Applied Opt Stock Alpha and Beta Analysis
| AAOI Stock | USD 37.91 0.08 0.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Applied Opt. It also helps investors analyze the systematic and unsystematic risks associated with investing in Applied Opt over a specified time horizon. Remember, high Applied Opt'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 Applied Opt's market risk premium analysis include:
Beta 2.85 | Alpha 2.17 | Risk 8.99 | Sharpe Ratio 0.29 | Expected Return 2.62 |
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.
Applied |
Applied Opt Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Applied Opt market risk premium is the additional return an investor will receive from holding Applied Opt 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 Applied Opt. 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 Applied Opt's performance over market.| α | 2.17 | β | 2.85 |
Applied Opt 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 Applied Opt's Buy-and-hold return. Our buy-and-hold chart shows how Applied Opt performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Applied Opt Market Price Analysis
Market price analysis indicators help investors to evaluate how Applied Opt stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Applied Opt shares will generate the highest return on investment. By understating and applying Applied Opt stock market price indicators, traders can identify Applied Opt position entry and exit signals to maximize returns.
Applied Opt Return and Market Media
The median price of Applied Opt for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 15.98 with a coefficient of variation of 37.27. The daily time series for the period is distributed with a sample standard deviation of 6.43, arithmetic mean of 17.26, and mean deviation of 4.54. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Applied Optoelectronics Inc Trading 13.2 percent Higher on Sep 12 | 09/12/2024 |
2 | Disposition of 2909 shares by Stefan Murry of Applied Opt at 18.51 subject to Rule 16b-3 | 10/24/2024 |
3 | Acquisition by David Kuo of 19747 shares of Applied Opt subject to Rule 16b-3 | 10/25/2024 |
4 | Applied Optoelectronics Inc Q3 2024 Earnings Call Highlights Navigating Growth Amidst ... | 11/08/2024 |
5 | Disposition of 6267 shares by David Kuo of Applied Opt at 28.8865 subject to Rule 16b-3 | 11/12/2024 |
6 | Disposition of 11300 shares by David Kuo of Applied Opt at 28.967 subject to Rule 16b-3 | 11/14/2024 |
7 | Spotlight on Applied Optoelectronics Analyzing the Surge in Options Activity | 11/15/2024 |
8 | Applied Optoelectronics SVP sells shares worth 7,614 | 11/18/2024 |
9 | Do Options Traders Know Something About Applied Optoelectronics Stock We Dont | 11/21/2024 |
10 | Applied Optoelectronics CFO Murry sells 157,784 in stock | 11/22/2024 |
About Applied Opt 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 Applied or other stocks. Alpha measures the amount that position in Applied Opt 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 | 2024 (projected) | Days Sales Outstanding | 96.77 | 100.77 | 86.92 | PTB Ratio | 0.54 | 0.28 | 1.91 |
Applied Opt Upcoming Company Events
As portrayed in its financial statements, the presentation of Applied Opt's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Applied Opt's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Applied Opt's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Applied Opt. Please utilize our Beneish M Score to check the likelihood of Applied Opt's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 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 Applied Opt
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 Applied Opt Backtesting, Applied Opt Valuation, Applied Opt Correlation, Applied Opt Hype Analysis, Applied Opt Volatility, Applied Opt History and analyze Applied Opt Performance. For more detail on how to invest in Applied Stock please use our How to Invest in Applied Opt guide.You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Applied Opt 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.