Alliancebernstein Holding Lp Stock Alpha and Beta Analysis
| AB Stock | USD 35.58 1.14 3.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AllianceBernstein Holding LP. It also helps investors analyze the systematic and unsystematic risks associated with investing in AllianceBernstein over a specified time horizon. Remember, high AllianceBernstein'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 AllianceBernstein's market risk premium analysis include:
Beta 0.88 | Alpha 0.0122 | Risk 1.36 | Sharpe Ratio 0.0517 | Expected Return 0.0705 |
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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.
AllianceBernstein |
AllianceBernstein Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AllianceBernstein market risk premium is the additional return an investor will receive from holding AllianceBernstein 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 AllianceBernstein. 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 AllianceBernstein's performance over market.| α | 0.01 | β | 0.88 |
AllianceBernstein 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 AllianceBernstein's Buy-and-hold return. Our buy-and-hold chart shows how AllianceBernstein performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AllianceBernstein Market Price Analysis
Market price analysis indicators help investors to evaluate how AllianceBernstein stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AllianceBernstein shares will generate the highest return on investment. By understating and applying AllianceBernstein stock market price indicators, traders can identify AllianceBernstein position entry and exit signals to maximize returns.
AllianceBernstein Return and Market Media
The median price of AllianceBernstein for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 34.35 with a coefficient of variation of 4.58. The daily time series for the period is distributed with a sample standard deviation of 1.61, arithmetic mean of 35.13, and mean deviation of 1.48. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | AllianceBernstein AUM climbs 1.9 percent in September on markets, net inflows | 10/09/2024 |
2 | AllianceBernsteins Case for Multigenerational Corporate Boards | 10/22/2024 |
3 | AllianceBernstein Global High Income Fund declares 0.0655 dividend | 10/29/2024 |
4 | Acquisition by Equitable Holdings, Inc. of 500000 shares of AllianceBernstein at 34.1834 subject to Rule 16b-3 | 11/01/2024 |
5 | Are Finance Stocks Lagging AllianceBernstein This Year | 11/04/2024 |
6 | Moderna Q3 2024 Earnings Call Transcript | 11/07/2024 |
7 | Airbnb Q3 2024 Earnings Call Transcript | 11/08/2024 |
8 | El Salvador to Buy Back More Debt as Bukele Banks on Trump Lift | 11/12/2024 |
9 | AllianceBernstein Announces Expansion of Insurance Platform | 11/13/2024 |
10 | AllianceBernsteins October AUM Declines on Unfavorable Market | 11/14/2024 |
11 | AllianceBernstein shares retain Buy rating ahead of investor meeting | 11/19/2024 |
About AllianceBernstein 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 AllianceBernstein or other stocks. Alpha measures the amount that position in AllianceBernstein 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 (projected) | Dividend Yield | 0.0735 | 0.1 | 0.0845 | Price To Sales Ratio | 11.68 | 11.45 | 11.69 |
AllianceBernstein Upcoming Company Events
As portrayed in its financial statements, the presentation of AllianceBernstein's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AllianceBernstein's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AllianceBernstein's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AllianceBernstein. Please utilize our Beneish M Score to check the likelihood of AllianceBernstein's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 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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Check out AllianceBernstein Backtesting, AllianceBernstein Valuation, AllianceBernstein Correlation, AllianceBernstein Hype Analysis, AllianceBernstein Volatility, AllianceBernstein History and analyze AllianceBernstein Performance. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
AllianceBernstein 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.