Synopsys Stock Alpha and Beta Analysis
| SNPS Stock | USD 558.49 10.75 1.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Synopsys. It also helps investors analyze the systematic and unsystematic risks associated with investing in Synopsys over a specified time horizon. Remember, high Synopsys' 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 Synopsys' market risk premium analysis include:
Beta 1.59 | Alpha (0.09) | Risk 2.17 | Sharpe Ratio 0.11 | Expected Return 0.23 |
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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.
Synopsys |
Synopsys Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Synopsys market risk premium is the additional return an investor will receive from holding Synopsys 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 Synopsys. 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 Synopsys' performance over market.| α | -0.09 | β | 1.59 |
Synopsys 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 Synopsys' Buy-and-hold return. Our buy-and-hold chart shows how Synopsys performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Synopsys Market Price Analysis
Market price analysis indicators help investors to evaluate how Synopsys stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Synopsys shares will generate the highest return on investment. By understating and applying Synopsys stock market price indicators, traders can identify Synopsys position entry and exit signals to maximize returns.
Synopsys Return and Market Media
The median price of Synopsys for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 513.61 with a coefficient of variation of 5.12. The daily time series for the period is distributed with a sample standard deviation of 26.43, arithmetic mean of 516.06, and mean deviation of 21.24. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Synopsys 34 Billion Ansys Deal Gets UK Antitrust Scrutiny | 10/25/2024 |
2 | Disposition of 5893 shares by De Geus Aart of Synopsys at 601.9962 subject to Rule 16b-3 | 11/12/2024 |
3 | Synopsys Laps the Stock Market Heres Why | 11/18/2024 |
4 | 1,250,950 Shares in Synopsys, Inc. Bought by Parnassus Investments LLC | 11/19/2024 |
5 | Wall Street Analysts Think Synopsys Is a Good Investment Is It | 11/20/2024 |
6 | Investors Heavily Search Synopsys, Inc. Here is What You Need to Know | 11/21/2024 |
7 | Goldman Sachs Synopsys, Inc. Is A Top Growth Investor Stock | 11/22/2024 |
8 | Synopsys Stock Sinks As Market Gains What You Should Know | 11/25/2024 |
9 | Synopsys, Inc. Shares Purchased by Baldwin Investment Management LLC | 11/27/2024 |
About Synopsys 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 Synopsys or other stocks. Alpha measures the amount that position in Synopsys 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) | Days Sales Outstanding | 57.18 | 59.16 | 68.03 | 71.74 | PTB Ratio | 8.12 | 11.62 | 13.36 | 14.03 |
Synopsys Upcoming Company Events
As portrayed in its financial statements, the presentation of Synopsys' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Synopsys' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Synopsys' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Synopsys. Please utilize our Beneish M Score to check the likelihood of Synopsys' management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 15th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 4th of December 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 Synopsys Stock Analysis
When running Synopsys' price analysis, check to measure Synopsys' 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 Synopsys is operating at the current time. Most of Synopsys' value examination focuses on studying past and present price action to predict the probability of Synopsys' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Synopsys' price. Additionally, you may evaluate how the addition of Synopsys to your portfolios can decrease your overall portfolio volatility.