Lightinthebox Holding Co Stock Alpha and Beta Analysis
| LITB Stock | USD 2.06 0.06 3.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LightInTheBox Holding Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in LightInTheBox Holding over a specified time horizon. Remember, high LightInTheBox Holding'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 LightInTheBox Holding's market risk premium analysis include:
Beta (0.30) | Alpha 0.004291 | Risk 10.15 | Sharpe Ratio 0.0034 | Expected Return 0.0343 |
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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.
LightInTheBox |
LightInTheBox Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LightInTheBox Holding market risk premium is the additional return an investor will receive from holding LightInTheBox Holding 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 LightInTheBox Holding. 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 LightInTheBox Holding's performance over market.| α | 0 | β | -0.3 |
LightInTheBox Holding 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 LightInTheBox Holding's Buy-and-hold return. Our buy-and-hold chart shows how LightInTheBox Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.LightInTheBox Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how LightInTheBox Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading LightInTheBox Holding shares will generate the highest return on investment. By understating and applying LightInTheBox Holding stock market price indicators, traders can identify LightInTheBox Holding position entry and exit signals to maximize returns.
LightInTheBox Holding Return and Market Media
The median price of LightInTheBox Holding for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 2.62 with a coefficient of variation of 22.4. The daily time series for the period is distributed with a sample standard deviation of 0.6, arithmetic mean of 2.67, and mean deviation of 0.45. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | LightInTheBox to Hold Annual General Meeting on October 11, 2024 | 09/11/2024 |
2 | LightInTheBox Annual General Meeting | 10/09/2024 |
3 | LightInTheBox Research Coverage Started at StockNews.com | 10/15/2024 |
About LightInTheBox Holding 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 LightInTheBox or other stocks. Alpha measures the amount that position in LightInTheBox 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) | Payables Turnover | 10.17 | 8.62 | 17.01 | 8.68 | Days Of Inventory On Hand | 18.29 | 22.78 | 13.83 | 20.38 |
LightInTheBox Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of LightInTheBox Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, LightInTheBox Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of LightInTheBox Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of LightInTheBox Holding. Please utilize our Beneish M Score to check the likelihood of LightInTheBox Holding's management manipulating its earnings.
| 18th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out LightInTheBox Holding Backtesting, LightInTheBox Holding Valuation, LightInTheBox Holding Correlation, LightInTheBox Holding Hype Analysis, LightInTheBox Holding Volatility, LightInTheBox Holding History and analyze LightInTheBox Holding Performance. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
LightInTheBox Holding 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.