Lundin Mining Stock Alpha and Beta Analysis
| LUN Stock | CAD 13.68 0.61 4.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lundin Mining. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lundin Mining over a specified time horizon. Remember, high Lundin Mining'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 Mining's market risk premium analysis include:
Beta (0.24) | Alpha 0.15 | Risk 3.02 | Sharpe Ratio 0.0136 | Expected Return 0.0411 |
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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.
Lundin |
Lundin Mining Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lundin Mining market risk premium is the additional return an investor will receive from holding Lundin Mining 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 Mining. 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 Mining's performance over market.| α | 0.15 | β | -0.24 |
Lundin Mining 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 Mining's Buy-and-hold return. Our buy-and-hold chart shows how Lundin Mining performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lundin Mining Market Price Analysis
Market price analysis indicators help investors to evaluate how Lundin Mining 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 Mining shares will generate the highest return on investment. By understating and applying Lundin Mining stock market price indicators, traders can identify Lundin Mining position entry and exit signals to maximize returns.
Lundin Mining Return and Market Media
The median price of Lundin Mining for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 13.96 with a coefficient of variation of 6.28. The daily time series for the period is distributed with a sample standard deviation of 0.86, arithmetic mean of 13.67, and mean deviation of 0.66. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Lundin Mining Expands Share Capital and Voting Rights - TipRanks | 08/30/2024 |
2 | Lundin Minings five-year earnings growth trails the solid shareholder returns - Simply Wall St | 09/24/2024 |
3 | Lundin Mining Stock Price Passes Above Fifty Day Moving Average - Should You Sell - MarketBeat | 10/03/2024 |
4 | Lundin Mining Co. Announces Dividend of 0.06 - MarketBeat | 11/22/2024 |
About Lundin Mining 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 Mining 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 | 0.0395 | 0.0608 | 0.0327 | 0.0226 | Price To Sales Ratio | 1.73 | 1.49 | 1.86 | 2.97 |
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 Mining 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 Mining's short interest history, or implied volatility extrapolated from Lundin Mining options trading.
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Other Information on Investing in Lundin Stock
Lundin Mining 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 Mining security.