Liqtech International Stock Alpha and Beta Analysis
| LIQT Stock | USD 1.74 0.07 4.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LiqTech International. It also helps investors analyze the systematic and unsystematic risks associated with investing in LiqTech International over a specified time horizon. Remember, high LiqTech International'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 LiqTech International's market risk premium analysis include:
Beta 1.33 | Alpha (0.78) | Risk 5.74 | Sharpe Ratio (0.11) | Expected Return (0.64) |
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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.
LiqTech |
LiqTech International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LiqTech International market risk premium is the additional return an investor will receive from holding LiqTech International 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 LiqTech International. 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 LiqTech International's performance over market.| α | -0.78 | β | 1.33 |
LiqTech International 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 LiqTech International's Buy-and-hold return. Our buy-and-hold chart shows how LiqTech International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.LiqTech International Market Price Analysis
Market price analysis indicators help investors to evaluate how LiqTech International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading LiqTech International shares will generate the highest return on investment. By understating and applying LiqTech International stock market price indicators, traders can identify LiqTech International position entry and exit signals to maximize returns.
LiqTech International Return and Market Media
The median price of LiqTech International for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 2.39 with a coefficient of variation of 21.03. The daily time series for the period is distributed with a sample standard deviation of 0.5, arithmetic mean of 2.38, and mean deviation of 0.44. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | LiqTech International Coverage Initiated at StockNews.com - Defense World | 09/09/2024 |
2 | LiqTech International Coverage Initiated by Analysts at StockNews.com | 09/25/2024 |
3 | LiqTech stock plunges to 52-week low at 1.88 amid market challenges - Investing.com | 10/28/2024 |
4 | Acquisition by Meeusen Richard A of 97125 shares of LiqTech International at 0.52 subject to Rule 16b-3 | 11/01/2024 |
5 | LiqTech International to Discuss Third Quarter 2024 Results on Thursday, November 14, 2024 | 11/07/2024 |
6 | Atmus Filtration Technologies Surpasses Q3 Earnings Estimates | 11/08/2024 |
7 | Insider Trading | 11/12/2024 |
8 | Tetra Tech Q4 Earnings and Revenues Beat Estimates | 11/13/2024 |
9 | Earnings call LiqTech reports significant Q3 revenue decline amid delays | 11/14/2024 |
10 | LiqTech International, Inc. Q3 2024 Earnings Call Transcript | 11/15/2024 |
11 | Bleichroeder LPs Strategic Acquisition of LiqTech International Inc Shares | 11/20/2024 |
About LiqTech International 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 LiqTech or other stocks. Alpha measures the amount that position in LiqTech International 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) | Days Sales Outstanding | 77.18 | 104.22 | 122.93 | 77.39 | PTB Ratio | 9.66 | 0.58 | 1.12 | 1.18 |
LiqTech International Upcoming Company Events
As portrayed in its financial statements, the presentation of LiqTech International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, LiqTech International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of LiqTech International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of LiqTech International. Please utilize our Beneish M Score to check the likelihood of LiqTech International's management manipulating its earnings.
| 27th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for LiqTech Stock Analysis
When running LiqTech International's price analysis, check to measure LiqTech International'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 LiqTech International is operating at the current time. Most of LiqTech International's value examination focuses on studying past and present price action to predict the probability of LiqTech International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LiqTech International's price. Additionally, you may evaluate how the addition of LiqTech International to your portfolios can decrease your overall portfolio volatility.