Stratasys Stock Alpha and Beta Analysis
| SSYS Stock | USD 9.76 0.32 3.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Stratasys. It also helps investors analyze the systematic and unsystematic risks associated with investing in Stratasys over a specified time horizon. Remember, high Stratasys' 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 Stratasys' market risk premium analysis include:
Beta 1.91 | Alpha 0.16 | Risk 4.56 | Sharpe Ratio 0.0908 | Expected Return 0.41 |
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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.
Stratasys |
Stratasys Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Stratasys market risk premium is the additional return an investor will receive from holding Stratasys 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 Stratasys. 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 Stratasys' performance over market.| α | 0.16 | β | 1.91 |
Stratasys 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 Stratasys' Buy-and-hold return. Our buy-and-hold chart shows how Stratasys performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Stratasys Market Price Analysis
Market price analysis indicators help investors to evaluate how Stratasys stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Stratasys shares will generate the highest return on investment. By understating and applying Stratasys stock market price indicators, traders can identify Stratasys position entry and exit signals to maximize returns.
Stratasys Return and Market Media
The median price of Stratasys for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 7.49 with a coefficient of variation of 10.57. The daily time series for the period is distributed with a sample standard deviation of 0.81, arithmetic mean of 7.67, and mean deviation of 0.57. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Momentum of Stratasys F3300 Printer Indicates Global Manufacturers Are Turning to AM to Solve Their Toughest Production Challenges | 09/10/2024 |
2 | Acquisition by Gallagher Robert F of 25000 shares of Stratasys at 28.33 subject to Rule 16b-3 | 09/11/2024 |
3 | Disposition of 25981 shares by Gallagher Robert F of Stratasys at 27.2598 subject to Rule 16b-3 | 10/28/2024 |
4 | Model Kits for Hobbyists Market to Grow by USD 219 Million from 2024-2028, Driven by Rising Disposable Income and AIs Impact on Market Trends - Technavio | 11/06/2024 |
5 | Stratasys Non-GAAP EPS of 0.01 beats by 0.05, revenue of 140M beats by 0.51M | 11/13/2024 |
6 | Stratasys Enhances GrabCAD Print and Print Pro, Integrating Sustainability and Advanced Workflow Features Across All Core Technologies | 11/14/2024 |
7 | Nano Dimension Announces Q32024 Results The Best 3rd Quarter in the Companys History | 11/20/2024 |
8 | Guy Menchik Joins fl Optics to Lead Groundbreaking Advances in Digital Manufacturing | 11/21/2024 |
About Stratasys 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 Stratasys or other stocks. Alpha measures the amount that position in Stratasys 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 | 77.77 | 81.09 | 100.04 | 99.95 | PTB Ratio | 1.63 | 0.82 | 1.11 | 1.05 |
Stratasys Upcoming Company Events
As portrayed in its financial statements, the presentation of Stratasys' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Stratasys' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Stratasys' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Stratasys. Please utilize our Beneish M Score to check the likelihood of Stratasys' management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 21st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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 Stratasys Stock Analysis
When running Stratasys' price analysis, check to measure Stratasys' 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 Stratasys is operating at the current time. Most of Stratasys' value examination focuses on studying past and present price action to predict the probability of Stratasys' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stratasys' price. Additionally, you may evaluate how the addition of Stratasys to your portfolios can decrease your overall portfolio volatility.