Allot Communications Stock Alpha and Beta Analysis
| ALLT Stock | USD 4.23 0.16 3.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Allot Communications. It also helps investors analyze the systematic and unsystematic risks associated with investing in Allot Communications over a specified time horizon. Remember, high Allot Communications' 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 Allot Communications' market risk premium analysis include:
Beta 1.35 | Alpha 0.24 | Risk 3.62 | Sharpe Ratio 0.13 | Expected Return 0.46 |
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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.
Allot |
Allot Communications Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Allot Communications market risk premium is the additional return an investor will receive from holding Allot Communications 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 Allot Communications. 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 Allot Communications' performance over market.| α | 0.24 | β | 1.35 |
Allot Communications 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 Allot Communications' Buy-and-hold return. Our buy-and-hold chart shows how Allot Communications performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Allot Communications Market Price Analysis
Market price analysis indicators help investors to evaluate how Allot Communications stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Allot Communications shares will generate the highest return on investment. By understating and applying Allot Communications stock market price indicators, traders can identify Allot Communications position entry and exit signals to maximize returns.
Allot Communications Return and Market Media
The median price of Allot Communications for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 3.26 with a coefficient of variation of 11.01. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 3.3, and mean deviation of 0.3. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Allot Communications Shares Pass Above Two Hundred Day Moving Average of 2.47 - MarketBeat | 09/12/2024 |
2 | Allot to Release Third Quarter 2024 Earnings and Host Conference Call on November 19, 2024 | 10/31/2024 |
3 | Jamf Holding Lags Q3 Earnings Estimates | 11/07/2024 |
4 | Vodafone UK Launches Cyber Protection Services for Fixed Broadband Subscribers Powered by Allot Secure | 11/12/2024 |
5 | Allot Communications Tops Q3 Earnings and Revenue Estimates | 11/19/2024 |
6 | Allot Ltd. Q3 2024 Earnings Call Transcript | 11/20/2024 |
About Allot Communications 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 Allot or other stocks. Alpha measures the amount that position in Allot Communications 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) | Days Sales Outstanding | 84.67 | 140.98 | 58.1 | PTB Ratio | 3.4 | 1.25 | 1.26 |
Allot Communications Upcoming Company Events
As portrayed in its financial statements, the presentation of Allot Communications' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Allot Communications' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Allot Communications' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Allot Communications. Please utilize our Beneish M Score to check the likelihood of Allot Communications' management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 21st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th 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 Allot Stock Analysis
When running Allot Communications' price analysis, check to measure Allot Communications' 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 Allot Communications is operating at the current time. Most of Allot Communications' value examination focuses on studying past and present price action to predict the probability of Allot Communications' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Allot Communications' price. Additionally, you may evaluate how the addition of Allot Communications to your portfolios can decrease your overall portfolio volatility.