Atlantica Sustainable Infrastructure Stock Alpha and Beta Analysis
| AY Stock | USD 22.11 0.01 0.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Atlantica Sustainable Infrastructure. It also helps investors analyze the systematic and unsystematic risks associated with investing in Atlantica Sustainable over a specified time horizon. Remember, high Atlantica Sustainable'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 Atlantica Sustainable's market risk premium analysis include:
Beta (0.02) | Alpha 0.0213 | Risk 0.13 | Sharpe Ratio 0.23 | Expected Return 0.0303 |
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.
Atlantica |
Atlantica Sustainable Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Atlantica Sustainable market risk premium is the additional return an investor will receive from holding Atlantica Sustainable 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 Atlantica Sustainable. 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 Atlantica Sustainable's performance over market.| α | 0.02 | β | -0.02 |
Atlantica Sustainable 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 Atlantica Sustainable's Buy-and-hold return. Our buy-and-hold chart shows how Atlantica Sustainable performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Atlantica Sustainable Market Price Analysis
Market price analysis indicators help investors to evaluate how Atlantica Sustainable stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Atlantica Sustainable shares will generate the highest return on investment. By understating and applying Atlantica Sustainable stock market price indicators, traders can identify Atlantica Sustainable position entry and exit signals to maximize returns.
Atlantica Sustainable Return and Market Media
The median price of Atlantica Sustainable for the period between Mon, Aug 19, 2024 and Sun, Nov 17, 2024 is 21.97 with a coefficient of variation of 0.5. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 21.94, and mean deviation of 0.09. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Atlantica Sustainable dividend paid on 16th of September 2024 | 09/16/2024 |
1 | Analysts Set Atlantica Sustainable Infrastructure plc PT at 22.67 | 09/25/2024 |
2 | Atlantica Sustainable Infrastructure plc Sees Significant Decrease in Short Interest | 10/28/2024 |
3 | Entropy Technologies LP Acquires Shares of 25,784 Atlantica Sustainable Infrastructure plc | 11/15/2024 |
About Atlantica Sustainable 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 Atlantica or other stocks. Alpha measures the amount that position in Atlantica Sustainable 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) | Dividend Yield | 0.048 | 0.0684 | 0.0828 | 0.0422 | Price To Sales Ratio | 3.28 | 2.7 | 2.27 | 2.16 |
Atlantica Sustainable Upcoming Company Events
As portrayed in its financial statements, the presentation of Atlantica Sustainable's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Atlantica Sustainable's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Atlantica Sustainable's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Atlantica Sustainable. Please utilize our Beneish M Score to check the likelihood of Atlantica Sustainable's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Atlantica Sustainable
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Additional Tools for Atlantica Stock Analysis
When running Atlantica Sustainable's price analysis, check to measure Atlantica Sustainable'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 Atlantica Sustainable is operating at the current time. Most of Atlantica Sustainable's value examination focuses on studying past and present price action to predict the probability of Atlantica Sustainable's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Atlantica Sustainable's price. Additionally, you may evaluate how the addition of Atlantica Sustainable to your portfolios can decrease your overall portfolio volatility.