Atomera Stock Alpha and Beta Analysis
| ATOM Stock | USD 6.70 0.90 15.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Atomera. It also helps investors analyze the systematic and unsystematic risks associated with investing in Atomera over a specified time horizon. Remember, high Atomera'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 Atomera's market risk premium analysis include:
Beta 2.13 | Alpha 1 | Risk 6.55 | Sharpe Ratio 0.23 | Expected Return 1.52 |
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.
Atomera |
Atomera Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Atomera market risk premium is the additional return an investor will receive from holding Atomera 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 Atomera. 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 Atomera's performance over market.| α | 1.00 | β | 2.13 |
Atomera 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 Atomera's Buy-and-hold return. Our buy-and-hold chart shows how Atomera performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Atomera Market Price Analysis
Market price analysis indicators help investors to evaluate how Atomera stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Atomera shares will generate the highest return on investment. By understating and applying Atomera stock market price indicators, traders can identify Atomera position entry and exit signals to maximize returns.
Atomera Return and Market Media
The median price of Atomera for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 3.23 with a coefficient of variation of 33.22. The daily time series for the period is distributed with a sample standard deviation of 1.18, arithmetic mean of 3.54, and mean deviation of 0.96. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 181 shares by Mears Robert J of Atomera at 6.67 subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 599 shares by Scott Bibaud of Atomera at 2.58 subject to Rule 16b-3 | 09/03/2024 |
3 | Disposition of 887 shares by Scott Bibaud of Atomera at 4.13 subject to Rule 16b-3 | 09/05/2024 |
4 | Buy signal for 2 oversold cryptocurrencies this weekend | 09/06/2024 |
5 | Matter Brands Unveils New Sustainable iPhone 16 Accessories from Gadget Guard and Atom Studios | 09/10/2024 |
6 | Disposition of 481 shares by Jeffrey Lewis of Atomera at 6.67 subject to Rule 16b-3 | 09/24/2024 |
7 | Atomera Shares Pass Below 50 Day Moving Average of 2.92 - MarketBeat | 09/27/2024 |
8 | Media Alert Atomera to Deliver Presentation on Applications of Oxygen Inserted Epitaxy at PRiME 2024 | 10/07/2024 |
9 | Atomera GAAP EPS of -0.17 misses by 0.02, revenue of 0.02M misses by 0.08M | 10/29/2024 |
10 | Atomera Incorporated Q3 2024 Earnings Call Transcript | 10/31/2024 |
11 | Hollywood star Rosamund Pike embraces Mandarin, wants media to use her Chinese name | 11/14/2024 |
About Atomera 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 Atomera or other stocks. Alpha measures the amount that position in Atomera 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) | Graham Number | 3.63 | 6.89 | Receivables Turnover | 1.01 | 1.21 |
Atomera Upcoming Company Events
As portrayed in its financial statements, the presentation of Atomera's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Atomera's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Atomera's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Atomera. Please utilize our Beneish M Score to check the likelihood of Atomera's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Atomera
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 Atomera Backtesting, Atomera Valuation, Atomera Correlation, Atomera Hype Analysis, Atomera Volatility, Atomera History and analyze Atomera Performance. To learn how to invest in Atomera Stock, please use our How to Invest in Atomera guide.You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Atomera 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.