Avalonbay Communities Stock Alpha and Beta Analysis
| AVB Stock | USD 179.89 0.59 0.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AvalonBay Communities. It also helps investors analyze the systematic and unsystematic risks associated with investing in AvalonBay Communities over a specified time horizon. Remember, high AvalonBay Communities' 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 AvalonBay Communities' market risk premium analysis include:
Beta 0.32 | Alpha (0.11) | Risk 1 | Sharpe Ratio (0.05) | Expected Return (0.05) |
AvalonBay Communities 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.
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AvalonBay Communities Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AvalonBay Communities market risk premium is the additional return an investor will receive from holding AvalonBay Communities 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 AvalonBay Communities. 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 AvalonBay Communities' performance over market.| α | -0.11 | β | 0.32 |
AvalonBay Communities 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 AvalonBay Communities' Buy-and-hold return. Our buy-and-hold chart shows how AvalonBay Communities performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AvalonBay Communities Market Price Analysis
Market price analysis indicators help investors to evaluate how AvalonBay Communities stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AvalonBay Communities shares will generate the highest return on investment. By understating and applying AvalonBay Communities stock market price indicators, traders can identify AvalonBay Communities position entry and exit signals to maximize returns.
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AvalonBay Communities Return and Market Media
The median price of AvalonBay Communities for the period between Tue, Oct 7, 2025 and Mon, Jan 5, 2026 is 179.8 with a coefficient of variation of 2.66. The daily time series for the period is distributed with a sample standard deviation of 4.79, arithmetic mean of 179.96, and mean deviation of 4.01. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| AvalonBay Communities dividend paid on 15th of October 2025 | 10/15/2025 |
1 | AvalonBay reports Q3 core FFO 2.75, consensus 2.81 AVB | 10/29/2025 |
2 | Sun Life Financial Inc. Raises Stock Position in AvalonBay Communities, Inc. AVB | 12/02/2025 |
3 | AvalonBay Communities Neutral Rating Reiterated at Colliers Securities | 12/04/2025 |
4 | AvalonBay revises down guidance midpoint for core FFO growth | 12/08/2025 |
5 | AvalonBay Trims 25 Outlook as Rent Trends Cool Operating Costs Rise | 12/09/2025 |
6 | AvalonBay Communities Revisiting Valuation After Asset Sales Plan and Aggressive 2025 Buybacks | 12/11/2025 |
7 | Precision Trading with Avalonbay Communities Inc. Risk Zones - news.stocktradersdaily.com | 12/18/2025 |
8 | This real estate stock is well positioned heading into 2026, says Katie Stockton | 12/29/2025 |
| AvalonBay Communities dividend paid on 31st of December 2025 | 12/31/2025 |
About AvalonBay Communities 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 AvalonBay or other stocks. Alpha measures the amount that position in AvalonBay Communities 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 | 2025 | 2026 (projected) | Dividend Yield | 0.0349 | 0.0308 | 0.0354 | 0.0459 | Price To Sales Ratio | 9.56 | 10.72 | 9.65 | 7.38 |
AvalonBay Communities Upcoming Company Events
As portrayed in its financial statements, the presentation of AvalonBay Communities' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AvalonBay Communities' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AvalonBay Communities' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AvalonBay Communities. Please utilize our Beneish M Score to check the likelihood of AvalonBay Communities' management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with AvalonBay Communities
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Check out AvalonBay Communities Backtesting, AvalonBay Communities Valuation, AvalonBay Communities Correlation, AvalonBay Communities Hype Analysis, AvalonBay Communities Volatility, AvalonBay Communities History and analyze AvalonBay Communities Performance. For information on how to trade AvalonBay Stock refer to our How to Trade AvalonBay Stock guide.You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
AvalonBay Communities 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.