Axa Equitable Holdings Stock Alpha and Beta Analysis
| EQH Stock | USD 46.80 0.07 0.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Axa Equitable Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Axa Equitable over a specified time horizon. Remember, high Axa Equitable'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 Axa Equitable's market risk premium analysis include:
Beta 2.17 | Alpha 0.0563 | Risk 2.18 | Sharpe Ratio 0.0913 | Expected Return 0.2 |
Axa Equitable 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.
Axa |
Axa Equitable Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Axa Equitable market risk premium is the additional return an investor will receive from holding Axa Equitable 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 Axa Equitable. 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 Axa Equitable's performance over market.| α | 0.06 | β | 2.17 |
Axa Equitable 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 Axa Equitable's Buy-and-hold return. Our buy-and-hold chart shows how Axa Equitable performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Axa Equitable Market Price Analysis
Market price analysis indicators help investors to evaluate how Axa Equitable stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Axa Equitable shares will generate the highest return on investment. By understating and applying Axa Equitable stock market price indicators, traders can identify Axa Equitable position entry and exit signals to maximize returns.
Axa Equitable Return and Market Media
The median price of Axa Equitable for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 42.83 with a coefficient of variation of 6.33. The daily time series for the period is distributed with a sample standard deviation of 2.76, arithmetic mean of 43.55, and mean deviation of 2.37. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 20000 shares by Mark Pearson of Axa Equitable at 21.34 subject to Rule 16b-3 | 08/29/2024 |
2 | Great Wealth Transfer Equitable Study Shows Trust Is the Top Factor When Choosing a Financial Professional | 10/08/2024 |
3 | Acquisition by Charles Stonehill of 4306 shares of Axa Equitable subject to Rule 16b-3 | 10/24/2024 |
4 | Royalty Pharma Reports Next Week Wall Street Expects Earnings Growth | 10/30/2024 |
5 | Acquisition by Daniel Kaye of 4306 shares of Axa Equitable subject to Rule 16b-3 | 11/01/2024 |
6 | What To Expect From Equitable Holdings Inc Q3 2024 Earnings | 11/04/2024 |
7 | Q3 2024 Equitable Holdings Inc Earnings Call Transcript | 11/06/2024 |
8 | Earnings Miss Equitable Holdings, Inc. Missed EPS And Analysts Are Revising Their Forecasts | 11/07/2024 |
9 | Disposition of 6666 shares by Jeffrey Hurd of Axa Equitable at 47.533 subject to Rule 16b-3 | 11/08/2024 |
10 | Disposition of 1000 shares by Mackay Craig C of Axa Equitable at 46.4094 subject to Rule 16b-3 | 11/19/2024 |
11 | Director Craig Mackay Sells 1,000 Shares of Equitable Holdings Inc | 11/20/2024 |
About Axa Equitable 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 Axa or other stocks. Alpha measures the amount that position in Axa Equitable Holdings 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0274 | 0.0345 | 0.0327 | 0.022 | Price To Sales Ratio | 1.24 | 0.86 | 1.11 | 0.81 |
Axa Equitable Upcoming Company Events
As portrayed in its financial statements, the presentation of Axa Equitable's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Axa Equitable's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Axa Equitable's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Axa Equitable. Please utilize our Beneish M Score to check the likelihood of Axa Equitable's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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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Check out Axa Equitable Backtesting, Axa Equitable Valuation, Axa Equitable Correlation, Axa Equitable Hype Analysis, Axa Equitable Volatility, Axa Equitable History and analyze Axa Equitable Performance. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Axa Equitable 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.