Lichen China Limited Stock Alpha and Beta Analysis
| LICN Stock | 2.16 0.12 5.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lichen China Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lichen China over a specified time horizon. Remember, high Lichen China'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 Lichen China's market risk premium analysis include:
Beta 1.31 | Alpha 0.1 | Risk 5.5 | Sharpe Ratio 0.0258 | Expected Return 0.14 |
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.
Lichen |
Lichen China Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lichen China market risk premium is the additional return an investor will receive from holding Lichen China 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 Lichen China. 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 Lichen China's performance over market.| α | 0.10 | β | 1.31 |
Lichen China 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 Lichen China's Buy-and-hold return. Our buy-and-hold chart shows how Lichen China performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lichen China Market Price Analysis
Market price analysis indicators help investors to evaluate how Lichen China stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lichen China shares will generate the highest return on investment. By understating and applying Lichen China stock market price indicators, traders can identify Lichen China position entry and exit signals to maximize returns.
Lichen China Return and Market Media
The median price of Lichen China for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 1.89 with a coefficient of variation of 7.33. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 1.92, and mean deviation of 0.11. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Lichen China Limiteds Stock Has Shown Weakness Lately But Financial Prospects Look Decent Is The Market Wrong | 09/09/2024 |
2 | Lichen Chinas Returns On Capital Not Reflecting Well On The Business | 11/14/2024 |
About Lichen China 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 Lichen or other stocks. Alpha measures the amount that position in Lichen China Limited 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0389 | 0.0387 | Price To Sales Ratio | 1.3 | 1.23 |
Lichen China Upcoming Company Events
As portrayed in its financial statements, the presentation of Lichen China's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lichen China's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lichen China's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lichen China. Please utilize our Beneish M Score to check the likelihood of Lichen China's management manipulating its earnings.
| 6th of May 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Lichen China
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 Lichen China Backtesting, Lichen China Valuation, Lichen China Correlation, Lichen China Hype Analysis, Lichen China Volatility, Lichen China History and analyze Lichen China Performance. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Lichen China 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.