Jakks Pacific Stock Alpha and Beta Analysis
| JAKK Stock | USD 27.79 0.05 0.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JAKKS Pacific. It also helps investors analyze the systematic and unsystematic risks associated with investing in JAKKS Pacific over a specified time horizon. Remember, high JAKKS Pacific'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 JAKKS Pacific's market risk premium analysis include:
Beta 0.0286 | Alpha 0.33 | Risk 2.88 | Sharpe Ratio 0.0958 | Expected Return 0.28 |
Enterprise Value |
|
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.
JAKKS |
JAKKS Pacific Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JAKKS Pacific market risk premium is the additional return an investor will receive from holding JAKKS Pacific 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 JAKKS Pacific. 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 JAKKS Pacific's performance over market.| α | 0.33 | β | 0.03 |
JAKKS Pacific 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 JAKKS Pacific's Buy-and-hold return. Our buy-and-hold chart shows how JAKKS Pacific performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JAKKS Pacific Market Price Analysis
Market price analysis indicators help investors to evaluate how JAKKS Pacific stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JAKKS Pacific shares will generate the highest return on investment. By understating and applying JAKKS Pacific stock market price indicators, traders can identify JAKKS Pacific position entry and exit signals to maximize returns.
JAKKS Pacific Return and Market Media
The median price of JAKKS Pacific for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 25.7 with a coefficient of variation of 8.27. The daily time series for the period is distributed with a sample standard deviation of 2.16, arithmetic mean of 26.11, and mean deviation of 1.69. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disguise Announces Extension of Global Rights for Netflixs Stranger Things and Bridgerton | 09/03/2024 |
2 | Jakks Pacific Inc Q2 2024 Earnings Call Highlights Navigating Challenges with Strategic ... | 10/09/2024 |
3 | Mattel Q3 Earnings and Revenues Surpass Estimates | 10/23/2024 |
4 | JAKKS Pacific Non-GAAP EPS of 4.79 beats by 0.76, revenue of 321.61M beats by 7.88M | 10/30/2024 |
5 | JAKKS Pacific Unveils Fall Launch of Nintendo, Legend of Zelda, and Metroid Prime Products Just in Time for the Holidays | 10/31/2024 |
6 | Calculating The Intrinsic Value Of JAKKS Pacific, Inc. | 11/01/2024 |
7 | Shaky Earnings May Not Tell The Whole Story For JAKKS Pacific | 11/06/2024 |
8 | Disposition of 48253 shares by John Kimble of JAKKS Pacific at 27.62 subject to Rule 16b-3 | 11/21/2024 |
About JAKKS Pacific 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 JAKKS or other stocks. Alpha measures the amount that position in JAKKS Pacific 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.
| 2023 | 2024 (projected) | PTB Ratio | 1.81 | 1.17 | Price To Sales Ratio | 0.5 | 0.67 |
JAKKS Pacific Upcoming Company Events
As portrayed in its financial statements, the presentation of JAKKS Pacific's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, JAKKS Pacific's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of JAKKS Pacific's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of JAKKS Pacific. Please utilize our Beneish M Score to check the likelihood of JAKKS Pacific's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 25th of April 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 |
Build Portfolio with JAKKS Pacific
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 JAKKS Pacific Backtesting, JAKKS Pacific Valuation, JAKKS Pacific Correlation, JAKKS Pacific Hype Analysis, JAKKS Pacific Volatility, JAKKS Pacific History and analyze JAKKS Pacific Performance. For more information on how to buy JAKKS Stock please use our How to buy in JAKKS Stock guide.You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
JAKKS Pacific 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.