Loma Negra Compania Stock Alpha and Beta Analysis
| LOMA Stock | USD 10.48 0.07 0.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Loma Negra Compania. It also helps investors analyze the systematic and unsystematic risks associated with investing in Loma Negra over a specified time horizon. Remember, high Loma Negra'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 Loma Negra's market risk premium analysis include:
Beta 0.0695 | Alpha 0.67 | Risk 2.33 | Sharpe Ratio 0.29 | Expected Return 0.68 |
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.
Loma |
Loma Negra Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Loma Negra market risk premium is the additional return an investor will receive from holding Loma Negra 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 Loma Negra. 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 Loma Negra's performance over market.| α | 0.67 | β | 0.07 |
Loma Negra 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 Loma Negra's Buy-and-hold return. Our buy-and-hold chart shows how Loma Negra performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Loma Negra Market Price Analysis
Market price analysis indicators help investors to evaluate how Loma Negra stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Loma Negra shares will generate the highest return on investment. By understating and applying Loma Negra stock market price indicators, traders can identify Loma Negra position entry and exit signals to maximize returns.
Loma Negra Return and Market Media
The median price of Loma Negra for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 8.46 with a coefficient of variation of 13.32. The daily time series for the period is distributed with a sample standard deviation of 1.15, arithmetic mean of 8.61, and mean deviation of 0.9. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Loma Negras Parent Company Advances Debt Restructuring - TipRanks | 09/16/2024 |
2 | Loma Negra Compaa Industrial Argentina Sociedad Annima Sees Unusually-High Trading Volume - MarketBeat | 09/19/2024 |
3 | Loma Negra Cia Industria Argentina SA Q2 2024 Earnings Call Highlights Resilience Amid ... | 10/09/2024 |
4 | Is It Time To Consider Buying Loma Negra Compaa Industrial Argentina Sociedad Annima | 10/18/2024 |
5 | Loma Negra Compaa Industrial Argentina Sociedad Annima Hits New 1-Year High - Heres What Happened - MarketBeat | 11/04/2024 |
6 | Loma Negra Cia Industria Argentina SA Q3 2024 Earnings Call Highlights Navigating ... | 11/08/2024 |
7 | Loma Negra Compaa Industrial Argentina Sociedad Annima Q3 2024 Earnings Call Transcript | 11/11/2024 |
8 | Loma Negra Cia Industria Argentina SA Shares Up 6.18 percent on Nov 19 | 11/19/2024 |
About Loma Negra 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 Loma or other stocks. Alpha measures the amount that position in Loma Negra Compania 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 | 2023 (projected) | Dividend Yield | 0.25 | 0.11 | Price To Sales Ratio | 0.36 | 1.93 |
Loma Negra Upcoming Company Events
As portrayed in its financial statements, the presentation of Loma Negra's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Loma Negra's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Loma Negra's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Loma Negra. Please utilize our Beneish M Score to check the likelihood of Loma Negra's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Loma Negra
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 Loma Negra Backtesting, Loma Negra Valuation, Loma Negra Correlation, Loma Negra Hype Analysis, Loma Negra Volatility, Loma Negra History and analyze Loma Negra Performance. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Loma Negra 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.