Adtran Inc Stock Alpha and Beta Analysis
| ADTN Stock | USD 8.16 0.43 5.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ADTRAN Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in ADTRAN over a specified time horizon. Remember, high ADTRAN'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 ADTRAN's market risk premium analysis include:
Beta 1.69 | Alpha 0.5 | Risk 3.51 | Sharpe Ratio 0.19 | Expected Return 0.67 |
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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.
ADTRAN |
ADTRAN Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ADTRAN market risk premium is the additional return an investor will receive from holding ADTRAN 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 ADTRAN. 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 ADTRAN's performance over market.| α | 0.50 | β | 1.69 |
ADTRAN 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 ADTRAN's Buy-and-hold return. Our buy-and-hold chart shows how ADTRAN performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ADTRAN Market Price Analysis
Market price analysis indicators help investors to evaluate how ADTRAN stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ADTRAN shares will generate the highest return on investment. By understating and applying ADTRAN stock market price indicators, traders can identify ADTRAN position entry and exit signals to maximize returns.
ADTRAN Return and Market Media
The median price of ADTRAN for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 5.92 with a coefficient of variation of 14.31. The daily time series for the period is distributed with a sample standard deviation of 0.88, arithmetic mean of 6.15, and mean deviation of 0.65. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 124641 shares by Ulrich Dopfer of ADTRAN at 19.08 subject to Rule 16b-3 | 08/29/2024 |
2 | Disposition of 3748 shares by Thomas Stanton of ADTRAN at 5.91 subject to Rule 16b-3 | 10/11/2024 |
3 | Will Adtrans New Oscilloquartz-Assured PNT Solution Drive Top Line | 10/25/2024 |
4 | Adtran Holdings Inc Q3 2024 Everything You Need to Know Ahead of Earnings | 11/05/2024 |
5 | ADTRAN earnings missed by 0.01, revenue topped estimates | 11/07/2024 |
6 | Adtran Holdings Inc Q3 2024 Earnings Call Highlights Revenue Growth and Strategic ... | 11/08/2024 |
7 | Acquisition by Walker Kathryn A of 1629 shares of ADTRAN subject to Rule 16b-3 | 11/12/2024 |
8 | ADTRAN Holdings, Inc., to Meet with Investors at the Deutsches Eigenkapitalforum 2024 | 11/19/2024 |
About ADTRAN 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 ADTRAN or other stocks. Alpha measures the amount that position in ADTRAN 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 | 0.0158 | 0.0195 | 0.0369 | 0.0387 | Price To Sales Ratio | 1.97 | 1.14 | 0.5 | 0.48 |
ADTRAN Upcoming Company Events
As portrayed in its financial statements, the presentation of ADTRAN's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ADTRAN's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ADTRAN's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ADTRAN. Please utilize our Beneish M Score to check the likelihood of ADTRAN's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 ADTRAN Backtesting, ADTRAN Valuation, ADTRAN Correlation, ADTRAN Hype Analysis, ADTRAN Volatility, ADTRAN History and analyze ADTRAN Performance. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
ADTRAN 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.