Loandepot Stock Alpha and Beta Analysis
| LDI Stock | USD 2.09 0.02 0.97% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Loandepot. It also helps investors analyze the systematic and unsystematic risks associated with investing in Loandepot over a specified time horizon. Remember, high Loandepot'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 Loandepot's market risk premium analysis include:
Beta 1.95 | Alpha (0.64) | Risk 4.95 | Sharpe Ratio (0.08) | Expected Return (0.42) |
Loandepot Quarterly Cash And Equivalents |
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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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Loandepot Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Loandepot market risk premium is the additional return an investor will receive from holding Loandepot 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 Loandepot. 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 Loandepot's performance over market.| α | -0.64 | β | 1.95 |
Loandepot 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 Loandepot's Buy-and-hold return. Our buy-and-hold chart shows how Loandepot performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Loandepot Market Price Analysis
Market price analysis indicators help investors to evaluate how Loandepot stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Loandepot shares will generate the highest return on investment. By understating and applying Loandepot stock market price indicators, traders can identify Loandepot position entry and exit signals to maximize returns.
Loandepot Return and Market Media
The median price of Loandepot for the period between Sun, Oct 5, 2025 and Sat, Jan 3, 2026 is 2.83 with a coefficient of variation of 13.13. The daily time series for the period is distributed with a sample standard deviation of 0.37, arithmetic mean of 2.79, and mean deviation of 0.29. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Hsieh Anthony Li, loanDepot CEO, sells 3.73 million in stock By Investing.com - Investing.com UK | 10/16/2025 |
2 | Acquisition by Anthony Hsieh of 2000000 shares of Loandepot subject to Rule 16b-3 | 10/20/2025 |
3 | loanDepot GAAP EPS of -0.02 beats by 0.01, revenue of 323M beats by 10.06M | 11/06/2025 |
4 | Disposition of 50038 shares by Dawn Lepore of Loandepot at 2.85 subject to Rule 16b-3 | 11/10/2025 |
5 | Acquisition by Anthony Hsieh of 2300000 shares of Loandepot subject to Rule 16b-3 | 11/19/2025 |
6 | Disposition of 250000 shares by Jeffrey DerGurahian of Loandepot at 3.014 subject to Rule 16b-3 | 11/25/2025 |
7 | Disposition of 24606 shares by Anthony Hsieh of Loandepot subject to Rule 16b-3 | 11/28/2025 |
8 | Questexs LDI and ESTA Form New Strategic Partnership | 12/01/2025 |
9 | Will loanDepot Inc. Class stock outperform value peers - Quarterly Portfolio Review Low Risk High Win Rate Picks - Newser | 12/03/2025 |
10 | Disposition of 369266 shares by Anthony Hsieh of Loandepot at 2.808 subject to Rule 16b-3 | 12/08/2025 |
11 | Disposition of 230815 shares by Anthony Hsieh of Loandepot at 2.695 subject to Rule 16b-3 | 12/10/2025 |
12 | Insider Selling loanDepot CEO Sells 230,815 Shares of Stock - MarketBeat | 12/12/2025 |
13 | Disposition of 18601 shares by Darren Graeler of Loandepot subject to Rule 16b-3 | 12/15/2025 |
14 | Disposition of 308379 shares by Anthony Hsieh of Loandepot at 2.2926 subject to Rule 16b-3 | 12/17/2025 |
15 | Disposition of 217774 shares by Anthony Hsieh of Loandepot at 2.2776 subject to Rule 16b-3 | 12/19/2025 |
About Loandepot 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 Loandepot or other stocks. Alpha measures the amount that position in Loandepot 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.
| 2023 | 2024 | 2025 | 2026 (projected) | Dividend Yield | 0.00484 | 0.008616 | 0.007755 | 0.007367 | Price To Sales Ratio | 0.63 | 0.36 | 0.42 | 0.39 |
Loandepot Upcoming Company Events
As portrayed in its financial statements, the presentation of Loandepot's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Loandepot's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Loandepot's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Loandepot. Please utilize our Beneish M Score to check the likelihood of Loandepot's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Loandepot Backtesting, Loandepot Valuation, Loandepot Correlation, Loandepot Hype Analysis, Loandepot Volatility, Loandepot History and analyze Loandepot Performance. For more detail on how to invest in Loandepot Stock please use our How to Invest in Loandepot guide.You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Loandepot 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.