Alico Inc Stock Alpha and Beta Analysis
| ALCO Stock | USD 26.44 0.36 1.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Alico Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Alico over a specified time horizon. Remember, high Alico'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 Alico's market risk premium analysis include:
Beta 1.46 | Alpha (0.29) | Risk 2.3 | Sharpe Ratio (0.03) | Expected Return (0.06) |
Enterprise Value |
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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.
Alico |
Alico Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Alico market risk premium is the additional return an investor will receive from holding Alico 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 Alico. 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 Alico's performance over market.| α | -0.29 | β | 1.46 |
Alico 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 Alico's Buy-and-hold return. Our buy-and-hold chart shows how Alico performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Alico Market Price Analysis
Market price analysis indicators help investors to evaluate how Alico stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Alico shares will generate the highest return on investment. By understating and applying Alico stock market price indicators, traders can identify Alico position entry and exit signals to maximize returns.
Alico Return and Market Media
The median price of Alico for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 26.71 with a coefficient of variation of 5.15. The daily time series for the period is distributed with a sample standard deviation of 1.38, arithmetic mean of 26.82, and mean deviation of 1.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by English Katherine of 679 shares of Alico at 29.48 subject to Rule 16b-3 | 09/09/2024 |
2 | Alico Inc Trading Down 3.17 percent on Sep 20 | 09/20/2024 |
3 | Acquisition by English Katherine of 729 shares of Alico subject to Rule 16b-3 | 10/01/2024 |
4 | Alico A Post-Hurricane Buying Opportunity May Be Presenting Itself - Seeking Alpha | 10/09/2024 |
| Alico dividend paid on 11th of October 2024 | 10/11/2024 |
5 | Alico, Inc. A Bull Case Theory | 10/24/2024 |
6 | Acquisition by Del Vecchio Perry of 747 shares of Alico subject to Rule 16b-3 | 10/29/2024 |
7 | Alico Hurricane Miltons Potential Impact And Earnings Preview - Seeking Alpha | 10/31/2024 |
8 | Acquisition by George Brokaw of 498 shares of Alico at 37.69 subject to Rule 16b-3 | 11/08/2024 |
9 | Alico, Inc. Short Interest Update - MarketBeat | 11/15/2024 |
10 | Alico, Inc. to Announce Fourth Quarter and Full Year 2024 Financial Results on Monday, December 2, 2024 | 11/29/2024 |
About Alico 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 Alico or other stocks. Alpha measures the amount that position in Alico Inc 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.026 | 0.0215 | 0.0132 | Price To Sales Ratio | 4.76 | 2.8 | 4.49 |
Alico Upcoming Company Events
As portrayed in its financial statements, the presentation of Alico's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Alico's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Alico's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Alico. Please utilize our Beneish M Score to check the likelihood of Alico's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of December 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Check out Alico Backtesting, Alico Valuation, Alico Correlation, Alico Hype Analysis, Alico Volatility, Alico History and analyze Alico Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Alico technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.