Liontrust Asset (UK) Alpha and Beta Analysis
| LIO Stock | 472.00 12.00 2.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Liontrust Asset Management. It also helps investors analyze the systematic and unsystematic risks associated with investing in Liontrust Asset over a specified time horizon. Remember, high Liontrust Asset'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 Liontrust Asset's market risk premium analysis include:
Beta 0.56 | Alpha (0.53) | Risk 2.42 | Sharpe Ratio (0.17) | Expected Return (0.42) |
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.
Liontrust |
Liontrust Asset Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Liontrust Asset market risk premium is the additional return an investor will receive from holding Liontrust Asset 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 Liontrust Asset. 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 Liontrust Asset's performance over market.| α | -0.53 | β | 0.56 |
Liontrust Asset 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 Liontrust Asset's Buy-and-hold return. Our buy-and-hold chart shows how Liontrust Asset performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Liontrust Asset Market Price Analysis
Market price analysis indicators help investors to evaluate how Liontrust Asset stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Liontrust Asset shares will generate the highest return on investment. By understating and applying Liontrust Asset stock market price indicators, traders can identify Liontrust Asset position entry and exit signals to maximize returns.
Liontrust Asset Return and Market Media
The median price of Liontrust Asset for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 524.0 with a coefficient of variation of 13.05. The daily time series for the period is distributed with a sample standard deviation of 68.09, arithmetic mean of 521.89, and mean deviation of 61.39. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Liontrust Asset Managements Resolutions Pass with Strong Majority - TipRanks | 09/19/2024 |
2 | Should you buy shares in Schroders, Abrdn and Liontrust - The Times | 09/26/2024 |
3 | TFG Asset Management Boosts Stake in Liontrust - MSN | 11/20/2024 |
About Liontrust Asset 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 Liontrust or other stocks. Alpha measures the amount that position in Liontrust Asset Mana 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.
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 Liontrust Asset 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, Liontrust Asset's short interest history, or implied volatility extrapolated from Liontrust Asset options trading.
Build Portfolio with Liontrust Asset
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Other Information on Investing in Liontrust Stock
Liontrust Asset financial ratios help investors to determine whether Liontrust 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 Liontrust with respect to the benefits of owning Liontrust Asset security.