Liveramp Stock Alpha and Beta Analysis


USD 22.87  0.18  0.79%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Liveramp Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Liveramp Holdings over a specified time horizon. Remember, high Liveramp 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.
Additionally, take a look at Liveramp Holdings Backtesting, Liveramp Holdings Valuation, Liveramp Holdings Correlation, Liveramp Holdings Hype Analysis, Liveramp Holdings Volatility, Liveramp Holdings History and analyze Liveramp Holdings Performance.
Please note that although Liveramp Holdings 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, Liveramp Holdings did 0.26  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 Liveramp Holdings stock's relative risk over its benchmark. Liveramp Holdings has a beta of 1.46  . Let's try to break down what Liveramp's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Liveramp Holdings will likely underperform.
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.

Liveramp Holdings Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Liveramp Holdings market risk premium is the additional return an investor will receive from holding Liveramp 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 Liveramp 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 Liveramp Holdings' performance over market.
α-0.26   β1.46
90 days against DJI

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

Liveramp Holdings Market Price Analysis

Market price analysis indicators help investors to evaluate how Liveramp 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 Liveramp Holdings shares will generate the highest return on investment. By understating and applying Liveramp Holdings stock market price indicators, traders can identify Liveramp Holdings position entry and exit signals to maximize returns.

Liveramp Holdings Return and Market Media

The median price of Liveramp Holdings for the period between Tue, May 17, 2022 and Mon, Aug 15, 2022 is 26.53 with a coefficient of variation of 6.04. The daily time series for the period is distributed with a sample standard deviation of 1.59, arithmetic mean of 26.37, and mean deviation of 1.19. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Acquisition by Omar Tawakol of 1609 shares of Liveramp Holdi...05/18/2022
Payment of 1072 shares by Hussain Mohsin of Liveramp Holding...05/23/2022
EPS Reported05/24/2022
Acquisition by Hussain Mohsin of 26693 shares of Liveramp Ho...05/27/2022
Liveramp Holdings exotic insider transaction detected06/03/2022
Even after rising 13 percent this past week, LiveRamp Holdin...06/24/2022
EPS Estimate06/30/2022
Analyzing Mercurity Fintech LiveRamp - Defense World07/07/2022
LiveRamp Holdings, Inc.s Intrinsic Value Is Potentially 41 p...07/21/2022
EPS Reported08/04/2022
Payment of 592 shares by Hussain Mohsin of Liveramp Holdings...08/11/2022

About Liveramp 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Liveramp 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.
 2017 2021 2022 (projected)
Long Term Debt to Equity0.30.350.43
Interest Coverage1.051.21.23

Liveramp Holdings Upcoming Company Events

As portrayed in its financial statements, the presentation of Liveramp Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Liveramp Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Liveramp Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Liveramp Holdings. Please utilize our Beneish M Score to check the likelihood of Liveramp Holdings' management manipulating its earnings.
Upcoming Quarterly Report14th of February 2022
Next Financial Report24th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End24th of May 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Liveramp Holdings

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, take a look at Liveramp Holdings Backtesting, Liveramp Holdings Valuation, Liveramp Holdings Correlation, Liveramp Holdings Hype Analysis, Liveramp Holdings Volatility, Liveramp Holdings History and analyze Liveramp Holdings Performance. Note that the Liveramp Holdings information on this page should be used as a complementary analysis to other Liveramp Holdings' 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 Global Correlations module to find global opportunities by holding instruments from different markets.

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