AJ Bell (UK) Alpha and Beta Analysis
| AJB Stock | 474.50 1.50 0.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AJ Bell plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in AJ Bell over a specified time horizon. Remember, high AJ Bell'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 AJ Bell's market risk premium analysis include:
Beta (0.22) | Alpha 0.16 | Risk 1.44 | Sharpe Ratio 0.12 | Expected Return 0.17 |
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.
AJB |
AJ Bell Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AJ Bell market risk premium is the additional return an investor will receive from holding AJ Bell 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 AJ Bell. 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 AJ Bell's performance over market.| α | 0.16 | β | -0.22 |
AJ Bell 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 AJ Bell's Buy-and-hold return. Our buy-and-hold chart shows how AJ Bell performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AJ Bell Market Price Analysis
Market price analysis indicators help investors to evaluate how AJ Bell stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AJ Bell shares will generate the highest return on investment. By understating and applying AJ Bell stock market price indicators, traders can identify AJ Bell position entry and exit signals to maximize returns.
AJ Bell Return and Market Media
The median price of AJ Bell for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 451.0 with a coefficient of variation of 2.96. The daily time series for the period is distributed with a sample standard deviation of 13.37, arithmetic mean of 451.68, and mean deviation of 10.81. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | AJ Bell accused of nanny state practices after limiting access to Aquis stocks - Proactive financial news | 09/26/2024 |
2 | AJ Bell shareholders have earned a 72 percent return over the last year - Yahoo Finance | 11/18/2024 |
About AJ Bell 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 AJB or other stocks. Alpha measures the amount that position in AJ Bell plc 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 AJ Bell 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, AJ Bell's short interest history, or implied volatility extrapolated from AJ Bell options trading.
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Other Information on Investing in AJB Stock
AJ Bell financial ratios help investors to determine whether AJB Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in AJB with respect to the benefits of owning AJ Bell security.