Lyondellbasell Industries Nv Stock Alpha and Beta Analysis
| LYB Stock | USD 83.71 0.91 1.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LyondellBasell Industries NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in LyondellBasell Industries over a specified time horizon. Remember, high LyondellBasell Industries' 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 LyondellBasell Industries' market risk premium analysis include:
Beta 0.85 | Alpha (0.31) | Risk 1.1 | Sharpe Ratio (0.23) | Expected Return (0.25) |
LyondellBasell Industries 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.
LyondellBasell |
LyondellBasell Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LyondellBasell Industries market risk premium is the additional return an investor will receive from holding LyondellBasell Industries 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 LyondellBasell Industries. 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 LyondellBasell Industries' performance over market.| α | -0.31 | β | 0.85 |
LyondellBasell Industries 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 LyondellBasell Industries' Buy-and-hold return. Our buy-and-hold chart shows how LyondellBasell Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.LyondellBasell Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how LyondellBasell Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading LyondellBasell Industries shares will generate the highest return on investment. By understating and applying LyondellBasell Industries stock market price indicators, traders can identify LyondellBasell Industries position entry and exit signals to maximize returns.
LyondellBasell Industries Return and Market Media
The median price of LyondellBasell Industries for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 93.79 with a coefficient of variation of 5.37. The daily time series for the period is distributed with a sample standard deviation of 4.91, arithmetic mean of 91.56, and mean deviation of 4.29. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| LyondellBasell Industries dividend paid on 3rd of September 2024 | 09/03/2024 |
1 | LYB finalise lacquisition dAPK, une entreprise spcialise dans le recyclage base de solvants | 10/18/2024 |
2 | LyondellBasell Reports Third Quarter 2024 Earnings | 11/01/2024 |
3 | QRG Capital Management Inc. Increases Stock Position in LyondellBasell Industries | 11/05/2024 |
4 | SOCMA Appoints Two New Leaders to Board of Governors | 11/07/2024 |
5 | Rossmore Private Capital Acquires 1,000 Shares of LyondellBasell Industries | 11/13/2024 |
6 | Bell Bank Sells 10,908 Shares of LyondellBasell Industries | 11/14/2024 |
7 | German Government Collapse Is a Bad Sign for Europe Opinion | 11/18/2024 |
8 | First Horizon Advisors Inc. Grows Position in LyondellBasell Industries | 11/20/2024 |
About LyondellBasell Industries 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 LyondellBasell or other stocks. Alpha measures the amount that position in LyondellBasell Industries 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 | 0.0482 | 0.12 | 0.0521 | 0.0629 | Price To Sales Ratio | 0.67 | 0.54 | 0.75 | 0.62 |
LyondellBasell Industries Upcoming Company Events
As portrayed in its financial statements, the presentation of LyondellBasell Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, LyondellBasell Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of LyondellBasell Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of LyondellBasell Industries. Please utilize our Beneish M Score to check the likelihood of LyondellBasell Industries' management manipulating its earnings.
| 2nd of February 2024 Upcoming Quarterly Report | View | |
| 26th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 2nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out LyondellBasell Industries Backtesting, LyondellBasell Industries Valuation, LyondellBasell Industries Correlation, LyondellBasell Industries Hype Analysis, LyondellBasell Industries Volatility, LyondellBasell Industries History and analyze LyondellBasell Industries Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
LyondellBasell Industries 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.