Minto Apartment Real Stock Alpha and Beta Analysis
| MI-UN Stock | CAD 14.53 0.28 1.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Minto Apartment Real. It also helps investors analyze the systematic and unsystematic risks associated with investing in Minto Apartment over a specified time horizon. Remember, high Minto Apartment'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 Minto Apartment's market risk premium analysis include:
Beta 0.3 | Alpha (0.19) | Risk 1.17 | Sharpe Ratio (0.17) | Expected Return (0.20) |
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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.
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Minto Apartment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Minto Apartment market risk premium is the additional return an investor will receive from holding Minto Apartment 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 Minto Apartment. 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 Minto Apartment's performance over market.| α | -0.19 | β | 0.30 |
Minto Apartment 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 Minto Apartment's Buy-and-hold return. Our buy-and-hold chart shows how Minto Apartment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Minto Apartment Market Price Analysis
Market price analysis indicators help investors to evaluate how Minto Apartment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Minto Apartment shares will generate the highest return on investment. By understating and applying Minto Apartment stock market price indicators, traders can identify Minto Apartment position entry and exit signals to maximize returns.
Minto Apartment Return and Market Media
The median price of Minto Apartment for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 15.89 with a coefficient of variation of 6.88. The daily time series for the period is distributed with a sample standard deviation of 1.08, arithmetic mean of 15.64, and mean deviation of 0.95. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Minto Apartment REIT TSX Clears Buyback of 5 percent of Units - MarketWatch | 09/25/2024 |
2 | Minto Apartment Real Estate Investment Trust Announces November 2024 Cash Distribution, Payable on December 16, 2024 - Marketscreener.com | 11/15/2024 |
About Minto Apartment 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 Minto or other stocks. Alpha measures the amount that position in Minto Apartment Real 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 | 0.0129 | 0.0209 | 0.0184 | 0.0133 | Price To Sales Ratio | 10.58 | 6.34 | 6.73 | 9.03 |
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 Minto Apartment 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, Minto Apartment's short interest history, or implied volatility extrapolated from Minto Apartment options trading.
Build Portfolio with Minto Apartment
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Additional Tools for Minto Stock Analysis
When running Minto Apartment's price analysis, check to measure Minto Apartment'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 Minto Apartment is operating at the current time. Most of Minto Apartment's value examination focuses on studying past and present price action to predict the probability of Minto Apartment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Minto Apartment's price. Additionally, you may evaluate how the addition of Minto Apartment to your portfolios can decrease your overall portfolio volatility.