Apa Corporation Stock Alpha and Beta Analysis
| APA Stock | USD 22.44 0.31 1.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as APA Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in APA over a specified time horizon. Remember, high APA'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 APA's market risk premium analysis include:
Beta 1.03 | Alpha (0.42) | Risk 2.85 | Sharpe Ratio (0.12) | Expected Return (0.35) |
Enterprise Value |
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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.
APA |
APA Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. APA market risk premium is the additional return an investor will receive from holding APA 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 APA. 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 APA's performance over market.| α | -0.42 | β | 1.03 |
APA 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 APA's Buy-and-hold return. Our buy-and-hold chart shows how APA performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.APA Market Price Analysis
Market price analysis indicators help investors to evaluate how APA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading APA shares will generate the highest return on investment. By understating and applying APA stock market price indicators, traders can identify APA position entry and exit signals to maximize returns.
APA Return and Market Media
The median price of APA for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 24.82 with a coefficient of variation of 7.58. The daily time series for the period is distributed with a sample standard deviation of 1.89, arithmetic mean of 24.86, and mean deviation of 1.47. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | 3 of the best ASX 200 retirement shares to buy in October | 10/02/2024 |
2 | Acquisition by Weaving Anya of 2044 shares of APA subject to Rule 16b-3 | 10/04/2024 |
3 | Invest 15,000 in this ASX 200 dividend stock for 92 in monthly passive income | 10/14/2024 |
4 | Insider Trading | 10/24/2024 |
5 | APA Non-GAAP EPS of 1.00 beats by 0.02, revenue of 2.53B beats by 270M | 11/06/2024 |
6 | APA Corp Q3 2024 Earnings Call Highlights Navigating Challenges with Strategic Moves and ... | 11/08/2024 |
7 | Acquisition by John Christmann of 65000 shares of APA at 22.2579 subject to Rule 16b-3 | 11/11/2024 |
8 | APAs SWOT analysis stock faces challenges amid strategic shifts | 11/13/2024 |
9 | Soldiers caught having sex in Apache gunship | 11/14/2024 |
10 | UBS APA Corporation Is A Bottom-Ranked Quant Stock | 11/15/2024 |
11 | UBS lowers Apache stock outlook, balancing positive Q3 results with longer-term production concerns | 11/18/2024 |
12 | Invest 20,000 in 2 ASX dividend shares for 1,500 in passive income | 11/20/2024 |
About APA 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 APA or other stocks. Alpha measures the amount that position in APA Corporation 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 | 0.009745 | 0.0141 | 0.0279 | 0.0293 | Price To Sales Ratio | 1.26 | 1.4 | 1.33 | 2.65 |
APA Upcoming Company Events
As portrayed in its financial statements, the presentation of APA's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, APA's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of APA's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of APA. Please utilize our Beneish M Score to check the likelihood of APA's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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 APA
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Align your risk with return expectations
Check out APA Backtesting, APA Valuation, APA Correlation, APA Hype Analysis, APA Volatility, APA History and analyze APA Performance. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
APA 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.