Arrow Electronics Stock Alpha and Beta Analysis
| ARW Stock | USD 119.26 2.31 1.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arrow Electronics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arrow Electronics over a specified time horizon. Remember, high Arrow Electronics' 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 Arrow Electronics' market risk premium analysis include:
Beta 1.59 | Alpha (0.32) | Risk 2.13 | Sharpe Ratio (0.07) | Expected Return (0.16) |
Arrow Electronics Quarterly Cash And Equivalents |
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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.
Arrow |
Arrow Electronics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arrow Electronics market risk premium is the additional return an investor will receive from holding Arrow Electronics 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 Arrow Electronics. 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 Arrow Electronics' performance over market.| α | -0.32 | β | 1.59 |
Arrow Electronics 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 Arrow Electronics' Buy-and-hold return. Our buy-and-hold chart shows how Arrow Electronics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arrow Electronics Market Price Analysis
Market price analysis indicators help investors to evaluate how Arrow Electronics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arrow Electronics shares will generate the highest return on investment. By understating and applying Arrow Electronics stock market price indicators, traders can identify Arrow Electronics position entry and exit signals to maximize returns.
Arrow Electronics Return and Market Media
The median price of Arrow Electronics for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 130.98 with a coefficient of variation of 5.42. The daily time series for the period is distributed with a sample standard deviation of 6.94, arithmetic mean of 128.14, and mean deviation of 5.96. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Elastic N.V. Among the Most Promising Mid-Cap Stocks According to Hedge Funds | 10/14/2024 |
2 | Arrow Electronics versnelt de ontwikkeling van autosoftware met uitbreiding naar nieuwe ontwikkelcentra | 10/31/2024 |
3 | Q3 2024 Arrow Electronics Inc Earnings Call Transcript | 11/01/2024 |
4 | Arrow Electronics Reports Third-Quarter 2024 Earnings and Restructuring Plan | 11/04/2024 |
5 | Acquisition by Gail Hamilton of 1456 shares of Arrow Electronics subject to Rule 16b-3 | 11/11/2024 |
6 | Some May Be Optimistic About Arrow Electronics Earnings | 11/13/2024 |
7 | Acquisition by Carol Lowe of 303 shares of Arrow Electronics subject to Rule 16b-3 | 11/15/2024 |
8 | Citi raises Elastic NV target to 136 on growth optimism | 11/19/2024 |
9 | Arrow Electronics, Inc. Stock Position Raised by Pacer Advisors Inc. | 11/21/2024 |
About Arrow Electronics 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 Arrow or other stocks. Alpha measures the amount that position in Arrow Electronics 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) | PTB Ratio | 1.19 | 1.07 | Dividend Yield | 0.0167 | 0.0159 |
Arrow Electronics Upcoming Company Events
As portrayed in its financial statements, the presentation of Arrow Electronics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arrow Electronics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arrow Electronics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arrow Electronics. Please utilize our Beneish M Score to check the likelihood of Arrow Electronics' management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Arrow Stock Analysis
When running Arrow Electronics' price analysis, check to measure Arrow Electronics' 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 Arrow Electronics is operating at the current time. Most of Arrow Electronics' value examination focuses on studying past and present price action to predict the probability of Arrow Electronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arrow Electronics' price. Additionally, you may evaluate how the addition of Arrow Electronics to your portfolios can decrease your overall portfolio volatility.