Aveanna Healthcare Holdings Stock Alpha and Beta Analysis
| AVAH Stock | USD 5.84 0.04 0.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aveanna Healthcare Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aveanna Healthcare over a specified time horizon. Remember, high Aveanna Healthcare'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 Aveanna Healthcare's market risk premium analysis include:
Beta 2.14 | Alpha (0.04) | Risk 3.85 | Sharpe Ratio 0.0436 | Expected Return 0.17 |
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.
Aveanna |
Aveanna Healthcare Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aveanna Healthcare market risk premium is the additional return an investor will receive from holding Aveanna Healthcare 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 Aveanna Healthcare. 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 Aveanna Healthcare's performance over market.| α | -0.04 | β | 2.14 |
Aveanna Healthcare 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 Aveanna Healthcare's Buy-and-hold return. Our buy-and-hold chart shows how Aveanna Healthcare performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aveanna Healthcare Market Price Analysis
Market price analysis indicators help investors to evaluate how Aveanna Healthcare stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aveanna Healthcare shares will generate the highest return on investment. By understating and applying Aveanna Healthcare stock market price indicators, traders can identify Aveanna Healthcare position entry and exit signals to maximize returns.
Aveanna Healthcare Return and Market Media
The median price of Aveanna Healthcare for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 5.35 with a coefficient of variation of 7.67. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 5.25, and mean deviation of 0.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
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2 | Aveanna Healthcare Trading Down 3 percent Heres What Happened | 10/14/2024 |
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5 | Insider Trading | 11/01/2024 |
6 | Aveanna Healthcare Holdings Inc Q3 2024 Earnings Report Preview What To Expect | 11/06/2024 |
7 | Aveanna Healthcare Holdings Announces Third Quarter 2024 Financial Results and Revised 2024 Outlook | 11/07/2024 |
8 | Aveanna Healthcare Holdings Inc Q3 2024 Earnings Call Highlights Strong Revenue Growth ... | 11/08/2024 |
9 | Aveanna Healthcare Holdings Inc. Q3 2024 Earnings Call Transcript | 11/11/2024 |
About Aveanna Healthcare 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 Aveanna or other stocks. Alpha measures the amount that position in Aveanna Healthcare 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.
| 2020 | 2022 | 2023 | 2024 (projected) | Inventory Turnover | 93.92 | 81.81 | 94.08 | 96.38 | ROIC | 0.0626 | 0.0183 | 0.0211 | 0.0356 |
Aveanna Healthcare Upcoming Company Events
As portrayed in its financial statements, the presentation of Aveanna Healthcare's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Aveanna Healthcare's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Aveanna Healthcare's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Aveanna Healthcare. Please utilize our Beneish M Score to check the likelihood of Aveanna Healthcare's management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of March 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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Check out Aveanna Healthcare Backtesting, Aveanna Healthcare Valuation, Aveanna Healthcare Correlation, Aveanna Healthcare Hype Analysis, Aveanna Healthcare Volatility, Aveanna Healthcare History and analyze Aveanna Healthcare Performance. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Aveanna Healthcare 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.