Amrep Stock Alpha and Beta Analysis
| AXR Stock | USD 30.54 0.29 0.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AMREP. It also helps investors analyze the systematic and unsystematic risks associated with investing in AMREP over a specified time horizon. Remember, high AMREP'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 AMREP's market risk premium analysis include:
Beta (0.16) | Alpha 0.0603 | Risk 3.84 | Sharpe Ratio 0.0303 | Expected Return 0.12 |
AMREP Quarterly Cash And Equivalents |
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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.
AMREP |
AMREP Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AMREP market risk premium is the additional return an investor will receive from holding AMREP 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 AMREP. 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 AMREP's performance over market.| α | 0.06 | β | -0.16 |
AMREP 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 AMREP's Buy-and-hold return. Our buy-and-hold chart shows how AMREP performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AMREP Market Price Analysis
Market price analysis indicators help investors to evaluate how AMREP stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AMREP shares will generate the highest return on investment. By understating and applying AMREP stock market price indicators, traders can identify AMREP position entry and exit signals to maximize returns.
AMREP Return and Market Media
The median price of AMREP for the period between Sun, Sep 29, 2024 and Sat, Dec 28, 2024 is 30.83 with a coefficient of variation of 9.88. The daily time series for the period is distributed with a sample standard deviation of 3.17, arithmetic mean of 32.13, and mean deviation of 2.77. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | AXR Stock Sees Sharp Decline Amid Real Estate Industry Fluctuations | 11/13/2024 |
2 | AMREP Co. Short Interest Down 6.2 percent in October | 11/18/2024 |
3 | Amrep Corp Stock Dips Amid Real Estate Sector Movements | 12/09/2024 |
4 | AXR Stock Dips After Reporting Q2 Earnings, Revenues Surge YY | 12/18/2024 |
5 | Disposition of 17496 shares by Robert Robotti of AMREP at 31.2407 subject to Rule 16b-3 | 12/19/2024 |
About AMREP 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 AMREP or other stocks. Alpha measures the amount that position in AMREP 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0183 | 0.0239 | Price To Sales Ratio | 2.09 | 2.2 |
AMREP Upcoming Company Events
As portrayed in its financial statements, the presentation of AMREP's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AMREP's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AMREP's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AMREP. Please utilize our Beneish M Score to check the likelihood of AMREP's management manipulating its earnings.
| 11th of March 2024 Upcoming Quarterly Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View |
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Additional Tools for AMREP Stock Analysis
When running AMREP's price analysis, check to measure AMREP'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 AMREP is operating at the current time. Most of AMREP's value examination focuses on studying past and present price action to predict the probability of AMREP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AMREP's price. Additionally, you may evaluate how the addition of AMREP to your portfolios can decrease your overall portfolio volatility.