Lightinthebox Stock Alpha and Beta Analysis


USD 0.99  0.01  1.02%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lightinthebox Holding Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lightinthebox Holding over a specified time horizon. Remember, high Lightinthebox Holding'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.
Additionally, see Lightinthebox Holding Backtesting, Lightinthebox Holding Valuation, Lightinthebox Holding Correlation, Lightinthebox Holding Hype Analysis, Lightinthebox Holding Volatility, Lightinthebox Holding History and analyze Lightinthebox Holding Performance.
Please note that although Lightinthebox Holding 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, Lightinthebox Holding did 0.21  worse 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 Lightinthebox Holding Co stock's relative risk over its benchmark. Lightinthebox Holding has a beta of 0.48  . Let's try to break down what Lightinthebox's beta means in this case. As returns on the market increase, Lightinthebox Holding returns are expected to increase less than the market. However, during the bear market, the loss on holding Lightinthebox Holding will be expected to be smaller as well.
Lightinthebox Holding Enterprise Value over EBIT is projected to increase significantly based on the last few years of reporting. The past year's Enterprise Value over EBIT was at 3.00. The current year Enterprise Value over EBITDA is expected to grow to 2.95, whereas Book Value per Share is forecasted to decline to 0.54.
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.

Lightinthebox Holding Quarterly Book Value per Share


Lightinthebox Holding Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lightinthebox Holding market risk premium is the additional return an investor will receive from holding Lightinthebox Holding 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 Lightinthebox Holding. 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 Lightinthebox Holding's performance over market.
α-0.21   β0.48
90 days against DJI

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

Lightinthebox Holding Market Price Analysis

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

Lightinthebox Holding Return and Market Media

The median price of Lightinthebox Holding for the period between Fri, May 20, 2022 and Thu, Aug 18, 2022 is 1.11 with a coefficient of variation of 5.71. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 1.11, and mean deviation of 0.05. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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EPS Reported06/23/2022
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About Lightinthebox Holding 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 Lightinthebox or other stocks. Alpha measures the amount that position in Lightinthebox Holding 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.

Lightinthebox Holding Upcoming Company Events

As portrayed in its financial statements, the presentation of Lightinthebox Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lightinthebox Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lightinthebox Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lightinthebox Holding. Please utilize our Beneish M Score to check the likelihood of Lightinthebox Holding's management manipulating its earnings.
Upcoming Quarterly Report18th of March 2022
Next Fiscal Quarter End31st of December 2021

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Additionally, see Lightinthebox Holding Backtesting, Lightinthebox Holding Valuation, Lightinthebox Holding Correlation, Lightinthebox Holding Hype Analysis, Lightinthebox Holding Volatility, Lightinthebox Holding History and analyze Lightinthebox Holding Performance. Note that the Lightinthebox Holding information on this page should be used as a complementary analysis to other Lightinthebox Holding'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 Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

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