Alibaba Group Holding Stock Alpha and Beta Analysis
| BABA Stock | USD 152.24 2.18 1.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Alibaba Group Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Alibaba Group over a specified time horizon. Remember, high Alibaba Group'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 Alibaba Group's market risk premium analysis include:
Beta 0.73 | Alpha (0.26) | Risk 2.43 | Sharpe Ratio (0.1) | Expected Return (0.23) |
Alibaba Group 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.
Check out Alibaba Group Backtesting, Alibaba Group Valuation, Alibaba Group Correlation, Alibaba Group Hype Analysis, Alibaba Group Volatility, Alibaba Group History and analyze Alibaba Group Performance. Alibaba Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Alibaba Group market risk premium is the additional return an investor will receive from holding Alibaba Group 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 Alibaba Group. 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 Alibaba Group's performance over market.| α | -0.26 | β | 0.73 |
Alibaba Group 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 Alibaba Group's Buy-and-hold return. Our buy-and-hold chart shows how Alibaba Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Alibaba Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Alibaba Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Alibaba Group shares will generate the highest return on investment. By understating and applying Alibaba Group stock market price indicators, traders can identify Alibaba Group position entry and exit signals to maximize returns.
Alibaba Group Return and Market Media
The median price of Alibaba Group for the period between Mon, Sep 29, 2025 and Sun, Dec 28, 2025 is 164.26 with a coefficient of variation of 6.57. The daily time series for the period is distributed with a sample standard deviation of 10.81, arithmetic mean of 164.59, and mean deviation of 8.91. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | They can build a hospital in a weekend Nvidia CEO warns about Chinas big AI advantages as report reveals it now has 30 percent of global AI usage | 12/08/2025 |
2 | Nvidia considers more H200 chip output on China demand, sources say | 12/12/2025 |
3 | Tencent restructures AI operations, promotes high-profile recruit to chief AI scientist | 12/17/2025 |
4 | The AI Stock Thats Secretly Crushing Nvidia | 12/22/2025 |
5 | Nvidia Stock Climbs as H200 AI Chips Eye China Market | 12/23/2025 |
6 | Can ERNIE 5.0 and Qianfan Strengthen Baidus AI Cloud Advantage | 12/24/2025 |
About Alibaba Group 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 Alibaba or other stocks. Alpha measures the amount that position in Alibaba Group Holding 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.
Alibaba Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Alibaba Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Alibaba Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Alibaba Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Alibaba Group. Please utilize our Beneish M Score to check the likelihood of Alibaba Group's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 16th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 16th of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
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Check out Alibaba Group Backtesting, Alibaba Group Valuation, Alibaba Group Correlation, Alibaba Group Hype Analysis, Alibaba Group Volatility, Alibaba Group History and analyze Alibaba Group Performance. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Alibaba Group 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.