Li Auto Stock Alpha and Beta Analysis
| LI Stock | USD 18.28 0.04 0.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Li Auto. It also helps investors analyze the systematic and unsystematic risks associated with investing in Li Auto over a specified time horizon. Remember, high Li Auto'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 Li Auto's market risk premium analysis include:
Beta 1.24 | Alpha (0.19) | Risk 2.17 | Sharpe Ratio 0.0173 | Expected Return 0.0376 |
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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 Li Auto Analysis, Li Auto Valuation, Li Auto Correlation, Li Auto Hype Analysis, Li Auto Volatility, Li Auto Price History and analyze Li Auto Performance. Li Auto Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Li Auto market risk premium is the additional return an investor will receive from holding Li Auto 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 Li Auto. 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 Li Auto's performance over market.| α | -0.19 | β | 1.24 |
Li Auto 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 Li Auto's Buy-and-hold return. Our buy-and-hold chart shows how Li Auto performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Li Auto Market Price Analysis
Market price analysis indicators help investors to evaluate how Li Auto stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Li Auto shares will generate the highest return on investment. By understating and applying Li Auto stock market price indicators, traders can identify Li Auto position entry and exit signals to maximize returns.
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Li Auto Return and Market Media
The median price of Li Auto for the period between Sun, Nov 23, 2025 and Sat, Feb 21, 2026 is 17.26 with a coefficient of variation of 5.02. The daily time series for the period is distributed with a sample standard deviation of 0.88, arithmetic mean of 17.44, and mean deviation of 0.73. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Li Auto Sets New 52-Week Low - Should You Sell - MarketBeat | 12/09/2025 |
2 | Stock Market Today, Dec. 29 Nio Rises on CEO Forecast for Over 4 Billion in Fourth Quarter Vehicle Sales | 12/29/2025 |
3 | Disposition of 7363 shares by Carty Douglas A of Li Auto at 21.98 subject to Rule 16b-3 | 01/20/2026 |
4 | Li Auto Valuation Check After MEGA Delivery Milestone And AI Push | 01/29/2026 |
5 | Teslas Q4 Earnings Call Gave Us An Insight Into Elon Musks Optimus Ambitions, As Well As Challenges | 02/02/2026 |
6 | Li Auto Inc. Sponsored ADR Advances While Market Declines Some Information for Investors | 02/03/2026 |
7 | A16z VCwants founders to stop stressing over insane ARR numbers | 02/05/2026 |
8 | China EV Stocks Slide as BYD Loses 60 Billion Since May | 02/06/2026 |
9 | Is Li Autos January Deliveries Milestone Redefining Its Core EV Growth Narrative | 02/10/2026 |
10 | Li Auto Cut to Underweight at JPMorgan Chase Co. | 02/12/2026 |
11 | Li Auto Inc. Expands EV Reach with Supercharging Milestone | 02/20/2026 |
About Li Auto 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 Li Auto or other stocks. Alpha measures the amount that position in Li Auto 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) | Payables Turnover | 2.77 | 2.87 | 2.58 | 1.69 | Days Of Inventory On Hand | 26.03 | 26.02 | 29.93 | 28.43 |
Li Auto Upcoming Company Events
As portrayed in its financial statements, the presentation of Li Auto's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Li Auto's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Li Auto's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Li Auto. Please utilize our Beneish M Score to check the likelihood of Li Auto's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of February 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 Li Auto
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
Check out Li Auto Analysis, Li Auto Valuation, Li Auto Correlation, Li Auto Hype Analysis, Li Auto Volatility, Li Auto Price History and analyze Li Auto Performance. For more detail on how to invest in Li Auto Stock please use our How to Invest in Li Auto guide.You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Li Auto 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.