Sancus Lending (UK) Alpha and Beta Analysis
| LEND Stock | 0.45 0.05 10.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sancus Lending Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sancus Lending over a specified time horizon. Remember, high Sancus Lending'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 Sancus Lending's market risk premium analysis include:
Beta 1.34 | Alpha 0.0677 | Risk 4.32 | Sharpe Ratio 0.0212 | Expected Return 0.0914 |
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.
Sancus |
Sancus Lending Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sancus Lending market risk premium is the additional return an investor will receive from holding Sancus Lending 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 Sancus Lending. 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 Sancus Lending's performance over market.| α | 0.07 | β | 1.34 |
Sancus Lending 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 Sancus Lending's Buy-and-hold return. Our buy-and-hold chart shows how Sancus Lending performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sancus Lending Market Price Analysis
Market price analysis indicators help investors to evaluate how Sancus Lending stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sancus Lending shares will generate the highest return on investment. By understating and applying Sancus Lending stock market price indicators, traders can identify Sancus Lending position entry and exit signals to maximize returns.
Sancus Lending Return and Market Media
The median price of Sancus Lending for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 0.5 with a coefficient of variation of 5.23. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 0.49, and mean deviation of 0.02. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Sancus losses soften as it completes 51m in lending in H1 - Mortgage Solutions | 09/17/2024 |
2 | Sancus Lending Group Plans ZDP Shares Delisting - TipRanks | 11/13/2024 |
About Sancus Lending 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 Sancus or other stocks. Alpha measures the amount that position in Sancus Lending Group 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 Sancus Lending 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, Sancus Lending's short interest history, or implied volatility extrapolated from Sancus Lending options trading.
Build Portfolio with Sancus Lending
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Additional Tools for Sancus Stock Analysis
When running Sancus Lending's price analysis, check to measure Sancus Lending'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 Sancus Lending is operating at the current time. Most of Sancus Lending's value examination focuses on studying past and present price action to predict the probability of Sancus Lending's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sancus Lending's price. Additionally, you may evaluate how the addition of Sancus Lending to your portfolios can decrease your overall portfolio volatility.