Adt Inc Stock Alpha and Beta Analysis
| ADT Stock | USD 7.54 0.01 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ADT Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in ADT over a specified time horizon. Remember, high ADT'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 ADT's market risk premium analysis include:
Beta (0.50) | Alpha 0.0731 | Risk 2.82 | Sharpe Ratio 0.0274 | Expected Return 0.0774 |
ADT Quarterly Cash And Equivalents |
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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.
ADT |
ADT Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ADT market risk premium is the additional return an investor will receive from holding ADT 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 ADT. 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 ADT's performance over market.| α | 0.07 | β | -0.5 |
ADT 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 ADT's Buy-and-hold return. Our buy-and-hold chart shows how ADT performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ADT Market Price Analysis
Market price analysis indicators help investors to evaluate how ADT stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ADT shares will generate the highest return on investment. By understating and applying ADT stock market price indicators, traders can identify ADT position entry and exit signals to maximize returns.
ADT Return and Market Media
The median price of ADT for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 7.25 with a coefficient of variation of 3.82. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 7.25, and mean deviation of 0.21. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Tracey Griffin of tradable shares of ADT at 6.22 subject to Rule 16b-3 | 09/20/2024 |
2 | Bayer Submits Supplemental New Drug Application to U.S. FDA Seeking Expanded Indication for NUBEQA in Metastatic Hormone-Sensitive Prostate Cancer | 09/26/2024 |
| ADT dividend paid on 4th of October 2024 | 10/04/2024 |
3 | ADT To Release Third Quarter 2024 Results On Thursday, Oct. 24, 2024 | 10/17/2024 |
4 | ADT Inc Q3 2024 Earnings Call Highlights Strong Revenue Growth and Strategic ... | 10/25/2024 |
5 | Storms and safety challenges fail to slow Adriatics Vares progress | 10/28/2024 |
6 | Disposition of 56000000 shares by Apollo Management Holdings Gp, Llc of ADT at 7.2 subject to Rule 16b-3 | 10/30/2024 |
7 | Adriatic Metals And 2 Promising Undervalued Small Caps In Australia With Insider Action | 10/31/2024 |
8 | Acquisition by Tracey Griffin of 148 shares of ADT subject to Rule 16b-3 | 11/01/2024 |
9 | Cortland Associates Inc. MO Cuts Position in ADT Inc. | 11/04/2024 |
10 | Best Value Stocks to Buy for November 5th | 11/05/2024 |
11 | Can ADT Run Higher on Rising Earnings Estimates | 11/07/2024 |
About ADT 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 ADT or other stocks. Alpha measures the amount that position in ADT Inc 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 | 0.0168 | 0.0155 | 0.0207 | 0.0196 | Price To Sales Ratio | 1.31 | 1.28 | 1.25 | 1.19 |
ADT Upcoming Company Events
As portrayed in its financial statements, the presentation of ADT's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ADT's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ADT's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ADT. Please utilize our Beneish M Score to check the likelihood of ADT's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th 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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Additional Tools for ADT Stock Analysis
When running ADT's price analysis, check to measure ADT'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 ADT is operating at the current time. Most of ADT's value examination focuses on studying past and present price action to predict the probability of ADT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ADT's price. Additionally, you may evaluate how the addition of ADT to your portfolios can decrease your overall portfolio volatility.