Cleveland Cliffs (Mexico) Alpha and Beta Analysis
| CLF Stock | MXN 250.00 5.00 1.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cleveland Cliffs. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cleveland Cliffs over a specified time horizon. Remember, high Cleveland Cliffs' 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 Cleveland Cliffs' market risk premium analysis include:
Beta (0.79) | Alpha 0.2 | Risk 4.56 | Sharpe Ratio 0.0007 | Expected Return 0.0032 |
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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Cleveland Cliffs Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cleveland Cliffs market risk premium is the additional return an investor will receive from holding Cleveland Cliffs 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 Cleveland Cliffs. 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 Cleveland Cliffs' performance over market.| α | 0.20 | β | -0.79 |
Cleveland Cliffs 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 Cleveland Cliffs' Buy-and-hold return. Our buy-and-hold chart shows how Cleveland Cliffs performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cleveland Cliffs Market Price Analysis
Market price analysis indicators help investors to evaluate how Cleveland Cliffs stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cleveland Cliffs shares will generate the highest return on investment. By understating and applying Cleveland Cliffs stock market price indicators, traders can identify Cleveland Cliffs position entry and exit signals to maximize returns.
Cleveland Cliffs Return and Market Media
The median price of Cleveland Cliffs for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 250.0 with a coefficient of variation of 7.38. The daily time series for the period is distributed with a sample standard deviation of 18.3, arithmetic mean of 248.07, and mean deviation of 15.21. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Cleveland Cliffs 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 Cleveland or other stocks. Alpha measures the amount that position in Cleveland Cliffs 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 Cleveland Cliffs 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, Cleveland Cliffs' short interest history, or implied volatility extrapolated from Cleveland Cliffs options trading.
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Additional Tools for Cleveland Stock Analysis
When running Cleveland Cliffs' price analysis, check to measure Cleveland Cliffs' 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 Cleveland Cliffs is operating at the current time. Most of Cleveland Cliffs' value examination focuses on studying past and present price action to predict the probability of Cleveland Cliffs' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cleveland Cliffs' price. Additionally, you may evaluate how the addition of Cleveland Cliffs to your portfolios can decrease your overall portfolio volatility.