Check Point (UK) Alpha and Beta Analysis
| 0Y9S Stock | 180.50 1.30 0.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Check Point Software. It also helps investors analyze the systematic and unsystematic risks associated with investing in Check Point over a specified time horizon. Remember, high Check Point'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 Check Point's market risk premium analysis include:
Beta 0.74 | Alpha (0.13) | Risk 2.13 | Sharpe Ratio (0.02) | Expected Return (0.05) |
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.
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Check Point Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Check Point market risk premium is the additional return an investor will receive from holding Check Point 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 Check Point. 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 Check Point's performance over market.| α | -0.13 | β | 0.74 |
Check Point 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 Check Point's Buy-and-hold return. Our buy-and-hold chart shows how Check Point performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Check Point Market Price Analysis
Market price analysis indicators help investors to evaluate how Check Point stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Check Point shares will generate the highest return on investment. By understating and applying Check Point stock market price indicators, traders can identify Check Point position entry and exit signals to maximize returns.
Check Point Return and Market Media
The median price of Check Point for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 190.42 with a coefficient of variation of 5.99. The daily time series for the period is distributed with a sample standard deviation of 11.4, arithmetic mean of 190.39, and mean deviation of 8.8. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Check Point Software Technologies Ltd.s Price Is Out Of Tune With Earnings - Simply Wall St | 09/09/2024 |
2 | Check Point Software Technologies Ltd. Short Interest Update - MarketBeat | 09/30/2024 |
3 | Massachusetts Financial Services Co. MA Sells 209,427 Shares of Check Point Software Technologies Ltd. - MarketBeat | 11/21/2024 |
About Check Point 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 Check or other stocks. Alpha measures the amount that position in Check Point Software 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.
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 Check Point 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, Check Point's short interest history, or implied volatility extrapolated from Check Point options trading.
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Additional Tools for Check Stock Analysis
When running Check Point's price analysis, check to measure Check Point'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 Check Point is operating at the current time. Most of Check Point's value examination focuses on studying past and present price action to predict the probability of Check Point's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Check Point's price. Additionally, you may evaluate how the addition of Check Point to your portfolios can decrease your overall portfolio volatility.