Lear Corporation Stock Alpha and Beta Analysis
| LEA Stock | USD 94.32 0.14 0.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lear Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lear over a specified time horizon. Remember, high Lear'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 Lear's market risk premium analysis include:
Beta 0.16 | Alpha (0.15) | Risk 1.71 | Sharpe Ratio (0.09) | Expected Return (0.15) |
Lear 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.
Lear |
Lear Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lear market risk premium is the additional return an investor will receive from holding Lear 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 Lear. 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 Lear's performance over market.| α | -0.15 | β | 0.16 |
Lear 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 Lear's Buy-and-hold return. Our buy-and-hold chart shows how Lear performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lear Market Price Analysis
Market price analysis indicators help investors to evaluate how Lear stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lear shares will generate the highest return on investment. By understating and applying Lear stock market price indicators, traders can identify Lear position entry and exit signals to maximize returns.
Lear Return and Market Media
The median price of Lear for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 96.22 with a coefficient of variation of 4.18. The daily time series for the period is distributed with a sample standard deviation of 4.08, arithmetic mean of 97.48, and mean deviation of 3.3. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Lear Shares Shrink 4 percent Since Q3 Earnings Beat Expectations | 10/29/2024 |
2 | Disposition of 110 shares by Nicholas Roelli of Lear at 96.98 subject to Rule 16b-3 | 11/07/2024 |
3 | Acquisition by Amy Doyle of 1068 shares of Lear subject to Rule 16b-3 | 11/20/2024 |
4 | Lear to Participate in the Goldman Sachs Industrials and Materials Conference | 11/22/2024 |
5 | While shareholders of Lear are in the red over the last three years, underlying earnings have actually grown | 11/26/2024 |
6 | Point72 Asset Management L.P. Has 3.30 Million Stock Position in Lear Co. - MarketBeat | 12/10/2024 |
7 | REPLY LEA Reply ottiene il riconoscimento Foundational Technical Review di AWS per supply chain pi sicure e resilienti | 12/17/2024 |
8 | Lear Hits New 12-Month Low Time to Sell | 12/19/2024 |
| Lear dividend paid on 30th of December 2024 | 12/30/2024 |
9 | Acquisition by Kathleen Ligocki of tradable shares of Lear subject to Rule 16b-3 | 12/31/2024 |
10 | Acquisition by Jason Cardew of 11382 shares of Lear subject to Rule 16b-3 | 01/02/2025 |
11 | Disposition of 3846 shares by Jason Cardew of Lear subject to Rule 16b-3 | 01/03/2025 |
12 | Lear Corp Announces Fourth Quarter and Full Year 2024 Earnings Conference Call | 01/10/2025 |
13 | Are Options Traders Betting on a Big Move in Lear Stock | 01/14/2025 |
About Lear 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 Lear or other stocks. Alpha measures the amount that position in Lear 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.
| 2022 | 2024 | 2025 (projected) | Dividend Yield | 0.0251 | 0.0197 | 0.0102 | Price To Sales Ratio | 0.35 | 0.41 | 0.46 |
Lear Upcoming Company Events
As portrayed in its financial statements, the presentation of Lear's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lear's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lear's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lear. Please utilize our Beneish M Score to check the likelihood of Lear's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 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 Lear Backtesting, Lear Valuation, Lear Correlation, Lear Hype Analysis, Lear Volatility, Lear History and analyze Lear Performance. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Lear 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.