Altisource Stock Alpha and Beta Analysis

AAMC
 Stock
  

USD 15.07  1.63  9.76%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Altisource Asset Management. It also helps investors analyze the systematic and unsystematic risks associated with investing in Altisource Asset over a specified time horizon. Remember, high Altisource Asset'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.
Please continue to Altisource Asset Backtesting, Altisource Asset Valuation, Altisource Asset Correlation, Altisource Asset Hype Analysis, Altisource Asset Volatility, Altisource Asset History and analyze Altisource Asset Performance.
  
Please note that although Altisource Asset alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Altisource Asset did 0.88  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Altisource Asset Management stock's relative risk over its benchmark. Altisource Asset Man has a beta of 0.29  . Let's try to break down what Altisource's beta means in this case. As returns on the market increase, Altisource Asset returns are expected to increase less than the market. However, during the bear market, the loss on holding Altisource Asset will be expected to be smaller as well.
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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.

Altisource Asset Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Altisource Asset market risk premium is the additional return an investor will receive from holding Altisource Asset 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 Altisource Asset. 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 Altisource Asset's performance over market.
α0.88   β0.29
90 days against DJI

Altisource Asset 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 Altisource Asset's Buy-and-hold return. Our buy-and-hold chart shows how Altisource Asset performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Altisource Asset Market Price Analysis

Market price analysis indicators help investors to evaluate how Altisource Asset stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Altisource Asset shares will generate the highest return on investment. By understating and applying Altisource Asset stock market price indicators, traders can identify Altisource Asset position entry and exit signals to maximize returns.

Altisource Asset Return and Market Media

The median price of Altisource Asset for the period between Tue, Jun 28, 2022 and Mon, Sep 26, 2022 is 18.19 with a coefficient of variation of 26.62. The daily time series for the period is distributed with a sample standard deviation of 4.41, arithmetic mean of 16.57, and mean deviation of 3.84. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
EPS Estimate06/30/2022
2
Financial Statements07/06/2022
3
Unclassified Event07/13/2022
4
Financial Statements07/22/2022
5
Why Is Ayala Pharmaceuticals Trading Higher By Around 130 45...07/26/2022
6
Altisource Asset exotic insider transaction detected07/29/2022
7
Altisource Asset Management Corporation Announces Line of Cr...08/04/2022
8
Unclassified Event08/10/2022
9
EPS Reported08/11/2022
10
Financial Statements08/15/2022
11
Purchase by King Theodore Walker Chengde of 205 shares of Al...08/16/2022
12
Financial Statements08/24/2022
13
Altisource Asset Management in talks with investors for init...08/25/2022
14
Exercise or conversion by Sullivan Kevin Francis of 1000 sha...09/22/2022

About Altisource Asset 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 Altisource or other stocks. Alpha measures the amount that position in Altisource Asset Man 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.

Altisource Asset Upcoming Company Events

As portrayed in its financial statements, the presentation of Altisource Asset's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Altisource Asset's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Altisource Asset's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Altisource Asset. Please utilize our Beneish M Score to check the likelihood of Altisource Asset's management manipulating its earnings.
Upcoming Quarterly Report2nd of March 2022
Next Fiscal Quarter End31st of December 2021

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Please continue to Altisource Asset Backtesting, Altisource Asset Valuation, Altisource Asset Correlation, Altisource Asset Hype Analysis, Altisource Asset Volatility, Altisource Asset History and analyze Altisource Asset Performance. You can also try Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

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When running Altisource Asset Man price analysis, check to measure Altisource Asset'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 Altisource Asset is operating at the current time. Most of Altisource Asset's value examination focuses on studying past and present price action to predict the probability of Altisource Asset's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Altisource Asset's price. Additionally, you may evaluate how the addition of Altisource Asset to your portfolios can decrease your overall portfolio volatility.
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Altisource Asset 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.
A focus of Altisource Asset technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Altisource Asset trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...