Applied Materials Stock Alpha and Beta Analysis
| AMAT Stock | USD 174.88 0.87 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Applied Materials. It also helps investors analyze the systematic and unsystematic risks associated with investing in Applied Materials over a specified time horizon. Remember, high Applied Materials' 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 Applied Materials' market risk premium analysis include:
Beta 1.6 | Alpha (0.36) | Risk 2.84 | Sharpe Ratio (0.05) | Expected Return (0.13) |
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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.
Applied |
Applied Materials Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Applied Materials market risk premium is the additional return an investor will receive from holding Applied Materials 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 Applied Materials. 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 Applied Materials' performance over market.| α | -0.36 | β | 1.60 |
Applied Materials 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 Applied Materials' Buy-and-hold return. Our buy-and-hold chart shows how Applied Materials performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Applied Materials Market Price Analysis
Market price analysis indicators help investors to evaluate how Applied Materials stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Applied Materials shares will generate the highest return on investment. By understating and applying Applied Materials stock market price indicators, traders can identify Applied Materials position entry and exit signals to maximize returns.
Applied Materials Return and Market Media
The median price of Applied Materials for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 187.14 with a coefficient of variation of 5.33. The daily time series for the period is distributed with a sample standard deviation of 10.07, arithmetic mean of 189.02, and mean deviation of 8.26. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Applied Materials dividend paid on 12th of September 2024 | 09/12/2024 |
1 | Beyond Market Price Uncovering Applied Materials Incs Intrinsic Value | 11/08/2024 |
2 | Morgan Stanley Issues Pessimistic Forecast for Applied Materials Stock Price | 11/15/2024 |
3 | Nvidias Stock Faces a Crucial Test Can AIs Golden Child Keep Delivering | 11/18/2024 |
4 | Applied Materials Announces New Collaboration Model for Advanced Packaging at Summit on ... | 11/19/2024 |
5 | EverSource Wealth Advisors LLC Buys 225 Shares of Applied Materials, Inc. | 11/20/2024 |
6 | Applied Materials Breakthrough To Bring OLED Displays to Tablets, PCs and TVs | 11/21/2024 |
7 | STF Management LP Lowers Stake in Applied Materials, Inc. | 11/22/2024 |
About Applied Materials 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 Applied or other stocks. Alpha measures the amount that position in Applied Materials 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.
| 2015 | 2020 | 2024 (projected) | PTB Ratio | 5.15 | 6.73 | 10.88 | Price To Sales Ratio | 3.17 | 5.64 | 5.5 |
Applied Materials Upcoming Company Events
As portrayed in its financial statements, the presentation of Applied Materials' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Applied Materials' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Applied Materials' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Applied Materials. Please utilize our Beneish M Score to check the likelihood of Applied Materials' management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 16th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 21st of November 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of October 2023 Last Financial Announcement | View |
Build Portfolio with Applied Materials
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Additional Tools for Applied Stock Analysis
When running Applied Materials' price analysis, check to measure Applied Materials' 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 Applied Materials is operating at the current time. Most of Applied Materials' value examination focuses on studying past and present price action to predict the probability of Applied Materials' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Applied Materials' price. Additionally, you may evaluate how the addition of Applied Materials to your portfolios can decrease your overall portfolio volatility.