Royce Value Closed Stock Alpha and Beta Analysis
| RVT Stock | USD 16.70 0.22 1.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Royce Value Closed. It also helps investors analyze the systematic and unsystematic risks associated with investing in Royce Value over a specified time horizon. Remember, high Royce Value'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 Royce Value's market risk premium analysis include:
Beta 1.39 | Alpha (0.02) | Risk 1.29 | Sharpe Ratio 0.13 | Expected Return 0.17 |
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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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Royce Value Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Royce Value market risk premium is the additional return an investor will receive from holding Royce Value 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 Royce Value. 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 Royce Value's performance over market.| α | -0.02 | β | 1.39 |
Royce Value 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 Royce Value's Buy-and-hold return. Our buy-and-hold chart shows how Royce Value performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Royce Value Market Price Analysis
Market price analysis indicators help investors to evaluate how Royce Value stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Royce Value shares will generate the highest return on investment. By understating and applying Royce Value stock market price indicators, traders can identify Royce Value position entry and exit signals to maximize returns.
Royce Value Return and Market Media
The median price of Royce Value for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 15.53 with a coefficient of variation of 3.59. The daily time series for the period is distributed with a sample standard deviation of 0.56, arithmetic mean of 15.53, and mean deviation of 0.41. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Royce Small-Cap Trust, Inc. declares Third Quarter Common Stock Distribution of 0.28 Per Share | 09/03/2024 |
| Royce Value dividend paid on 23rd of September 2024 | 09/23/2024 |
2 | Royce Small-Cap Trust as of Aug 31, 2024 | 09/27/2024 |
3 | Insider Trading | 10/02/2024 |
4 | SeaCrest Wealth Management LLC Sells 67,610 Shares of Royce Value Trust Inc. | 10/17/2024 |
5 | Shaker Financial Services LLC Lowers Holdings in Royce Value Trust Inc. | 11/07/2024 |
6 | Royce Value Trust Sets New 52-Week High - Still a Buy - MarketBeat | 11/13/2024 |
7 | Royce Small-Cap Trust as of Oct 31, 2024 | 11/20/2024 |
8 | Royce Value Trust Inc. Shares Sold by Landscape Capital Management L.L.C. - MarketBeat | 11/22/2024 |
About Royce Value 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 Royce or other stocks. Alpha measures the amount that position in Royce Value Closed 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 | 2024 (projected) | PTB Ratio | 0.94 | 0.65 | Dividend Yield | 0.0496 | 0.0407 |
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 Royce Value 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, Royce Value's short interest history, or implied volatility extrapolated from Royce Value options trading.
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Additional Tools for Royce Stock Analysis
When running Royce Value's price analysis, check to measure Royce Value'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 Royce Value is operating at the current time. Most of Royce Value's value examination focuses on studying past and present price action to predict the probability of Royce Value's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Royce Value's price. Additionally, you may evaluate how the addition of Royce Value to your portfolios can decrease your overall portfolio volatility.