Quantum Stock Alpha and Beta Analysis
| QMCO Stock | USD 21.77 12.64 138.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Quantum. It also helps investors analyze the systematic and unsystematic risks associated with investing in Quantum over a specified time horizon. Remember, high Quantum'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 Quantum's market risk premium analysis include:
Beta 6.85 | Alpha 1.46 | Risk 18.16 | Sharpe Ratio 0.13 | Expected Return 2.44 |
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.
Quantum |
Quantum Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Quantum market risk premium is the additional return an investor will receive from holding Quantum 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 Quantum. 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 Quantum's performance over market.| α | 1.46 | β | 6.85 |
Quantum 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 Quantum's Buy-and-hold return. Our buy-and-hold chart shows how Quantum performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Quantum Market Price Analysis
Market price analysis indicators help investors to evaluate how Quantum stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Quantum shares will generate the highest return on investment. By understating and applying Quantum stock market price indicators, traders can identify Quantum position entry and exit signals to maximize returns.
Quantum Return and Market Media
The median price of Quantum for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 3.51 with a coefficient of variation of 25.32. The daily time series for the period is distributed with a sample standard deviation of 0.97, arithmetic mean of 3.83, and mean deviation of 0.68. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Henk Spanjaard of Quantum subject to Rule 16b-3 | 09/13/2024 |
2 | Quantum Price Up 0.1 percent Over Last 7 Days | 10/29/2024 |
3 | University of Virginia Researchers Publish New Study on Tropomyosin Proteoforms Showcasing Quantum-Sis Next-Gen Protein Sequencer Platinum | 11/07/2024 |
4 | ATRCs VentureOne Launches QuantumGate to Secure Data for the Quantum Era at CyberQ | 11/12/2024 |
5 | Quantum Computing Dives After 40M Stock Offering - Whats Going On | 11/15/2024 |
6 | Quantum-Si Announces Inducement Grant Under Nasdaq Listing Rule 5635 | 11/18/2024 |
7 | Quantum Circuits Accelerates Momentum Toward Commercial Quantum Computing With New Aqumen Seeker Quantum Processing Unit | 11/19/2024 |
8 | Quantum Computing announces purchase order for TFLN Photonic Chip Foundry | 11/20/2024 |
9 | JBL Quantum 400 Gaming Headset Is Priced Under 40 at Amazon, Lowest Price Ever for Black Friday | 11/21/2024 |
10 | Quantum-Si announces workforce reduction, restructuring costs | 11/22/2024 |
About Quantum 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 Quantum or other stocks. Alpha measures the amount that position in Quantum 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) | Dividend Yield | 0.00475 | 0.004222 | Price To Sales Ratio | 0.17 | 0.16 |
Quantum Upcoming Company Events
As portrayed in its financial statements, the presentation of Quantum's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Quantum's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Quantum's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Quantum. Please utilize our Beneish M Score to check the likelihood of Quantum's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 4th of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of June 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
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Align your risk with return expectations
Check out Quantum Backtesting, Quantum Valuation, Quantum Correlation, Quantum Hype Analysis, Quantum Volatility, Quantum History and analyze Quantum Performance. To learn how to invest in Quantum Stock, please use our How to Invest in Quantum guide.You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Quantum 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.