Aspen Technology Stock Alpha and Beta Analysis
| AZPN Stock | USD 250.85 2.36 0.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aspen Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aspen Technology over a specified time horizon. Remember, high Aspen Technology'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 Aspen Technology's market risk premium analysis include:
Beta 0.8 | Alpha 0.11 | Risk 1.42 | Sharpe Ratio 0.17 | Expected Return 0.24 |
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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 Technology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aspen Technology market risk premium is the additional return an investor will receive from holding Aspen Technology 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 Technology. 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 Technology's performance over market.| α | 0.11 | β | 0.80 |
Aspen Technology 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 Technology's Buy-and-hold return. Our buy-and-hold chart shows how Aspen Technology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aspen Technology Market Price Analysis
Market price analysis indicators help investors to evaluate how Aspen Technology 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 Technology shares will generate the highest return on investment. By understating and applying Aspen Technology stock market price indicators, traders can identify Aspen Technology position entry and exit signals to maximize returns.
Aspen Technology Return and Market Media
The median price of Aspen Technology for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 235.86 with a coefficient of variation of 3.64. The daily time series for the period is distributed with a sample standard deviation of 8.54, arithmetic mean of 234.67, and mean deviation of 6.52. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Antonio Pietri of 24819 shares of Aspen Technology subject to Rule 16b-3 | 09/03/2024 |
2 | Why Is Aspen Technology Up 10.4 percent Since Last Earnings Report | 09/05/2024 |
3 | Disposition of 832 shares by David Baker of Aspen Technology at 234.14 subject to Rule 16b-3 | 09/10/2024 |
4 | Can Synchronoss Latest Personal Cloud Release Push the Stock Higher | 09/26/2024 |
5 | Disposition of 185 shares by Stagno Christopher of Aspen Technology at 237.25 subject to Rule 16b-3 | 10/23/2024 |
6 | Pre-Market Trading Dow Jones Futures Fall Ahead Of Jobs Data, GDP Google Surges On Earnings | 10/30/2024 |
7 | Aspen Technology Issues Quarterly Earnings Results | 11/05/2024 |
8 | Aspen Technology, Inc. Q1 2025 Earnings Call Transcript | 11/06/2024 |
9 | Aspen Technology Chosen to Optimize Renewable Generation For Icelands Largest Power Producer | 11/14/2024 |
10 | Aspen Technology is a Great Momentum Stock Should You Buy | 11/15/2024 |
11 | Aspen Technology forms committee to evaluate Emersons offer | 11/20/2024 |
About Aspen Technology 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 Technology 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 | 0.00479 | 0.003188 | Price To Sales Ratio | 11.18 | 11.74 |
Aspen Technology Upcoming Company Events
As portrayed in its financial statements, the presentation of Aspen Technology's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Aspen Technology's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Aspen Technology's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Aspen Technology. Please utilize our Beneish M Score to check the likelihood of Aspen Technology's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
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Check out Aspen Technology Backtesting, Aspen Technology Valuation, Aspen Technology Correlation, Aspen Technology Hype Analysis, Aspen Technology Volatility, Aspen Technology History and analyze Aspen Technology Performance. To learn how to invest in Aspen Stock, please use our How to Invest in Aspen Technology guide.You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Aspen Technology 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.