Lion Group Holding Stock Alpha and Beta Analysis
| LGHL Stock | USD 0.18 0.02 10.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lion Group Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lion Group over a specified time horizon. Remember, high Lion Group'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 Group's market risk premium analysis include:
Beta 0.28 | Alpha (0.04) | Risk 6.73 | Sharpe Ratio (0.0002) | Expected Return (0) |
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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.
Lion |
Lion Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lion Group market risk premium is the additional return an investor will receive from holding Lion Group 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 Group. 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 Group's performance over market.| α | -0.04 | β | 0.28 |
Lion Group 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 Group's Buy-and-hold return. Our buy-and-hold chart shows how Lion Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lion Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Lion Group 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 Group shares will generate the highest return on investment. By understating and applying Lion Group stock market price indicators, traders can identify Lion Group position entry and exit signals to maximize returns.
Lion Group Return and Market Media
The median price of Lion Group for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 0.2 with a coefficient of variation of 9.04. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.21, and mean deviation of 0.02. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | 3 SEHK Dividend Stocks Yielding Up To 9.4 percent - Yahoo Finance | 10/17/2024 |
2 | Lion Group schedules annual shareholder meeting | 11/26/2024 |
About Lion Group 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 Group Holding 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) | PTB Ratio | 0.72 | 1.14 | 0.0379 | 0.036 | Dividend Yield | 0.00761 | 0.13 | 0.11 | 0.12 |
Lion Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Lion Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lion Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lion Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lion Group. Please utilize our Beneish M Score to check the likelihood of Lion Group's management manipulating its earnings.
| 26th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Lion Group
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Align your risk with return expectations
Check out Lion Group Backtesting, Lion Group Valuation, Lion Group Correlation, Lion Group Hype Analysis, Lion Group Volatility, Lion Group History and analyze Lion Group Performance. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Lion Group 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.