Limoneira Co Stock Alpha and Beta Analysis
| LMNR Stock | USD 26.54 0.16 0.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Limoneira Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Limoneira over a specified time horizon. Remember, high Limoneira'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 Limoneira's market risk premium analysis include:
Beta 0.33 | Alpha 0.31 | Risk 2.08 | Sharpe Ratio 0.087 | Expected Return 0.18 |
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.
Limoneira |
Limoneira Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Limoneira market risk premium is the additional return an investor will receive from holding Limoneira 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 Limoneira. 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 Limoneira's performance over market.| α | 0.31 | β | 0.33 |
Limoneira 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 Limoneira's Buy-and-hold return. Our buy-and-hold chart shows how Limoneira performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Limoneira Market Price Analysis
Market price analysis indicators help investors to evaluate how Limoneira stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Limoneira shares will generate the highest return on investment. By understating and applying Limoneira stock market price indicators, traders can identify Limoneira position entry and exit signals to maximize returns.
Limoneira Return and Market Media
The median price of Limoneira for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 26.39 with a coefficient of variation of 6.06. The daily time series for the period is distributed with a sample standard deviation of 1.58, arithmetic mean of 26.09, and mean deviation of 1.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Limoneira Company Announces Third Quarter Fiscal Year 2024 Financial Results | 09/09/2024 |
2 | Limoneira Q3 2024 Earnings Call Transcript | 09/10/2024 |
3 | Limoneira stock soars to 52-week high, touches 25.91 - Investing.com | 09/13/2024 |
4 | DOLE vs. LMNR Which Stock Is the Better Value Option | 09/18/2024 |
5 | Limoneira Company declares 0.075 dividend | 09/25/2024 |
6 | Limoneira Will Pay A Dividend Of 0.075 | 10/01/2024 |
| Limoneira dividend paid on 18th of October 2024 | 10/18/2024 |
7 | Disposition of 4000 shares by Mark Palamountain of Limoneira at 14.33 subject to Rule 16b-3 | 10/30/2024 |
8 | Disposition of 5824 shares by Mark Palamountain of Limoneira at 25.64 subject to Rule 16b-3 | 10/31/2024 |
9 | Acquisition by Mark Palamountain of 9789 shares of Limoneira subject to Rule 16b-3 | 11/01/2024 |
10 | Insiders Of Limoneira Reap Rewards After Their Investment Jumps Another US982k | 11/07/2024 |
11 | Limoneira Shares Acquired by Global Alpha Capital Management Ltd. - MarketBeat | 11/20/2024 |
About Limoneira 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 Limoneira or other stocks. Alpha measures the amount that position in Limoneira 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) | Dividend Yield | 0.0278 | 0.0234 | 0.021 | 0.0113 | Price To Sales Ratio | 1.13 | 1.4 | 1.61 | 3.11 |
Limoneira Upcoming Company Events
As portrayed in its financial statements, the presentation of Limoneira's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Limoneira's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Limoneira's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Limoneira. Please utilize our Beneish M Score to check the likelihood of Limoneira's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 4th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 19th of December 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of October 2023 Last Financial Announcement | View |
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Additional Tools for Limoneira Stock Analysis
When running Limoneira's price analysis, check to measure Limoneira's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Limoneira is operating at the current time. Most of Limoneira's value examination focuses on studying past and present price action to predict the probability of Limoneira's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Limoneira's price. Additionally, you may evaluate how the addition of Limoneira to your portfolios can decrease your overall portfolio volatility.