ARES CAPITAL PORATION Alpha and Beta Analysis
| 04010LBB8 | 91.84 0.36 0.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ARES CAPITAL PORATION. It also helps investors analyze the systematic and unsystematic risks associated with investing in 04010LBB8 over a specified time horizon. Remember, high 04010LBB8'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 04010LBB8's market risk premium analysis include:
Beta (0.07) | Alpha (0.05) | Risk 2.25 | Sharpe Ratio (0.04) | Expected Return (0.09) |
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.
04010LBB8 |
04010LBB8 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. 04010LBB8 market risk premium is the additional return an investor will receive from holding 04010LBB8 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 04010LBB8. 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 04010LBB8's performance over market.| α | -0.05 | β | -0.07 |
04010LBB8 Market Price Analysis
Market price analysis indicators help investors to evaluate how 04010LBB8 bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 04010LBB8 shares will generate the highest return on investment. By understating and applying 04010LBB8 bond market price indicators, traders can identify 04010LBB8 position entry and exit signals to maximize returns.
04010LBB8 Return and Market Media
The median price of 04010LBB8 for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 91.75 with a coefficient of variation of 1.63. The daily time series for the period is distributed with a sample standard deviation of 1.5, arithmetic mean of 91.57, and mean deviation of 0.75. The Bond did not receive any noticable media coverage during the period. Price Growth (%) |
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About 04010LBB8 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 04010LBB8 or other bonds. Alpha measures the amount that position in ARES CAPITAL PORATION 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 04010LBB8 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, 04010LBB8's short interest history, or implied volatility extrapolated from 04010LBB8 options trading.
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Other Information on Investing in 04010LBB8 Bond
04010LBB8 financial ratios help investors to determine whether 04010LBB8 Bond 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 04010LBB8 with respect to the benefits of owning 04010LBB8 security.