Duxton Broadacre (Australia) Alpha and Beta Analysis
| DBF Stock | 1.36 0.05 3.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Duxton Broadacre Farms. It also helps investors analyze the systematic and unsystematic risks associated with investing in Duxton Broadacre over a specified time horizon. Remember, high Duxton Broadacre'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 Duxton Broadacre's market risk premium analysis include:
Beta (0.30) | Alpha (0.13) | Risk 2.57 | Sharpe Ratio (0.09) | Expected Return (0.22) |
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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Duxton Broadacre Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Duxton Broadacre market risk premium is the additional return an investor will receive from holding Duxton Broadacre 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 Duxton Broadacre. 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 Duxton Broadacre's performance over market.| α | -0.13 | β | -0.3 |
Duxton Broadacre 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 Duxton Broadacre's Buy-and-hold return. Our buy-and-hold chart shows how Duxton Broadacre performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Duxton Broadacre Market Price Analysis
Market price analysis indicators help investors to evaluate how Duxton Broadacre stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Duxton Broadacre shares will generate the highest return on investment. By understating and applying Duxton Broadacre stock market price indicators, traders can identify Duxton Broadacre position entry and exit signals to maximize returns.
Duxton Broadacre Return and Market Media
The median price of Duxton Broadacre for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 1.4 with a coefficient of variation of 5.29. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 1.41, and mean deviation of 0.05. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Duxton Broadacre 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 Duxton or other stocks. Alpha measures the amount that position in Duxton Broadacre Farms 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 Duxton Broadacre 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, Duxton Broadacre's short interest history, or implied volatility extrapolated from Duxton Broadacre options trading.
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Additional Tools for Duxton Stock Analysis
When running Duxton Broadacre's price analysis, check to measure Duxton Broadacre'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 Duxton Broadacre is operating at the current time. Most of Duxton Broadacre's value examination focuses on studying past and present price action to predict the probability of Duxton Broadacre's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Duxton Broadacre's price. Additionally, you may evaluate how the addition of Duxton Broadacre to your portfolios can decrease your overall portfolio volatility.