Aspen Aerogels Stock Alpha and Beta Analysis
| ASPN Stock | USD 15.05 0.74 5.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aspen Aerogels. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aspen Aerogels over a specified time horizon. Remember, high Aspen Aerogels' 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 Aspen Aerogels' market risk premium analysis include:
Beta 2.09 | Alpha (1.23) | Risk 4.85 | Sharpe Ratio (0.20) | Expected Return (0.95) |
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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.
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Aspen Aerogels Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aspen Aerogels market risk premium is the additional return an investor will receive from holding Aspen Aerogels 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 Aspen Aerogels. 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 Aspen Aerogels' performance over market.| α | -1.23 | β | 2.08 |
Aspen Aerogels 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 Aspen Aerogels' Buy-and-hold return. Our buy-and-hold chart shows how Aspen Aerogels performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aspen Aerogels Market Price Analysis
Market price analysis indicators help investors to evaluate how Aspen Aerogels stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aspen Aerogels shares will generate the highest return on investment. By understating and applying Aspen Aerogels stock market price indicators, traders can identify Aspen Aerogels position entry and exit signals to maximize returns.
Aspen Aerogels Return and Market Media
The median price of Aspen Aerogels for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 23.1 with a coefficient of variation of 21.5. The daily time series for the period is distributed with a sample standard deviation of 4.82, arithmetic mean of 22.44, and mean deviation of 4.08. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 1711 shares by Santhosh Daniel of Aspen Aerogels at 24.84 subject to Rule 16b-3 | 09/13/2024 |
2 | Aspen Aerogels, Inc. Shares Sold by Encompass Capital Advisors LLC - MarketBeat | 09/26/2024 |
3 | Aspen Aerogels Trading Down 6.8 percent Time to Sell | 10/17/2024 |
4 | Disposition of 349 shares by Keith Schilling of Aspen Aerogels at 18.05 subject to Rule 16b-3 | 11/01/2024 |
5 | Aspen Aerogels Inc Q3 2024 Earnings Revenue Surges to 117.3M, EPS Loss at 0. ... | 11/06/2024 |
6 | Aspen Aerogels Third Quarter 2024 Earnings EPS Misses Expectations | 11/08/2024 |
7 | Aspen Aerogels Inc Q3 2024 Earnings Call Highlights Record Revenue Growth and Strategic ... | 11/11/2024 |
8 | Aspen Aerogels, Inc. to Present at the Barclays 15th Annual Global Automotive and Mobility Tech Conference | 11/12/2024 |
9 | Aspen Aerogels SWOT analysis stock poised for growth amid EV boom | 11/13/2024 |
10 | Aspen Aerogels Earnings May Just Be The Starting Point | 11/15/2024 |
11 | GSA Capital Partners LLP Lowers Stock Position in Aspen Aerogels, Inc. - MarketBeat | 11/18/2024 |
About Aspen Aerogels 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 Aspen or other stocks. Alpha measures the amount that position in Aspen Aerogels 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 | 6.4 | 3.2 | 3.56 | 3.38 | Days Of Inventory On Hand | 39.17 | 46.9 | 78.68 | 82.62 |
Aspen Aerogels Upcoming Company Events
As portrayed in its financial statements, the presentation of Aspen Aerogels' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Aspen Aerogels' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Aspen Aerogels' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Aspen Aerogels. Please utilize our Beneish M Score to check the likelihood of Aspen Aerogels' management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of February 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 Aspen Aerogels Backtesting, Aspen Aerogels Valuation, Aspen Aerogels Correlation, Aspen Aerogels Hype Analysis, Aspen Aerogels Volatility, Aspen Aerogels History and analyze Aspen Aerogels Performance. To learn how to invest in Aspen Stock, please use our How to Invest in Aspen Aerogels guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Aspen Aerogels 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.