Avnet Inc Stock Alpha and Beta Analysis
| AVT Stock | USD 54.53 0.80 1.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Avnet Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Avnet over a specified time horizon. Remember, high Avnet'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 Avnet's market risk premium analysis include:
Beta 1.44 | Alpha (0.17) | Risk 1.78 | Sharpe Ratio (0.01) | Expected Return (0.01) |
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.
Avnet |
Avnet Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Avnet market risk premium is the additional return an investor will receive from holding Avnet 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 Avnet. 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 Avnet's performance over market.| α | -0.17 | β | 1.44 |
Avnet 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 Avnet's Buy-and-hold return. Our buy-and-hold chart shows how Avnet performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Avnet Market Price Analysis
Market price analysis indicators help investors to evaluate how Avnet stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Avnet shares will generate the highest return on investment. By understating and applying Avnet stock market price indicators, traders can identify Avnet position entry and exit signals to maximize returns.
Avnet Return and Market Media
The median price of Avnet for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 54.05 with a coefficient of variation of 3.27. The daily time series for the period is distributed with a sample standard deviation of 1.76, arithmetic mean of 53.63, and mean deviation of 1.35. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 3642 shares by Lawrence James A of Avnet at 54.83 subject to Rule 16b-3 | 08/29/2024 |
2 | Slowing Rates Of Return At Avnet Leave Little Room For Excitement | 09/06/2024 |
3 | Acquisition by Henkels Virginia of 1265 shares of Avnet at 54.0 subject to Rule 16b-3 | 09/13/2024 |
| Avnet dividend paid on 25th of September 2024 | 09/25/2024 |
4 | Acquisition by Khaykin Oleg of 3642 shares of Avnet subject to Rule 16b-3 | 09/30/2024 |
5 | Acquisition by Khaykin Oleg of 569 shares of Avnet subject to Rule 16b-3 | 10/01/2024 |
6 | Insider Trading | 10/21/2024 |
7 | Avnet Non-GAAP EPS of 0.92 beats by 0.07, revenue of 5.6B beats by 170M | 10/30/2024 |
8 | Avnet Q1 Earnings Beat Will Strong Sales View Lift the Stock | 10/31/2024 |
9 | The Rise of IoT Market A 153.2 billion Industry Dominated by Tech Giants - AMAZON WEB SERVICES, INC. and Microsoft MarketsandMarkets | 11/04/2024 |
10 | Acquisition by Freeman Brenda of 149 shares of Avnet subject to Rule 16b-3 | 11/21/2024 |
About Avnet 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 Avnet or other stocks. Alpha measures the amount that position in Avnet Inc 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.
| 2011 | 2017 | 2023 | 2024 (projected) | Dividend Yield | 0.018 | 0.0229 | 0.024 | 0.0172 | Price To Sales Ratio | 0.28 | 0.17 | 0.2 | 0.27 |
Avnet Upcoming Company Events
As portrayed in its financial statements, the presentation of Avnet's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Avnet's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Avnet's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Avnet. Please utilize our Beneish M Score to check the likelihood of Avnet's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Avnet
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
Additional Tools for Avnet Stock Analysis
When running Avnet's price analysis, check to measure Avnet's 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 Avnet is operating at the current time. Most of Avnet's value examination focuses on studying past and present price action to predict the probability of Avnet's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Avnet's price. Additionally, you may evaluate how the addition of Avnet to your portfolios can decrease your overall portfolio volatility.