Amtech Systems Stock Alpha and Beta Analysis
| ASYS Stock | USD 5.81 0.20 3.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Amtech Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Amtech Systems over a specified time horizon. Remember, high Amtech Systems' 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 Amtech Systems' market risk premium analysis include:
Beta (0.67) | Alpha (0.06) | Risk 2.36 | Sharpe Ratio (0.05) | Expected Return (0.12) |
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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.
Amtech |
Amtech Systems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Amtech Systems market risk premium is the additional return an investor will receive from holding Amtech Systems 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 Amtech Systems. 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 Amtech Systems' performance over market.| α | -0.06 | β | -0.67 |
Amtech Systems 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 Amtech Systems' Buy-and-hold return. Our buy-and-hold chart shows how Amtech Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Amtech Systems Market Price Analysis
Market price analysis indicators help investors to evaluate how Amtech Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Amtech Systems shares will generate the highest return on investment. By understating and applying Amtech Systems stock market price indicators, traders can identify Amtech Systems position entry and exit signals to maximize returns.
Amtech Systems Return and Market Media
The median price of Amtech Systems for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 5.83 with a coefficient of variation of 5.37. The daily time series for the period is distributed with a sample standard deviation of 0.32, arithmetic mean of 5.93, and mean deviation of 0.26. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Amtech Soars 47.9 percent YTD Should Investors Buy, Hold or Sell the Stock | 09/12/2024 |
2 | Amtech Systems pays off 3.8 million loan, terminates agreement - Investing.com | 09/17/2024 |
3 | Acquisition by Averick Robert M of 1020 shares of Amtech Systems at 8.65 subject to Rule 16b-3 | 09/25/2024 |
4 | Amtech Systems investors are sitting on a loss of 47 percent if they invested three years ago | 10/02/2024 |
5 | Amtech Systems Inc Q3 2024 Earnings Call Highlights Surpassing Revenue Expectations ... | 10/09/2024 |
6 | Acquisition by Michael Whang of 10000 shares of Amtech Systems at 7.4 subject to Rule 16b-3 | 10/16/2024 |
7 | Dimensional Fund Advisors LP Adjusts Stake in Amtech Systems Inc | 10/31/2024 |
8 | Nvidia Tops Q3 Earnings and Revenue Estimates | 11/20/2024 |
About Amtech Systems 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 Amtech or other stocks. Alpha measures the amount that position in Amtech Systems 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 | 0.004647 | 0.004415 | Price To Sales Ratio | 0.77 | 0.71 |
Amtech Systems Upcoming Company Events
As portrayed in its financial statements, the presentation of Amtech Systems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Amtech Systems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Amtech Systems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Amtech Systems. Please utilize our Beneish M Score to check the likelihood of Amtech Systems' management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of December 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Additional Tools for Amtech Stock Analysis
When running Amtech Systems' price analysis, check to measure Amtech Systems' 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 Amtech Systems is operating at the current time. Most of Amtech Systems' value examination focuses on studying past and present price action to predict the probability of Amtech Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amtech Systems' price. Additionally, you may evaluate how the addition of Amtech Systems to your portfolios can decrease your overall portfolio volatility.