Critical Metals Corp Stock Alpha and Beta Analysis
| CRML Stock | 6.20 0.34 5.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Critical Metals Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Critical Metals over a specified time horizon. Remember, high Critical Metals' 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 Critical Metals' market risk premium analysis include:
Beta 2.76 | Alpha (0.91) | Risk 4.03 | Sharpe Ratio (0.11) | Expected Return (0.46) |
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.
Critical |
Critical Metals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Critical Metals market risk premium is the additional return an investor will receive from holding Critical Metals 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 Critical Metals. 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 Critical Metals' performance over market.| α | -0.91 | β | 2.76 |
Critical Metals 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 Critical Metals' Buy-and-hold return. Our buy-and-hold chart shows how Critical Metals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Critical Metals Market Price Analysis
Market price analysis indicators help investors to evaluate how Critical Metals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Critical Metals shares will generate the highest return on investment. By understating and applying Critical Metals stock market price indicators, traders can identify Critical Metals position entry and exit signals to maximize returns.
Critical Metals Return and Market Media
The median price of Critical Metals for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 6.86 with a coefficient of variation of 11.61. The daily time series for the period is distributed with a sample standard deviation of 0.81, arithmetic mean of 6.99, and mean deviation of 0.59. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Exclusive Critical Metals launching major drilling program at rare earth project | 09/04/2024 |
2 | Critical Metals Shares Down 6.9 percent - MarketBeat | 10/01/2024 |
3 | Critical Metals Corp Evolves Development Strategy for the Tanbreez Project | 10/29/2024 |
4 | 2 Stocks to Buy as China Tightens Its Grip on Critical Minerals - Yahoo Finance | 11/21/2024 |
About Critical Metals 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 Critical or other stocks. Alpha measures the amount that position in Critical Metals 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 Critical Metals 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, Critical Metals' short interest history, or implied volatility extrapolated from Critical Metals options trading.
Build Portfolio with Critical Metals
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 Critical Metals Backtesting, Critical Metals Valuation, Critical Metals Correlation, Critical Metals Hype Analysis, Critical Metals Volatility, Critical Metals History and analyze Critical Metals Performance. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Critical Metals technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.