Arm Holdings Plc Stock Alpha and Beta Analysis
| ARM Stock | 133.70 0.64 0.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arm Holdings plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arm Holdings over a specified time horizon. Remember, high Arm 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 Arm Holdings' market risk premium analysis include:
Beta 2.24 | Alpha (0.09) | Risk 3.64 | Sharpe Ratio 0.0118 | Expected Return 0.0431 |
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.
Arm |
Arm Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arm Holdings market risk premium is the additional return an investor will receive from holding Arm 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 Arm 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 Arm Holdings' performance over market.| α | -0.09 | β | 2.24 |
Arm 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 Arm Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Arm Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arm Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Arm 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 Arm Holdings shares will generate the highest return on investment. By understating and applying Arm Holdings stock market price indicators, traders can identify Arm Holdings position entry and exit signals to maximize returns.
Arm Holdings Return and Market Media
The median price of Arm Holdings for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 140.59 with a coefficient of variation of 6.79. The daily time series for the period is distributed with a sample standard deviation of 9.5, arithmetic mean of 139.96, and mean deviation of 7.52. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Whats Going On With Arm Holdings Shares Wednesday | 10/23/2024 |
2 | Nvidias Runai Acquisition Draws European Regulatory Scrutiny On Competition Concerns | 11/01/2024 |
3 | Arm Holdings plc Reports Results for the Second Quarter of the Financial Year Ended 2025 | 11/06/2024 |
4 | Why Arm Holdings Stock Was Moving Higher Today | 11/07/2024 |
5 | ARM Issues Quarterly Earnings Results | 11/08/2024 |
6 | Arm Stock Rises on Smartphone and AI Prospects. Is It Time to Buy the Stock | 11/11/2024 |
7 | ARM Holdings PLC Stock Price Down 3.03 percent on Nov 13 | 11/13/2024 |
8 | Arm Holdings Buy the Dip or Wait for a Better Price - MarketBeat | 11/19/2024 |
About Arm 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 Arm or other stocks. Alpha measures the amount that position in Arm Holdings plc 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0108 | 0.0096 | Price To Sales Ratio | 40.33 | 23.48 |
Arm Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Arm Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arm Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arm Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arm Holdings. Please utilize our Beneish M Score to check the likelihood of Arm Holdings' management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Arm 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 Arm Holdings Backtesting, Arm Holdings Valuation, Arm Holdings Correlation, Arm Holdings Hype Analysis, Arm Holdings Volatility, Arm Holdings History and analyze Arm Holdings Performance. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Arm 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.