Amtd Idea Group Stock Alpha and Beta Analysis
| AMTD Stock | USD 0.98 0.01 0.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AMTD IDEA Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in AMTD IDEA over a specified time horizon. Remember, high AMTD IDEA'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 AMTD IDEA's market risk premium analysis include:
Beta (0.37) | Alpha (0.10) | Risk 5.1 | Sharpe Ratio (0.02) | Expected Return (0.12) |
Enterprise Value |
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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.
Check out AMTD IDEA Backtesting, AMTD IDEA Valuation, AMTD IDEA Correlation, AMTD IDEA Hype Analysis, AMTD IDEA Volatility, AMTD IDEA History and analyze AMTD IDEA Performance. AMTD IDEA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AMTD IDEA market risk premium is the additional return an investor will receive from holding AMTD IDEA 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 AMTD IDEA. 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 AMTD IDEA's performance over market.| α | -0.1 | β | -0.38 |
AMTD IDEA 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 AMTD IDEA's Buy-and-hold return. Our buy-and-hold chart shows how AMTD IDEA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AMTD IDEA Market Price Analysis
Market price analysis indicators help investors to evaluate how AMTD IDEA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AMTD IDEA shares will generate the highest return on investment. By understating and applying AMTD IDEA stock market price indicators, traders can identify AMTD IDEA position entry and exit signals to maximize returns.
AMTD IDEA Return and Market Media
The median price of AMTD IDEA for the period between Sat, Oct 4, 2025 and Fri, Jan 2, 2026 is 1.06 with a coefficient of variation of 6.1. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 1.06, and mean deviation of 0.05. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 7533 shares by Koplow Ellen L S of AMTD IDEA at 51.04 subject to Rule 16b-3 | 10/09/2025 |
2 | ETH Will Power Finance, Former TD Ameritrade CEO SaysThen Why Are Polymarket Traders Betting On A Drop To 3,400 | 10/14/2025 |
3 | AMTD IDEA Groups TGE Acquires 100th Ritz Carlton Hotel - TipRanks | 11/14/2025 |
4 | Is AMTD IDEA Group Depositary Receipt stock a safe buy before earnings - Weekly Trend Summary Entry Point Confirmation Signals - newser.com | 11/17/2025 |
5 | Why AMTD IDEA Group stock remains top rated - 2025 Major Catalysts Capital Efficiency Focused Strategies - newser.com | 11/20/2025 |
6 | AMTD Digital posts huge 2025 growth after new group merger boosts business - MSN | 11/25/2025 |
7 | IMF Warns Tokenized Markets Trigger Flash Crashes Is Government Control Next | 11/28/2025 |
8 | AMTD Digital unit TGE signs A100M SPA for 50 percent of Ritz-Carlton Perth - Stock Titan | 12/08/2025 |
9 | AMTD IDEA Groups Subsidiary Secures London Stock Exchange Listing - The Globe and Mail | 12/11/2025 |
10 | LOFFICIEL Launches a Remarkable Global Project Featuring Jay Chou on the Covers of LOFFICIEL HOMMES Across Seven Countries and Regions | 12/19/2025 |
11 | AMTD IDEA Group Achieved 150 percent Increase in Revenue for First Half in 2025 | 12/30/2025 |
About AMTD IDEA 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 AMTD or other stocks. Alpha measures the amount that position in AMTD IDEA Group 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 | 2025 | 2026 (projected) | Dividend Yield | 0.15 | 0.32 | 0.29 | 0.27 | Price To Sales Ratio | 0.15 | 0.25 | 0.29 | 0.27 |
AMTD IDEA Upcoming Company Events
As portrayed in its financial statements, the presentation of AMTD IDEA's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AMTD IDEA's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AMTD IDEA's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AMTD IDEA. Please utilize our Beneish M Score to check the likelihood of AMTD IDEA's management manipulating its earnings.
| 19th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out AMTD IDEA Backtesting, AMTD IDEA Valuation, AMTD IDEA Correlation, AMTD IDEA Hype Analysis, AMTD IDEA Volatility, AMTD IDEA History and analyze AMTD IDEA Performance. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
AMTD IDEA 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.