Arena Group Holdings Stock Alpha and Beta Analysis
| AREN Stock | USD 0.62 0.01 1.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arena Group Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arena Group over a specified time horizon. Remember, high Arena Group'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. Key technical indicators related to Arena Group's market risk premium analysis include:
Beta 1.1 | Alpha (0.64) | Risk 5.03 | Sharpe Ratio (0.05) | Expected Return (0.27) |
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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.
Arena |
Arena Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arena Group market risk premium is the additional return an investor will receive from holding Arena Group 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 Group. 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 Group's performance over market.| α | -0.64 | β | 1.10 |
Arena Group 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 Group's Buy-and-hold return. Our buy-and-hold chart shows how Arena Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arena Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Arena Group 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 Group shares will generate the highest return on investment. By understating and applying Arena Group stock market price indicators, traders can identify Arena Group position entry and exit signals to maximize returns.
Arena Group Return and Market Media
The median price of Arena Group for the period between Mon, Aug 12, 2024 and Sun, Nov 10, 2024 is 0.81 with a coefficient of variation of 12.16. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 0.8, and mean deviation of 0.08. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Cavitt Randall of 17806 shares of Arena Group at 0.83 subject to Rule 16b-3 | 08/23/2024 |
2 | Acquisition by Sara Silverstein of 17805 shares of Arena Group at 0.83 subject to Rule 16b-3 | 08/26/2024 |
3 | Acquisition by Cavitt Randall of 42074 shares of Arena Group at 0.85 subject to Rule 16b-3 | 08/28/2024 |
4 | Arena Group Holdings president sells 71,525 in stock - Investing.com India | 08/29/2024 |
5 | Acquisition by Cavitt Randall of 10357 shares of Arena Group at 0.9 subject to Rule 16b-3 | 08/30/2024 |
6 | Acquisition by Cavitt Randall of tradable shares of Arena Group at 0.8 subject to Rule 16b-3 | 09/06/2024 |
7 | Disposition of 675 shares by Zola Carlo of Arena Group subject to Rule 16b-3 | 09/17/2024 |
8 | Acquisition by B. Riley Financial, Inc. of 15180 shares of Arena Group subject to Rule 16b-3 | 09/20/2024 |
9 | Disposition of 14128 shares by Paul Edmondson of Arena Group at 7.08 subject to Rule 16b-3 | 09/24/2024 |
10 | Arena Group receives continued listing standard notice from NYSE | 10/08/2024 |
About Arena Group 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 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 9.26 | 10.33 | 15.56 | 16.34 | Days Of Inventory On Hand | 100.85 | 72.58 | 1.75 | 1.66 |
Arena Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Arena Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arena Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arena Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arena Group. Please utilize our Beneish M Score to check the likelihood of Arena Group's management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Arena Group Backtesting, Arena Group Valuation, Arena Group Correlation, Arena Group Hype Analysis, Arena Group Volatility, Arena Group History and analyze Arena Group Performance. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Arena Group 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.