Auto Trader Group Stock Alpha and Beta Analysis

ATDRY Stock  USD 2.51  0.09  3.72%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Auto Trader Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Auto Trader over a specified time horizon. Remember, high Auto Trader'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 Auto Trader's market risk premium analysis include:
Beta
0.75
Alpha
(0.27)
Risk
1.77
Sharpe Ratio
(0.13)
Expected Return
(0.23)
Please note that although Auto Trader alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Auto Trader did 0.27  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Auto Trader Group stock's relative risk over its benchmark. Auto Trader Group has a beta of 0.75  . As returns on the market increase, Auto Trader's returns are expected to increase less than the market. However, during the bear market, the loss of holding Auto Trader is expected to be smaller as well. .
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.
  
Check out Auto Trader Backtesting, Auto Trader Valuation, Auto Trader Correlation, Auto Trader Hype Analysis, Auto Trader Volatility, Auto Trader History and analyze Auto Trader Performance.

Auto Trader Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Auto Trader market risk premium is the additional return an investor will receive from holding Auto Trader 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 Auto Trader. 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 Auto Trader's performance over market.
α-0.27   β0.75

Auto Trader 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 Auto Trader's Buy-and-hold return. Our buy-and-hold chart shows how Auto Trader performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Auto Trader Market Price Analysis

Market price analysis indicators help investors to evaluate how Auto Trader 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 Auto Trader shares will generate the highest return on investment. By understating and applying Auto Trader pink sheet market price indicators, traders can identify Auto Trader position entry and exit signals to maximize returns.

Auto Trader Return and Market Media

The median price of Auto Trader for the period between Thu, Sep 26, 2024 and Wed, Dec 25, 2024 is 2.7 with a coefficient of variation of 6.13. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 2.69, and mean deviation of 0.15. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Auto Trader 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 Auto or other pink sheets. Alpha measures the amount that position in Auto Trader Group 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 Auto Trader 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, Auto Trader's short interest history, or implied volatility extrapolated from Auto Trader options trading.

Build Portfolio with Auto Trader

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for Auto Pink Sheet Analysis

When running Auto Trader's price analysis, check to measure Auto Trader'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 Auto Trader is operating at the current time. Most of Auto Trader's value examination focuses on studying past and present price action to predict the probability of Auto Trader's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Auto Trader's price. Additionally, you may evaluate how the addition of Auto Trader to your portfolios can decrease your overall portfolio volatility.