Axt Inc Stock Alpha and Beta Analysis
| AXTI Stock | USD 2.06 0.09 4.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AXT Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in AXT over a specified time horizon. Remember, high AXT'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 AXT's market risk premium analysis include:
Beta 1.75 | Alpha (0.62) | Risk 5.01 | Sharpe Ratio (0.05) | Expected Return (0.26) |
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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.
AXT |
AXT Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AXT market risk premium is the additional return an investor will receive from holding AXT 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 AXT. 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 AXT's performance over market.| α | -0.62 | β | 1.75 |
AXT 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 AXT's Buy-and-hold return. Our buy-and-hold chart shows how AXT performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AXT Market Price Analysis
Market price analysis indicators help investors to evaluate how AXT stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AXT shares will generate the highest return on investment. By understating and applying AXT stock market price indicators, traders can identify AXT position entry and exit signals to maximize returns.
AXT Return and Market Media
The median price of AXT for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 2.39 with a coefficient of variation of 12.54. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 2.35, and mean deviation of 0.25. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Morris Young of 792 shares of AXT at 3.1 subject to Rule 16b-3 | 09/13/2024 |
2 | Strong week for AXT shareholders doesnt alleviate pain of three-year loss | 10/01/2024 |
3 | AXT Inc Q2 2024 Earnings Call Highlights Strong Revenue Growth Amid AI Demand, Yet ... | 10/09/2024 |
4 | Acquisition by Morris Young of 22003 shares of AXT at 2.46 subject to Rule 16b-3 | 10/29/2024 |
5 | AXT Inc Q3 2024 Everything You Need To Know Ahead Of Earnings | 10/30/2024 |
6 | AXT GAAP EPS of -0.05 beats by 0.04, revenue of 23.65M misses by 2.34M | 10/31/2024 |
7 | Acquisition by Morris Young of 111795 shares of AXT subject to Rule 16b-3 | 11/11/2024 |
8 | AXT, Inc. Reports Earnings Results for the Third Quarter and Nine Months Ended September 30, 2024 - Marketscreener.com | 11/18/2024 |
About AXT 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 AXT or other stocks. Alpha measures the amount that position in AXT Inc 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 | 0.001642 | 0.001559 | Price To Sales Ratio | 1.35 | 2.38 |
AXT Upcoming Company Events
As portrayed in its financial statements, the presentation of AXT's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AXT's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AXT's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AXT. Please utilize our Beneish M Score to check the likelihood of AXT's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 AXT Backtesting, AXT Valuation, AXT Correlation, AXT Hype Analysis, AXT Volatility, AXT History and analyze AXT Performance. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
AXT 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.