Lgl Group Stock Alpha and Beta Analysis
| LGL Stock | USD 6.15 0.11 1.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LGL Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in LGL over a specified time horizon. Remember, high LGL'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 LGL's market risk premium analysis include:
Beta 0.36 | Alpha 0.14 | Risk 3.38 | Sharpe Ratio 0.0556 | Expected Return 0.19 |
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.
LGL |
LGL Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LGL market risk premium is the additional return an investor will receive from holding LGL 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 LGL. 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 LGL's performance over market.| α | 0.14 | β | 0.36 |
LGL 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 LGL's Buy-and-hold return. Our buy-and-hold chart shows how LGL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.LGL Market Price Analysis
Market price analysis indicators help investors to evaluate how LGL stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading LGL shares will generate the highest return on investment. By understating and applying LGL stock market price indicators, traders can identify LGL position entry and exit signals to maximize returns.
LGL Return and Market Media
The median price of LGL for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 5.96 with a coefficient of variation of 2.92. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 5.96, and mean deviation of 0.13. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About LGL 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 LGL or other stocks. Alpha measures the amount that position in LGL 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.
LGL Upcoming Company Events
As portrayed in its financial statements, the presentation of LGL's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, LGL's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of LGL's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of LGL. Please utilize our Beneish M Score to check the likelihood of LGL's management manipulating its earnings.
| 15th of April 2024 Upcoming Quarterly Report | View | |
| 21st of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of April 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with LGL
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out LGL Backtesting, LGL Valuation, LGL Correlation, LGL Hype Analysis, LGL Volatility, LGL History and analyze LGL Performance. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
LGL 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.