Lockheed Martin Stock Alpha and Beta Analysis
| LMT Stock | USD 542.22 0.21 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lockheed Martin. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lockheed Martin over a specified time horizon. Remember, high Lockheed Martin'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 Lockheed Martin's market risk premium analysis include:
Beta 0.43 | Alpha (0.09) | Risk 1.28 | Sharpe Ratio (0.02) | Expected Return (0.03) |
Lockheed Martin Quarterly Cash And Equivalents |
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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.
Lockheed |
Lockheed Martin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lockheed Martin market risk premium is the additional return an investor will receive from holding Lockheed Martin 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 Lockheed Martin. 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 Lockheed Martin's performance over market.| α | -0.09 | β | 0.43 |
Lockheed Martin 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 Lockheed Martin's Buy-and-hold return. Our buy-and-hold chart shows how Lockheed Martin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lockheed Martin Market Price Analysis
Market price analysis indicators help investors to evaluate how Lockheed Martin stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lockheed Martin shares will generate the highest return on investment. By understating and applying Lockheed Martin stock market price indicators, traders can identify Lockheed Martin position entry and exit signals to maximize returns.
Lockheed Martin Return and Market Media
The median price of Lockheed Martin for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 567.22 with a coefficient of variation of 4.08. The daily time series for the period is distributed with a sample standard deviation of 23.32, arithmetic mean of 571.08, and mean deviation of 18.57. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Lockheed Martin dividend paid on 27th of September 2024 | 09/27/2024 |
1 | A real-life Rosie the Riveter, Jennifer McMullen, turns 100 | 10/24/2024 |
2 | Martin Marietta announces pricing terms of debt offering | 10/31/2024 |
3 | Kinder Morgan president Thomas Martin sells 502,530 in stock | 11/07/2024 |
4 | Martin Lewis lashes out at incredibly frustrating smart meter issue not done right | 11/11/2024 |
5 | JPL to lay off roughly 5 percent of its workforce | 11/12/2024 |
6 | T. Rowe Price Investment Management, Inc. Expands Stake in Martin Marietta Materials Inc. | 11/14/2024 |
7 | DNC chair election kicks off as former Maryland Gov. Martin OMalley enters the race | 11/18/2024 |
8 | FDIC Chairman Martin Gruenberg to Resign in January | 11/19/2024 |
9 | Lockheed Martin Unusual Options Activity For November 20 | 11/20/2024 |
10 | Qualcomms SVP Martin Neil sells 202,120 in stock | 11/21/2024 |
11 | Martin Truex Jr. Shocks Fans with Daytona 500 Decision | 11/22/2024 |
About Lockheed Martin 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 Lockheed or other stocks. Alpha measures the amount that position in Lockheed Martin 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 | 0.0299 | 0.0235 | 0.0269 | 0.02 | Price To Sales Ratio | 1.47 | 1.94 | 1.68 | 1.76 |
Lockheed Martin Upcoming Company Events
As portrayed in its financial statements, the presentation of Lockheed Martin's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lockheed Martin's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lockheed Martin's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lockheed Martin. Please utilize our Beneish M Score to check the likelihood of Lockheed Martin's management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 16th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 28th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Additional Tools for Lockheed Stock Analysis
When running Lockheed Martin's price analysis, check to measure Lockheed Martin'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 Lockheed Martin is operating at the current time. Most of Lockheed Martin's value examination focuses on studying past and present price action to predict the probability of Lockheed Martin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lockheed Martin's price. Additionally, you may evaluate how the addition of Lockheed Martin to your portfolios can decrease your overall portfolio volatility.