Aterian Stock Alpha and Beta Analysis
| ATER Stock | USD 2.62 0.04 1.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aterian. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aterian over a specified time horizon. Remember, high Aterian'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 Aterian's market risk premium analysis include:
Beta 0.99 | Alpha (0.27) | Risk 3.32 | Sharpe Ratio (0.05) | Expected Return (0.18) |
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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.
Aterian |
Aterian Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aterian market risk premium is the additional return an investor will receive from holding Aterian 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 Aterian. 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 Aterian's performance over market.| α | -0.27 | β | 0.99 |
Aterian 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 Aterian's Buy-and-hold return. Our buy-and-hold chart shows how Aterian performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aterian Market Price Analysis
Market price analysis indicators help investors to evaluate how Aterian stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aterian shares will generate the highest return on investment. By understating and applying Aterian stock market price indicators, traders can identify Aterian position entry and exit signals to maximize returns.
Aterian Return and Market Media
The median price of Aterian for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 2.94 with a coefficient of variation of 8.57. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 2.93, and mean deviation of 0.19. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 6000 shares by Lattmann Susan E. of Aterian at 3.2 subject to Rule 16b-3 | 09/05/2024 |
2 | Disposition of 1919 shares by Joshua Feldman of Aterian at 3.07 subject to Rule 16b-3 | 09/11/2024 |
3 | Aterian Plc Expands Share Capital and Grants Warrants - TipRanks | 09/24/2024 |
4 | Aterian Inc Q2 2024 Earnings Call Highlights Navigating Challenges with Strategic ... | 10/09/2024 |
5 | Aterian Sets Date for Third Quarter 2024 Earnings Announcement Investor Conference Call | 10/29/2024 |
6 | Aterian, Inc. Q3 2024 Earnings Call Transcript | 11/12/2024 |
7 | Analysts Have Been Trimming Their Aterian, Inc. Price Target After Its Latest Report | 11/15/2024 |
8 | Aterian, Inc. Reports Earnings Results for the Third Quarter and Nine Months Ended September 30, 2024 - Marketscreener.com | 11/22/2024 |
About Aterian 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 Aterian or other stocks. Alpha measures the amount that position in Aterian 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 | 15.44 | 7.45 | 10.82 | 7.86 | PTB Ratio | 4.56 | 0.5 | 0.76 | 0.72 |
Aterian Upcoming Company Events
As portrayed in its financial statements, the presentation of Aterian's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Aterian's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Aterian's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Aterian. Please utilize our Beneish M Score to check the likelihood of Aterian's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Aterian Stock Analysis
When running Aterian's price analysis, check to measure Aterian's 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 Aterian is operating at the current time. Most of Aterian's value examination focuses on studying past and present price action to predict the probability of Aterian's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aterian's price. Additionally, you may evaluate how the addition of Aterian to your portfolios can decrease your overall portfolio volatility.