Liberty Media Stock Alpha and Beta Analysis
| LLYVA Stock | 71.69 0.22 0.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Liberty Media. It also helps investors analyze the systematic and unsystematic risks associated with investing in Liberty Media over a specified time horizon. Remember, high Liberty Media'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 Liberty Media's market risk premium analysis include:
Beta 0.99 | Alpha 0.79 | Risk 2.13 | Sharpe Ratio 0.48 | Expected Return 1.01 |
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.
Liberty |
Liberty Media Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Liberty Media market risk premium is the additional return an investor will receive from holding Liberty Media 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 Liberty Media. 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 Liberty Media's performance over market.| α | 0.79 | β | 0.99 |
Liberty Media 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 Liberty Media's Buy-and-hold return. Our buy-and-hold chart shows how Liberty Media performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Liberty Media Market Price Analysis
Market price analysis indicators help investors to evaluate how Liberty Media stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Liberty Media shares will generate the highest return on investment. By understating and applying Liberty Media stock market price indicators, traders can identify Liberty Media position entry and exit signals to maximize returns.
Liberty Media Return and Market Media
The median price of Liberty Media for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 52.88 with a coefficient of variation of 19.15. The daily time series for the period is distributed with a sample standard deviation of 10.09, arithmetic mean of 52.67, and mean deviation of 8.21. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 52911 shares by Berkshire Hathaway Inc of Liberty Media at 34.0604 subject to Rule 16b-3 | 09/06/2024 |
2 | Liberty Media director Wong sells 76,052 in stock, buys 73,559 worth - Investing.com | 09/26/2024 |
3 | Liberty Live Group reports Q3 results | 11/07/2024 |
About Liberty Media 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 Liberty or other stocks. Alpha measures the amount that position in Liberty Media 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 Liberty Media 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, Liberty Media's short interest history, or implied volatility extrapolated from Liberty Media options trading.
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Align your risk with return expectations
Check out Liberty Media Backtesting, Liberty Media Valuation, Liberty Media Correlation, Liberty Media Hype Analysis, Liberty Media Volatility, Liberty Media History and analyze Liberty Media Performance. For information on how to trade Liberty Stock refer to our How to Trade Liberty Stock guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Liberty Media 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.