Flex LNG (Sweden) Alpha and Beta Analysis
| FLNGO Stock | NOK 250.00 4.40 1.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Flex LNG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Flex LNG over a specified time horizon. Remember, high Flex LNG'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 Flex LNG's market risk premium analysis include:
Beta 0.14 | Alpha (0.17) | Risk 1.66 | Sharpe Ratio (0.09) | Expected Return (0.16) |
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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Flex LNG Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Flex LNG market risk premium is the additional return an investor will receive from holding Flex LNG 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 Flex LNG. 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 Flex LNG's performance over market.| α | -0.17 | β | 0.14 |
Flex LNG 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 Flex LNG's Buy-and-hold return. Our buy-and-hold chart shows how Flex LNG performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Flex LNG Market Price Analysis
Market price analysis indicators help investors to evaluate how Flex LNG stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Flex LNG shares will generate the highest return on investment. By understating and applying Flex LNG stock market price indicators, traders can identify Flex LNG position entry and exit signals to maximize returns.
Flex LNG Return and Market Media
The median price of Flex LNG for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 273.8 with a coefficient of variation of 3.56. The daily time series for the period is distributed with a sample standard deviation of 9.66, arithmetic mean of 271.52, and mean deviation of 8.03. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Flex LNG 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 Flex or other stocks. Alpha measures the amount that position in Flex LNG 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 Flex LNG 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, Flex LNG's short interest history, or implied volatility extrapolated from Flex LNG options trading.
Build Portfolio with Flex LNG
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Additional Tools for Flex Stock Analysis
When running Flex LNG's price analysis, check to measure Flex LNG'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 Flex LNG is operating at the current time. Most of Flex LNG's value examination focuses on studying past and present price action to predict the probability of Flex LNG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Flex LNG's price. Additionally, you may evaluate how the addition of Flex LNG to your portfolios can decrease your overall portfolio volatility.