Keysight Technologies Stock Alpha and Beta Analysis
| KEYS Stock | USD 170.28 0.15 0.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Keysight Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Keysight Technologies over a specified time horizon. Remember, high Keysight Technologies' 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 Keysight Technologies' market risk premium analysis include:
Beta 1.44 | Alpha (0.02) | Risk 1.95 | Sharpe Ratio 0.0897 | Expected Return 0.17 |
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.
Keysight |
Keysight Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Keysight Technologies market risk premium is the additional return an investor will receive from holding Keysight Technologies 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 Keysight Technologies. 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 Keysight Technologies' performance over market.| α | -0.02 | β | 1.44 |
Keysight Technologies 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 Keysight Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Keysight Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Keysight Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Keysight Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Keysight Technologies shares will generate the highest return on investment. By understating and applying Keysight Technologies stock market price indicators, traders can identify Keysight Technologies position entry and exit signals to maximize returns.
Keysight Technologies Return and Market Media
The median price of Keysight Technologies for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 154.71 with a coefficient of variation of 3.47. The daily time series for the period is distributed with a sample standard deviation of 5.39, arithmetic mean of 155.04, and mean deviation of 4.0. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by James Cullen of 1632 shares of Keysight Technologies subject to Rule 16b-3 | 09/09/2024 |
2 | Keysight Advances Capabilities of Vector Network Analyzer Portfolio | 09/19/2024 |
3 | Keysight Unveils 3kV High Voltage Wafer Test System for Power Semiconductors | 10/08/2024 |
4 | Insider Trading | 11/01/2024 |
5 | Keysight Enables Samsung Electronics to Validate FiRa 2.0 Secure Ranging Test Cases | 11/13/2024 |
6 | Disposition of 3276 shares by Satish Dhanasekaran of Keysight Technologies at 149.37 subject to Rule 16b-3 | 11/15/2024 |
7 | Keysight Introduces Electronic Design Automation Software Suite Amplifying Designer ... | 11/18/2024 |
8 | Keysight Technologies stock soars 10 percent on strong guidance, earnings beat | 11/19/2024 |
9 | Bank of America Boosts Keysight Technologies Price Target to 160.00 | 11/20/2024 |
10 | Banque Cantonale Vaudoise Has 1.97 Million Holdings in Keysight Technologies, Inc. | 11/21/2024 |
About Keysight Technologies 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 Keysight or other stocks. Alpha measures the amount that position in Keysight Technologies 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 (projected) | PTB Ratio | 7.53 | 4.67 | 4.2 | Price To Sales Ratio | 5.78 | 3.98 | 3.58 |
Keysight Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of Keysight Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Keysight Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Keysight Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Keysight Technologies. Please utilize our Beneish M Score to check the likelihood of Keysight Technologies' management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 21st of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 18th of November 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of October 2023 Last Financial Announcement | View |
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Additional Tools for Keysight Stock Analysis
When running Keysight Technologies' price analysis, check to measure Keysight Technologies' 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 Keysight Technologies is operating at the current time. Most of Keysight Technologies' value examination focuses on studying past and present price action to predict the probability of Keysight Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Keysight Technologies' price. Additionally, you may evaluate how the addition of Keysight Technologies to your portfolios can decrease your overall portfolio volatility.