Alarm Holdings Stock Alpha and Beta Analysis
| ALRM Stock | USD 61.36 0.02 0.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Alarm Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Alarm Holdings over a specified time horizon. Remember, high Alarm 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 Alarm Holdings' market risk premium analysis include:
Beta 0.76 | Alpha 0.2 | Risk 2.2 | Sharpe Ratio 0.11 | Expected Return 0.24 |
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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.
Alarm |
Alarm Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Alarm Holdings market risk premium is the additional return an investor will receive from holding Alarm 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 Alarm 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 Alarm Holdings' performance over market.| α | 0.20 | β | 0.76 |
Alarm 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 Alarm Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Alarm Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Alarm Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Alarm 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 Alarm Holdings shares will generate the highest return on investment. By understating and applying Alarm Holdings stock market price indicators, traders can identify Alarm Holdings position entry and exit signals to maximize returns.
Alarm Holdings Return and Market Media
The median price of Alarm Holdings for the period between Mon, Oct 21, 2024 and Sun, Jan 19, 2025 is 60.78 with a coefficient of variation of 7.8. The daily time series for the period is distributed with a sample standard deviation of 4.73, arithmetic mean of 60.61, and mean deviation of 3.75. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Alarm.com Q3 Earnings Snapshot | 11/07/2024 |
2 | Alarm.com Holdings, Inc. Shares Acquired by GSA Capital Partners LLP | 11/15/2024 |
3 | OpenEye Welcomes Eric Moe as VP, North American Sales | 12/05/2024 |
4 | Holocene Advisors LP Purchases 30,404 Shares of Alarm.com Holdings, Inc. | 12/06/2024 |
5 | Disposition of 47500 shares by Stephen Trundle of Alarm Holdings at 21.7 subject to Rule 16b-3 | 12/10/2024 |
6 | Disposition of 25000 shares by Daniel Kerzner of Alarm Holdings at 15.02 subject to Rule 16b-3 | 12/13/2024 |
7 | Acquisition by Daniel Kerzner of 25000 shares of Alarm Holdings at 15.02 subject to Rule 16b-3 | 12/17/2024 |
8 | There Are Reasons To Feel Uneasy About Alarm.com Holdings Returns On Capital | 12/19/2024 |
9 | Acquisition by Jeffrey Bedell of 17500 shares of Alarm Holdings at 67.02 subject to Rule 16b-3 | 01/03/2025 |
10 | CES 2025 Alarm.com Introduces Award-Winning AI Deterrence and Perimeter Solutions to Stop Crime in its Tracks | 01/08/2025 |
11 | Alarm.com Holdings Inc A Bullish Investment Perspective | 01/14/2025 |
About Alarm 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 Alarm or other stocks. Alpha measures the amount that position in Alarm 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.002331 | 0.002215 | Price To Sales Ratio | 4.2 | 5.32 |
Alarm Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Alarm Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Alarm Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Alarm Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Alarm Holdings. Please utilize our Beneish M Score to check the likelihood of Alarm Holdings' management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Alarm Holdings
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Alarm Holdings Backtesting, Alarm Holdings Valuation, Alarm Holdings Correlation, Alarm Holdings Hype Analysis, Alarm Holdings Volatility, Alarm Holdings History and analyze Alarm Holdings Performance. To learn how to invest in Alarm Stock, please use our How to Invest in Alarm Holdings guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Alarm 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.