Lion Electric Corp Stock Alpha and Beta Analysis
| LEV Stock | CAD 0.29 0.03 9.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lion Electric Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lion Electric over a specified time horizon. Remember, high Lion Electric'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 Lion Electric's market risk premium analysis include:
Beta 0.34 | Alpha (1.56) | Risk 6.86 | Sharpe Ratio (0.23) | Expected Return (1.59) |
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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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Lion Electric Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lion Electric market risk premium is the additional return an investor will receive from holding Lion Electric 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 Lion Electric. 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 Lion Electric's performance over market.| α | -1.56 | β | 0.34 |
Lion Electric 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 Lion Electric's Buy-and-hold return. Our buy-and-hold chart shows how Lion Electric performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lion Electric Market Price Analysis
Market price analysis indicators help investors to evaluate how Lion Electric stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lion Electric shares will generate the highest return on investment. By understating and applying Lion Electric stock market price indicators, traders can identify Lion Electric position entry and exit signals to maximize returns.
Lion Electric Return and Market Media
The median price of Lion Electric for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 0.91 with a coefficient of variation of 24.85. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 0.85, and mean deviation of 0.15. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Stocks In Play The Lion Electric Company By Baystreet.ca - Investing.com Canada | 11/21/2024 |
About Lion Electric 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 Lion or other stocks. Alpha measures the amount that position in Lion Electric 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 239.7 | 164.28 | 108.91 | 128.33 | PTB Ratio | 4.37 | 0.99 | 1.11 | 1.05 |
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 Lion Electric 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, Lion Electric's short interest history, or implied volatility extrapolated from Lion Electric options trading.
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Align your risk with return expectations
Check out Lion Electric Backtesting, Lion Electric Valuation, Lion Electric Correlation, Lion Electric Hype Analysis, Lion Electric Volatility, Lion Electric History and analyze Lion Electric Performance. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Lion Electric 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.