Arena Stock Alpha and Beta Analysis


USD 13.85  0.17  1.21%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Arena Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arena over a specified time horizon. Remember, high Arena'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 Arena Backtesting, Arena Valuation, Arena Correlation, Arena Hype Analysis, Arena Volatility, Arena History and analyze Arena Performance.
Please note that although Arena 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, Arena did 0.37  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 The Arena Group stock's relative risk over its benchmark. Arena Group has a beta of 0.90  . Let's try to break down what Arena's beta means in this case. Arena returns are very sensitive to returns on the market. As the market goes up or down, Arena is expected to follow.
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.

Arena Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arena market risk premium is the additional return an investor will receive from holding Arena 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 Arena. 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 Arena's performance over market.
α0.37   β0.90
90 days against DJI

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

Arena Market Price Analysis

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

Arena Return and Market Media

The median price of Arena for the period between Tue, Aug 30, 2022 and Mon, Nov 28, 2022 is 12.98 with a coefficient of variation of 7.99. The daily time series for the period is distributed with a sample standard deviation of 1.03, arithmetic mean of 12.82, and mean deviation of 0.81. The Stock received a lot of media exposure during the period.
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About Arena 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 Arena or other stocks. Alpha measures the amount that position in Arena Group 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 Arena 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, Arena's short interest history, or implied volatility extrapolated from Arena options trading.

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Please continue to Arena Backtesting, Arena Valuation, Arena Correlation, Arena Hype Analysis, Arena Volatility, Arena History and analyze Arena Performance. Note that the Arena Group information on this page should be used as a complementary analysis to other Arena's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

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When running Arena Group price analysis, check to measure Arena'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 Arena is operating at the current time. Most of Arena's value examination focuses on studying past and present price action to predict the probability of Arena's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Arena's price. Additionally, you may evaluate how the addition of Arena to your portfolios can decrease your overall portfolio volatility.
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Arena 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 Arena technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Arena 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...