Avis Budget Group Stock Alpha and Beta Analysis
| CAR Stock | USD 101.64 2.58 2.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Avis Budget Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Avis Budget over a specified time horizon. Remember, high Avis Budget'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 Avis Budget's market risk premium analysis include:
Beta 2.9 | Alpha (0.03) | Risk 3.75 | Sharpe Ratio 0.0744 | Expected Return 0.28 |
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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.
Avis |
Avis Budget Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Avis Budget market risk premium is the additional return an investor will receive from holding Avis Budget 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 Avis Budget. 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 Avis Budget's performance over market.| α | -0.03 | β | 2.90 |
Avis Budget 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 Avis Budget's Buy-and-hold return. Our buy-and-hold chart shows how Avis Budget performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Avis Budget Market Price Analysis
Market price analysis indicators help investors to evaluate how Avis Budget stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Avis Budget shares will generate the highest return on investment. By understating and applying Avis Budget stock market price indicators, traders can identify Avis Budget position entry and exit signals to maximize returns.
Avis Budget Return and Market Media
The median price of Avis Budget for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 85.85 with a coefficient of variation of 9.96. The daily time series for the period is distributed with a sample standard deviation of 8.51, arithmetic mean of 85.48, and mean deviation of 6.26. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Rise in bailout requests likely as councils warn of bankruptcy threat | 10/21/2024 |
2 | Labours farm tax will make President Putin and President Xi stronger | 11/08/2024 |
3 | 1More SonoFlow Pro HQ51 review Budget headphones worth every penny | 11/13/2024 |
4 | Toll Hikes At GWB, Lincoln Tunnel Proposed In Port Authority Budget | 11/14/2024 |
5 | Defiant Keir Starmer says he will defend controversial Budget all day long as he rejects tractor tax U-turn | 11/15/2024 |
6 | A massive 80M travelers will hit the road this Thanksgiving, setting record, AAA predicts | 11/18/2024 |
7 | When is the Scottish Budget and what will be in it | 11/19/2024 |
About Avis Budget 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 Avis or other stocks. Alpha measures the amount that position in Avis Budget Group 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) | Dividend Yield | 0.0601 | 0.0571 | Price To Sales Ratio | 0.57 | 0.34 |
Avis Budget Upcoming Company Events
As portrayed in its financial statements, the presentation of Avis Budget's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Avis Budget's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Avis Budget's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Avis Budget. Please utilize our Beneish M Score to check the likelihood of Avis Budget's management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of February 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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Additional Tools for Avis Stock Analysis
When running Avis Budget's price analysis, check to measure Avis Budget'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 Avis Budget is operating at the current time. Most of Avis Budget's value examination focuses on studying past and present price action to predict the probability of Avis Budget's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Avis Budget's price. Additionally, you may evaluate how the addition of Avis Budget to your portfolios can decrease your overall portfolio volatility.