Aurora Mobile Stock Alpha and Beta Analysis
| JG Stock | USD 7.29 0.02 0.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aurora Mobile. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aurora Mobile over a specified time horizon. Remember, high Aurora Mobile'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 Aurora Mobile's market risk premium analysis include:
Beta 0.27 | Alpha 1.53 | Risk 10.12 | Sharpe Ratio 0.16 | Expected Return 1.61 |
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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.
Aurora |
Aurora Mobile Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aurora Mobile market risk premium is the additional return an investor will receive from holding Aurora Mobile 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 Aurora Mobile. 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 Aurora Mobile's performance over market.| α | 1.53 | β | 0.27 |
Aurora Mobile 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 Aurora Mobile's Buy-and-hold return. Our buy-and-hold chart shows how Aurora Mobile performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aurora Mobile Market Price Analysis
Market price analysis indicators help investors to evaluate how Aurora Mobile stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aurora Mobile shares will generate the highest return on investment. By understating and applying Aurora Mobile stock market price indicators, traders can identify Aurora Mobile position entry and exit signals to maximize returns.
Aurora Mobile Return and Market Media
The median price of Aurora Mobile for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 5.85 with a coefficient of variation of 22.83. The daily time series for the period is distributed with a sample standard deviation of 1.35, arithmetic mean of 5.92, and mean deviation of 1.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Short Interest in Aurora Mobile Limited Rises By 9.4 | 09/18/2024 |
2 | Qifu Technology Inc ADR Quote - Press Release - The Globe and Mail | 10/04/2024 |
3 | Aurora Mobile Showcases GPTBots and EngageLab at eCommerce Expo Asia, Highlighting AI-Powered Solutions for Global Enterprises | 10/17/2024 |
4 | JG Stock Surges 8 percent Amid Strong Buy Ratings | 10/30/2024 |
5 | MoonFox Analysis Chinese A-share Companies Global Revenue Journey Expected to Reach US 1.4 Trillion | 11/04/2024 |
6 | Aurora Mobile Limited Announces Third Quarter 2024Unaudited Financial Results | 11/14/2024 |
7 | Technical Pivots with Risk Controls - Stock Traders Daily | 11/18/2024 |
8 | Aurora Continues to Rise After Winning AI Innovation Award | 11/21/2024 |
About Aurora Mobile 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 Aurora or other stocks. Alpha measures the amount that position in Aurora Mobile 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 | 5.05 | 5.67 | 4.32 | 4.1 | Days Of Inventory On Hand | 671.66 | 0.47 | 0.42 | 0.4 |
Aurora Mobile Upcoming Company Events
As portrayed in its financial statements, the presentation of Aurora Mobile's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Aurora Mobile's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Aurora Mobile's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Aurora Mobile. Please utilize our Beneish M Score to check the likelihood of Aurora Mobile's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Aurora Mobile
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
Check out Aurora Mobile Backtesting, Aurora Mobile Valuation, Aurora Mobile Correlation, Aurora Mobile Hype Analysis, Aurora Mobile Volatility, Aurora Mobile History and analyze Aurora Mobile Performance. For more detail on how to invest in Aurora Stock please use our How to Invest in Aurora Mobile guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Aurora Mobile 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.