Lundin Gold Stock Alpha and Beta Analysis
| LUG Stock | CAD 33.30 0.42 1.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lundin Gold. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lundin Gold over a specified time horizon. Remember, high Lundin Gold'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 Lundin Gold's market risk premium analysis include:
Beta (0.56) | Alpha 0.35 | Risk 2.18 | Sharpe Ratio 0.15 | Expected Return 0.34 |
Lundin Gold Quarterly Cash And Equivalents |
|
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.
Lundin |
Lundin Gold Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lundin Gold market risk premium is the additional return an investor will receive from holding Lundin Gold 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 Lundin Gold. 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 Lundin Gold's performance over market.| α | 0.35 | β | -0.56 |
Lundin Gold 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 Lundin Gold's Buy-and-hold return. Our buy-and-hold chart shows how Lundin Gold performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lundin Gold Market Price Analysis
Market price analysis indicators help investors to evaluate how Lundin Gold stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lundin Gold shares will generate the highest return on investment. By understating and applying Lundin Gold stock market price indicators, traders can identify Lundin Gold position entry and exit signals to maximize returns.
Lundin Gold Return and Market Media
The median price of Lundin Gold for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 30.47 with a coefficient of variation of 8.66. The daily time series for the period is distributed with a sample standard deviation of 2.64, arithmetic mean of 30.55, and mean deviation of 2.24. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Lundin Gold EV-to-Revenue 5.01 - GuruFocus.com | 09/03/2024 |
2 | Lundin Gold Bonza Sur Is A Game-Changer - Seeking Alpha | 10/28/2024 |
About Lundin Gold 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 Lundin or other stocks. Alpha measures the amount that position in Lundin Gold 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0323 | 0.0211 | Price To Sales Ratio | 3.26 | 3.1 |
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 Lundin Gold 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, Lundin Gold's short interest history, or implied volatility extrapolated from Lundin Gold options trading.
Build Portfolio with Lundin Gold
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
Other Information on Investing in Lundin Stock
Lundin Gold financial ratios help investors to determine whether Lundin 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 Lundin with respect to the benefits of owning Lundin Gold security.