Arbe Robotics Ltd Stock Alpha and Beta Analysis

ARBEW Stock  USD 0.18  0.01  5.88%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arbe Robotics Ltd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arbe Robotics over a specified time horizon. Remember, high Arbe Robotics' 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 Arbe Robotics' market risk premium analysis include:
Beta
(0.04)
Alpha
0.65
Risk
141.35
Sharpe Ratio
0.12
Expected Return
17.54
Please note that although Arbe Robotics alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Arbe Robotics did 0.65  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Arbe Robotics Ltd stock's relative risk over its benchmark. Arbe Robotics has a beta of 0.04  . As returns on the market increase, returns on owning Arbe Robotics are expected to decrease at a much lower rate. During the bear market, Arbe Robotics is likely to outperform the market. At this time, Arbe Robotics' Book Value Per Share is fairly stable compared to the past year. Tangible Book Value Per Share is likely to climb to 0.66 in 2024, whereas Enterprise Value Over EBITDA is likely to drop (2.95) in 2024.

Enterprise Value

123.5 Million

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.
  
Check out Arbe Robotics Backtesting, Arbe Robotics Valuation, Arbe Robotics Correlation, Arbe Robotics Hype Analysis, Arbe Robotics Volatility, Arbe Robotics History and analyze Arbe Robotics Performance.
For more information on how to buy Arbe Stock please use our How to Invest in Arbe Robotics guide.

Arbe Robotics Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arbe Robotics market risk premium is the additional return an investor will receive from holding Arbe Robotics 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 Arbe Robotics. 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 Arbe Robotics' performance over market.
α0.65   β-0.04

Arbe Robotics 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 Arbe Robotics' Buy-and-hold return. Our buy-and-hold chart shows how Arbe Robotics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Arbe Robotics Market Price Analysis

Market price analysis indicators help investors to evaluate how Arbe Robotics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arbe Robotics shares will generate the highest return on investment. By understating and applying Arbe Robotics stock market price indicators, traders can identify Arbe Robotics position entry and exit signals to maximize returns.

Arbe Robotics Return and Market Media

The median price of Arbe Robotics for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 0.2 with a coefficient of variation of 22.47. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 0.19, and mean deviation of 0.03. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Arbe Robotics Ltd. insiders have significant skin in the game with 30 percent ownership - Yahoo Finance
10/10/2024
2
Arbe Robotics, Ltd. Announces Closing of up to 49 Million Public Offering - StockTitan
11/04/2024

About Arbe Robotics 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 Arbe or other stocks. Alpha measures the amount that position in Arbe Robotics 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)
Graham Number17.542.792.824.27
Receivables Turnover12.031.61.171.11
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Arbe Robotics in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Arbe Robotics' short interest history, or implied volatility extrapolated from Arbe Robotics options trading.

Build Portfolio with Arbe Robotics

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for Arbe Stock Analysis

When running Arbe Robotics' price analysis, check to measure Arbe Robotics' 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 Arbe Robotics is operating at the current time. Most of Arbe Robotics' value examination focuses on studying past and present price action to predict the probability of Arbe Robotics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arbe Robotics' price. Additionally, you may evaluate how the addition of Arbe Robotics to your portfolios can decrease your overall portfolio volatility.