Liberty Energy Corp Stock Alpha and Beta Analysis
| LBYE Stock | USD 0.0001 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Liberty Energy Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Liberty Energy over a specified time horizon. Remember, high Liberty Energy'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 Energy's market risk premium analysis include:
Beta 0.61 | Alpha 66.63 | Risk 124.82 | Sharpe Ratio 0.11 | Expected Return 13.88 |
Enterprise Value |
|
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 Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Liberty Energy market risk premium is the additional return an investor will receive from holding Liberty Energy 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 Energy. 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 Energy's performance over market.| α | 66.63 | β | 0.61 |
Liberty Energy 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 Energy's Buy-and-hold return. Our buy-and-hold chart shows how Liberty Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Liberty Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Liberty Energy 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 Energy shares will generate the highest return on investment. By understating and applying Liberty Energy stock market price indicators, traders can identify Liberty Energy position entry and exit signals to maximize returns.
Liberty Energy Return and Market Media
The median price of Liberty Energy for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 1.0E-4 with a coefficient of variation of 329.35. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.0, and mean deviation of 0.0. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Donald Trumps pick for energy secretary says there is no climate crisis | 11/18/2024 |
2 | Trump is laying the groundwork for his drill, baby, drill agenda | 11/21/2024 |
3 | Map shows where Trump nominees are from | 11/22/2024 |
4 | Trump Plans Major Boost to U.S. Oil Drilling and LNG Exports | 11/25/2024 |
5 | Who are Trumps Cabinet picks Heres every name so far | 11/26/2024 |
6 | Trump White House Picks, Including Elon Musk And Scott Bessent, Spark Conflict Of Interest Concerns Potentially The Greatest Ethics Cataclysm In The History Of ... | 11/29/2024 |
7 | Energy CEO Who Drank Fracking Fluid Is Now Trumps Oil Evangelist | 12/04/2024 |
8 | Insider Sell Christopher Wright Sells 32,000 Shares of Liberty Energy Inc | 12/06/2024 |
About Liberty Energy 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 Energy Corp 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.
| 2023 | 2024 (projected) | Graham Number | 0.0194 | 0.0116 | Receivables Turnover | 8.41 | 7.48 |
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 Energy 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 Energy's short interest history, or implied volatility extrapolated from Liberty Energy options trading.
Build Portfolio with Liberty Energy
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
Check out Liberty Energy Backtesting, Liberty Energy Valuation, Liberty Energy Correlation, Liberty Energy Hype Analysis, Liberty Energy Volatility, Liberty Energy History and analyze Liberty Energy Performance. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Liberty Energy 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.