Arqit Quantum Stock Alpha and Beta Analysis
| ARQQ Stock | USD 12.92 2.25 21.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arqit Quantum. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arqit Quantum over a specified time horizon. Remember, high Arqit Quantum'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 Arqit Quantum's market risk premium analysis include:
Beta 3.43 | Alpha 0.8 | Risk 12.32 | Sharpe Ratio 0.11 | Expected Return 1.3 |
Enterprise Value |
|
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.
Arqit |
Arqit Quantum Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arqit Quantum market risk premium is the additional return an investor will receive from holding Arqit Quantum 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 Arqit Quantum. 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 Arqit Quantum's performance over market.| α | 0.80 | β | 3.43 |
Arqit Quantum 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 Arqit Quantum's Buy-and-hold return. Our buy-and-hold chart shows how Arqit Quantum performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arqit Quantum Market Price Analysis
Market price analysis indicators help investors to evaluate how Arqit Quantum stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arqit Quantum shares will generate the highest return on investment. By understating and applying Arqit Quantum stock market price indicators, traders can identify Arqit Quantum position entry and exit signals to maximize returns.
Arqit Quantum Return and Market Media
The median price of Arqit Quantum for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 7.15 with a coefficient of variation of 26.1. The daily time series for the period is distributed with a sample standard deviation of 1.77, arithmetic mean of 6.78, and mean deviation of 1.38. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Arqit Quantum Inc. Announces 251 Reverse Share Split - Arqit Quantum Inc. | 09/18/2024 |
2 | Arqit Quantum shares bounce 25 percent after 251 stock split - Mugglehead | 09/26/2024 |
3 | Is Arqit Quantum Inc. An Undervalued Cybersecurity Stock to Buy | 11/22/2024 |
About Arqit Quantum 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 Arqit or other stocks. Alpha measures the amount that position in Arqit Quantum 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) | Graham Number | 4.68 | 61.79 | 55.61 | 58.39 | Receivables Turnover | 1.22 | 0.2 | 0.18 | 0.17 |
Arqit Quantum Upcoming Company Events
As portrayed in its financial statements, the presentation of Arqit Quantum's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arqit Quantum's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arqit Quantum's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arqit Quantum. Please utilize our Beneish M Score to check the likelihood of Arqit Quantum's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 19th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Arqit Quantum
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for Arqit Stock Analysis
When running Arqit Quantum's price analysis, check to measure Arqit Quantum'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 Arqit Quantum is operating at the current time. Most of Arqit Quantum's value examination focuses on studying past and present price action to predict the probability of Arqit Quantum's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arqit Quantum's price. Additionally, you may evaluate how the addition of Arqit Quantum to your portfolios can decrease your overall portfolio volatility.