Affirm Holdings Stock Alpha and Beta Analysis
| AFRM Stock | USD 65.74 2.55 4.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Affirm Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Affirm Holdings over a specified time horizon. Remember, high Affirm Holdings' 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 Affirm Holdings' market risk premium analysis include:
Beta 3.4 | Alpha 1.03 | Risk 6.33 | Sharpe Ratio 0.21 | Expected Return 1.32 |
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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.
Affirm |
Affirm Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Affirm Holdings market risk premium is the additional return an investor will receive from holding Affirm Holdings 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 Affirm Holdings. 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 Affirm Holdings' performance over market.| α | 1.03 | β | 3.40 |
Affirm Holdings 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 Affirm Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Affirm Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Affirm Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Affirm Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Affirm Holdings shares will generate the highest return on investment. By understating and applying Affirm Holdings stock market price indicators, traders can identify Affirm Holdings position entry and exit signals to maximize returns.
Affirm Holdings Return and Market Media
The median price of Affirm Holdings for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 43.65 with a coefficient of variation of 17.3. The daily time series for the period is distributed with a sample standard deviation of 7.63, arithmetic mean of 44.12, and mean deviation of 5.2. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 51746 shares by Adkins Katherine of Affirm Holdings at 8.8 subject to Rule 16b-3 | 09/18/2024 |
2 | Disposition of 6612 shares by Michael Linford of Affirm Holdings subject to Rule 16b-3 | 10/01/2024 |
3 | Affirm Holdings Inc Shares Up 4.35 percent on Oct 28 | 10/28/2024 |
4 | Disposition of 2335 shares by Michael Linford of Affirm Holdings subject to Rule 16b-3 | 11/01/2024 |
5 | Affirms Flexible and Transparent Pay-over-Time Options Now Available in the UK | 11/04/2024 |
6 | Affirm Q1 2025 Earnings Call Transcript | 11/08/2024 |
7 | Is Trending Stock Affirm Holdings, Inc. a Buy Now | 11/11/2024 |
8 | Affirm Holdings First Quarter 2025 Earnings Beats Expectations | 11/12/2024 |
9 | Delving Beyond Affirms Q1 Earnings Should You Buy the Stock | 11/13/2024 |
10 | Klarna Preps for US IPO Amid Shifting Valuations and Market Dynamics | 11/14/2024 |
11 | Affirm stock price target increased, rating held on Q1 results | 11/18/2024 |
12 | Affirm Priceline Expand Partnership to Offer Pay Over Time Solutions | 11/19/2024 |
13 | Affirm Holdings Inc Shares Up 4.56 percent on Nov 21 | 11/21/2024 |
About Affirm Holdings 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 Affirm or other stocks. Alpha measures the amount that position in Affirm Holdings 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) | Graham Number | 22.92 | 25.38 | 18.21 | 14.02 | Receivables Turnover | 8.33 | 7.97 | 6.58 | 5.9 |
Affirm Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Affirm Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Affirm Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Affirm Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Affirm Holdings. Please utilize our Beneish M Score to check the likelihood of Affirm Holdings' management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Affirm Holdings
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Check out Affirm Holdings Backtesting, Affirm Holdings Valuation, Affirm Holdings Correlation, Affirm Holdings Hype Analysis, Affirm Holdings Volatility, Affirm Holdings History and analyze Affirm Holdings Performance. To learn how to invest in Affirm Stock, please use our How to Invest in Affirm Holdings guide.You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Affirm Holdings 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.