Acacia Research Stock Alpha and Beta Analysis
| ACTG Stock | USD 4.56 0.03 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Acacia Research. It also helps investors analyze the systematic and unsystematic risks associated with investing in Acacia Research over a specified time horizon. Remember, high Acacia Research'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 Acacia Research's market risk premium analysis include:
Beta 1.53 | Alpha (0.21) | Risk 2.06 | Sharpe Ratio (0.02) | Expected Return (0.05) |
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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.
Acacia |
Acacia Research Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Acacia Research market risk premium is the additional return an investor will receive from holding Acacia Research 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 Acacia Research. 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 Acacia Research's performance over market.| α | -0.21 | β | 1.53 |
Acacia Research 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 Acacia Research's Buy-and-hold return. Our buy-and-hold chart shows how Acacia Research performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Acacia Research Market Price Analysis
Market price analysis indicators help investors to evaluate how Acacia Research stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Acacia Research shares will generate the highest return on investment. By understating and applying Acacia Research stock market price indicators, traders can identify Acacia Research position entry and exit signals to maximize returns.
Acacia Research Return and Market Media
The median price of Acacia Research for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 4.69 with a coefficient of variation of 2.9. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 4.64, and mean deviation of 0.11. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 11486 shares by Jason Soncini of Acacia Research at 5.19 subject to Rule 16b-3 | 08/30/2024 |
2 | Acquisition by Starboard Value Lp of 528921 shares of Acacia Research at 3.65 subject to Rule 16b-3 | 10/02/2024 |
3 | Ribbon Live Demo Showcases Industry-First Compact Modular Sled with both 400ZR and 800ZR Ports | 10/08/2024 |
4 | Acacia Research acquires Deflecto | 10/21/2024 |
5 | Acacia Research to Release Third Quarter 2024 Financial Results on November 12, 2024 | 10/29/2024 |
6 | Acacia Research Corporation A Bull Case Theory | 11/04/2024 |
7 | Acacia Research Corp Q3 2024 Earnings Report Preview What to Expect | 11/11/2024 |
8 | Acacia Research Reports Third Quarter 2024 Financial Results | 11/12/2024 |
9 | Acquisition by Molinelli Gavin of 13730 shares of Acacia Research at 4.37 subject to Rule 16b-3 | 11/14/2024 |
10 | China bares CBDC upgrade Australias Project Acacia underway | 11/20/2024 |
About Acacia Research 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 Acacia or other stocks. Alpha measures the amount that position in Acacia Research 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) | Dividend Yield | 0.0058 | 0.0157 | 0.004743 | 0.004506 | Price To Sales Ratio | 2.84 | 3.02 | 2.36 | 2.24 |
Acacia Research Upcoming Company Events
As portrayed in its financial statements, the presentation of Acacia Research's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Acacia Research's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Acacia Research's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Acacia Research. Please utilize our Beneish M Score to check the likelihood of Acacia Research's management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Acacia Research
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Check out Acacia Research Backtesting, Acacia Research Valuation, Acacia Research Correlation, Acacia Research Hype Analysis, Acacia Research Volatility, Acacia Research History and analyze Acacia Research Performance. For more detail on how to invest in Acacia Stock please use our How to Invest in Acacia Research guide.You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Acacia Research 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.