Loar Holdings Stock Alpha and Beta Analysis
| LOAR Stock | 88.83 0.42 0.47% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Loar Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Loar Holdings over a specified time horizon. Remember, high Loar Holdings' 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 Loar Holdings' market risk premium analysis include:
Beta 1.27 | Alpha 0.22 | Risk 3.11 | Sharpe Ratio 0.15 | Expected Return 0.48 |
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.
Loar |
Loar Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Loar Holdings market risk premium is the additional return an investor will receive from holding Loar Holdings 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 Loar Holdings. 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 Loar Holdings' performance over market.| α | 0.22 | β | 1.27 |
Loar Holdings 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 Loar Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Loar Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Loar Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Loar Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Loar Holdings shares will generate the highest return on investment. By understating and applying Loar Holdings stock market price indicators, traders can identify Loar Holdings position entry and exit signals to maximize returns.
Loar Holdings Return and Market Media
The median price of Loar Holdings for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 77.11 with a coefficient of variation of 8.34. The daily time series for the period is distributed with a sample standard deviation of 6.6, arithmetic mean of 79.15, and mean deviation of 5.68. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Is Loar Holdings a Good Investment Option | 09/18/2024 |
2 | Pivots Trading Plans and Risk Controls - Stock Traders Daily | 09/25/2024 |
3 | Loar vs. Elbit Systems Head-To-Head Contrast | 10/14/2024 |
4 | The Next TransDigm This Stocks Monster Move Makes It A Shoo-In - Investors Business Daily | 10/25/2024 |
5 | Loar Holdings stock target boosted on strong outlook | 11/12/2024 |
6 | Loar Holdings Inc Q3 2024 Earnings Call Highlights Record Sales and Optimistic 2025 ... | 11/14/2024 |
7 | Loar Holdings Reports Third Quarter 2024 Earnings | 11/15/2024 |
8 | Baron Small Cap Fund Sold Loar Holdings After Over 150 percent Share Appreciation | 11/21/2024 |
9 | Loar Holdings Inc. Among the Stocks in Billionaire David Abrams Portfolio | 11/26/2024 |
About Loar Holdings 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 Loar or other stocks. Alpha measures the amount that position in Loar Holdings 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.
| 2010 | 2023 | 2024 (projected) | Days Sales Outstanding | 63.33 | 68.29 | 52.65 | PTB Ratio | 8.9 | 10.27 | 7.67 |
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 Loar Holdings 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, Loar Holdings' short interest history, or implied volatility extrapolated from Loar Holdings options trading.
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Additional Tools for Loar Stock Analysis
When running Loar Holdings' price analysis, check to measure Loar Holdings' 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 Loar Holdings is operating at the current time. Most of Loar Holdings' value examination focuses on studying past and present price action to predict the probability of Loar Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Loar Holdings' price. Additionally, you may evaluate how the addition of Loar Holdings to your portfolios can decrease your overall portfolio volatility.