Xai Octagon Floating Stock Alpha and Beta Analysis
| XFLT Stock | USD 6.95 0.01 0.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as XAI Octagon Floating. It also helps investors analyze the systematic and unsystematic risks associated with investing in XAI Octagon over a specified time horizon. Remember, high XAI Octagon'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 XAI Octagon's market risk premium analysis include:
Beta 0.0473 | Alpha 0.0517 | Risk 0.31 | Sharpe Ratio 0.23 | Expected Return 0.0705 |
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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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XAI Octagon Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. XAI Octagon market risk premium is the additional return an investor will receive from holding XAI Octagon 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 XAI Octagon. 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 XAI Octagon's performance over market.| α | 0.05 | β | 0.05 |
XAI Octagon 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 XAI Octagon's Buy-and-hold return. Our buy-and-hold chart shows how XAI Octagon performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.XAI Octagon Market Price Analysis
Market price analysis indicators help investors to evaluate how XAI Octagon stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading XAI Octagon shares will generate the highest return on investment. By understating and applying XAI Octagon stock market price indicators, traders can identify XAI Octagon position entry and exit signals to maximize returns.
XAI Octagon Return and Market Media
The median price of XAI Octagon for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 6.71 with a coefficient of variation of 1.51. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 6.74, and mean deviation of 0.09. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| XAI Octagon dividend paid on 3rd of September 2024 | 09/03/2024 |
1 | Acquisition by Spence John Yogi of 127 shares of XAI Octagon at 8.4946 subject to Rule 16b-3 | 09/11/2024 |
2 | Acquisition by Brombach Theodore J of 2100 shares of XAI Octagon at 6.49 subject to Rule 16b-3 | 09/12/2024 |
3 | XAI Octagon Floating Rate Alternative Income Trust to Issue Monthly Dividend of 0.09 | 09/16/2024 |
| XAI Octagon dividend paid on 1st of October 2024 | 10/01/2024 |
5 | Acquisition by Spence John Yogi of 3417 shares of XAI Octagon at 7.13 subject to Rule 16b-3 | 10/02/2024 |
6 | Acquisition by Benjamin Mcculloch of 100 shares of XAI Octagon at 8.6663 subject to Rule 16b-3 | 10/14/2024 |
7 | Madison Covered Call Equity Strategy Fund Announces Shareholder Approval of XA Investments as Investment Adviser and Madison Investments as Sub-Adviser Fund to ... | 10/15/2024 |
8 | XA Investments Non-Listed Closed End Funds Third Quarter 2024 Market Update | 10/24/2024 |
| XAI Octagon dividend paid on 1st of November 2024 | 11/01/2024 |
10 | Disposition of tradable shares by Meyers William T. of XAI Octagon subject to Rule 16b-3 | 11/05/2024 |
11 | XAI Octagon Floating Rate Alternative Income Trust Will Host Q3 2024 Quarterly Webinar on December 6, 2024 | 11/21/2024 |
About XAI Octagon 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 XAI or other stocks. Alpha measures the amount that position in XAI Octagon Floating 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.
| 2023 | 2024 (projected) | PTB Ratio | 1.02 | 1.05 | Dividend Yield | 0.11 | 0.08 |
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 XAI Octagon 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, XAI Octagon's short interest history, or implied volatility extrapolated from XAI Octagon options trading.
Build Portfolio with XAI Octagon
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Additional Tools for XAI Stock Analysis
When running XAI Octagon's price analysis, check to measure XAI Octagon'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 XAI Octagon is operating at the current time. Most of XAI Octagon's value examination focuses on studying past and present price action to predict the probability of XAI Octagon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move XAI Octagon's price. Additionally, you may evaluate how the addition of XAI Octagon to your portfolios can decrease your overall portfolio volatility.