Auteco Minerals Limited Stock Alpha and Beta Analysis
| MNXMF Stock | USD 1.36 0.14 9.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Auteco Minerals Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Auteco Minerals over a specified time horizon. Remember, high Auteco Minerals' 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 Auteco Minerals' market risk premium analysis include:
Beta (0.59) | Alpha 1.04 | Risk 7.21 | Sharpe Ratio 0.14 | Expected Return 1.01 |
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.
Auteco |
Auteco Minerals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Auteco Minerals market risk premium is the additional return an investor will receive from holding Auteco Minerals 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 Auteco Minerals. 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 Auteco Minerals' performance over market.| α | 1.04 | β | -0.59 |
Auteco Minerals 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 Auteco Minerals' Buy-and-hold return. Our buy-and-hold chart shows how Auteco Minerals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Auteco Minerals Market Price Analysis
Market price analysis indicators help investors to evaluate how Auteco Minerals pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Auteco Minerals shares will generate the highest return on investment. By understating and applying Auteco Minerals pink sheet market price indicators, traders can identify Auteco Minerals position entry and exit signals to maximize returns.
Auteco Minerals Return and Market Media
Price Growth (%) |
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About Auteco Minerals 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 Auteco or other pink sheets. Alpha measures the amount that position in Auteco Minerals 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.
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 Auteco Minerals 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, Auteco Minerals' short interest history, or implied volatility extrapolated from Auteco Minerals options trading.
Build Portfolio with Auteco Minerals
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Other Information on Investing in Auteco Pink Sheet
Auteco Minerals financial ratios help investors to determine whether Auteco Pink Sheet 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 Auteco with respect to the benefits of owning Auteco Minerals security.