Life Healthcare Group Stock Alpha and Beta Analysis
| LTGHY Stock | USD 3.52 0.06 1.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Life Healthcare Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Life Healthcare over a specified time horizon. Remember, high Life Healthcare'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 Life Healthcare's market risk premium analysis include:
Beta 0.3 | Alpha 0.0222 | Risk 2.5 | Sharpe Ratio (0.02) | Expected Return (0.06) |
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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Life Healthcare Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Life Healthcare market risk premium is the additional return an investor will receive from holding Life Healthcare 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 Life Healthcare. 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 Life Healthcare's performance over market.| α | 0.02 | β | 0.30 |
Life Healthcare 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 Life Healthcare's Buy-and-hold return. Our buy-and-hold chart shows how Life Healthcare performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Life Healthcare Market Price Analysis
Market price analysis indicators help investors to evaluate how Life Healthcare 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 Life Healthcare shares will generate the highest return on investment. By understating and applying Life Healthcare pink sheet market price indicators, traders can identify Life Healthcare position entry and exit signals to maximize returns.
Life Healthcare Return and Market Media
The median price of Life Healthcare for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 3.75 with a coefficient of variation of 2.98. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 3.75, and mean deviation of 0.09. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Life Healthcare 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 Life or other pink sheets. Alpha measures the amount that position in Life Healthcare 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 Life Healthcare 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, Life Healthcare's short interest history, or implied volatility extrapolated from Life Healthcare options trading.
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Additional Tools for Life Pink Sheet Analysis
When running Life Healthcare's price analysis, check to measure Life Healthcare'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 Life Healthcare is operating at the current time. Most of Life Healthcare's value examination focuses on studying past and present price action to predict the probability of Life Healthcare's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Life Healthcare's price. Additionally, you may evaluate how the addition of Life Healthcare to your portfolios can decrease your overall portfolio volatility.