mining Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Avaron Mining market risk premium is the additional return an investor will receive from holding Avaron Mining 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 Avaron Mining. 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 Avaron Mining's performance over market.
α0.83   β0.14

Avaron Mining 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 Avaron Mining's Buy-and-hold return. Our buy-and-hold chart shows how Avaron Mining performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Avaron Mining Market Price Analysis

Market price analysis indicators help investors to evaluate how Avaron Mining stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Avaron Mining shares will generate the highest return on investment. By understating and applying Avaron Mining stock market price indicators, traders can identify Avaron Mining position entry and exit signals to maximize returns.

Avaron Mining Return and Market Media

The median price of Avaron Mining for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 0.065 with a coefficient of variation of 23.6. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.07, and mean deviation of 0.01. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Canaan Inc. expands self-mining in Texas, Pennsylvania - Investing.com
11/20/2024

About Avaron Mining 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 Avaron or other stocks. Alpha measures the amount that position in Avaron Mining Corp 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 Avaron Mining 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, Avaron Mining's short interest history, or implied volatility extrapolated from Avaron Mining options trading.

Build Portfolio with Avaron Mining

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for Avaron Stock Analysis

When running Avaron Mining's price analysis, check to measure Avaron Mining'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 Avaron Mining is operating at the current time. Most of Avaron Mining's value examination focuses on studying past and present price action to predict the probability of Avaron Mining's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Avaron Mining's price. Additionally, you may evaluate how the addition of Avaron Mining to your portfolios can decrease your overall portfolio volatility.