Arlo Technologies Stock Alpha and Beta Analysis
| ARLO Stock | USD 12.03 0.14 1.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arlo Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arlo Technologies over a specified time horizon. Remember, high Arlo Technologies' 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 Arlo Technologies' market risk premium analysis include:
Beta 1.71 | Alpha (0.18) | Risk 2.46 | Sharpe Ratio (0.01) | Expected Return (0.02) |
Enterprise Value |
|
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.
Arlo |
Arlo Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arlo Technologies market risk premium is the additional return an investor will receive from holding Arlo Technologies 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 Arlo Technologies. 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 Arlo Technologies' performance over market.| α | -0.18 | β | 1.71 |
Arlo Technologies 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 Arlo Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Arlo Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arlo Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Arlo Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arlo Technologies shares will generate the highest return on investment. By understating and applying Arlo Technologies stock market price indicators, traders can identify Arlo Technologies position entry and exit signals to maximize returns.
Arlo Technologies Return and Market Media
The median price of Arlo Technologies for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 11.47 with a coefficient of variation of 4.51. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 11.49, and mean deviation of 0.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 42161 shares by Brian Busse of Arlo Technologies at 10.9668 subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 250000 shares by Kurtis Binder of Arlo Technologies subject to Rule 16b-3 | 09/03/2024 |
3 | PRIMECAP Management Reduces Stake in Arlo Technologies Inc | 09/09/2024 |
4 | Disposition of 79020 shares by Kurtis Binder of Arlo Technologies at 11.97 subject to Rule 16b-3 | 09/26/2024 |
5 | Disposition of 6459 shares by Brian Busse of Arlo Technologies at 8.96 subject to Rule 16b-3 | 09/27/2024 |
6 | Disposition of 7098 shares by Kurtis Binder of Arlo Technologies at 11.9423 subject to Rule 16b-3 | 09/30/2024 |
7 | Q2 2024 Arlo Technologies Inc Earnings Call Transcript | 10/09/2024 |
8 | Arlo Technologies Schedules Third Quarter 2024 Results Conference Call | 10/16/2024 |
9 | Allstate and Arlo Team Up to Boost Home Protection Just in Time for The Holidays | 11/04/2024 |
10 | Arlo Technologies Inc Q3 2024 Earnings Revenue Hits 137. ... | 11/07/2024 |
11 | Arlo Stock Declines After Disappointing Earnings | 11/08/2024 |
12 | All You Need to Know About Arlo Technologies Rating Upgrade to Buy | 11/19/2024 |
13 | Internet of Things Stocks Q3 Highlights Emerson Electric | 11/22/2024 |
About Arlo Technologies 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 Arlo or other stocks. Alpha measures the amount that position in Arlo Technologies 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) | Days Sales Outstanding | 66.74 | 49.09 | 48.57 | 46.14 | PTB Ratio | 7.67 | 3.49 | 8.55 | 8.66 |
Arlo Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of Arlo Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arlo Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arlo Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arlo Technologies. Please utilize our Beneish M Score to check the likelihood of Arlo Technologies' management manipulating its earnings.
| 5th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th of March 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 Arlo Technologies
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 Arlo Technologies Backtesting, Arlo Technologies Valuation, Arlo Technologies Correlation, Arlo Technologies Hype Analysis, Arlo Technologies Volatility, Arlo Technologies History and analyze Arlo Technologies Performance. To learn how to invest in Arlo Stock, please use our How to Invest in Arlo Technologies guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Arlo Technologies 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.