Canadian Life Companies Stock Alpha and Beta Analysis
| LFE Stock | CAD 7.27 0.08 1.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Canadian Life Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Canadian Life over a specified time horizon. Remember, high Canadian Life'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 Canadian Life's market risk premium analysis include:
Beta 0.2 | Alpha 0.55 | Risk 1.6 | Sharpe Ratio 0.35 | Expected Return 0.56 |
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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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Canadian Life Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Canadian Life market risk premium is the additional return an investor will receive from holding Canadian Life 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 Canadian Life. 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 Canadian Life's performance over market.| α | 0.55 | β | 0.20 |
Canadian Life 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 Canadian Life's Buy-and-hold return. Our buy-and-hold chart shows how Canadian Life performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Canadian Life Market Price Analysis
Market price analysis indicators help investors to evaluate how Canadian Life stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Canadian Life shares will generate the highest return on investment. By understating and applying Canadian Life stock market price indicators, traders can identify Canadian Life position entry and exit signals to maximize returns.
Canadian Life Return and Market Media
The median price of Canadian Life for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 6.23 with a coefficient of variation of 10.82. The daily time series for the period is distributed with a sample standard deviation of 0.67, arithmetic mean of 6.16, and mean deviation of 0.53. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Canadian Life Split Corp. Raises Dividend Rates - TipRanks | 09/18/2024 |
2 | Canadian Life Companies Split Corp. Declares Class A Preferred Share Dividend - Marketscreener.com | 11/20/2024 |
About Canadian Life 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 Canadian or other stocks. Alpha measures the amount that position in Canadian Life Companies 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 | 2024 (projected) | PTB Ratio | 0.88 | 1.08 | Dividend Yield | 0.29 | 0.14 |
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 Canadian Life 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, Canadian Life's short interest history, or implied volatility extrapolated from Canadian Life options trading.
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Other Information on Investing in Canadian Stock
Canadian Life financial ratios help investors to determine whether Canadian Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Canadian with respect to the benefits of owning Canadian Life security.