Lumentum Holdings Stock Alpha and Beta Analysis
| LITE Stock | USD 390.77 5.15 1.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lumentum Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lumentum Holdings over a specified time horizon. Remember, high Lumentum Holdings' 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 Lumentum Holdings' market risk premium analysis include:
Beta 3.12 | Alpha 1.36 | Risk 6.15 | Sharpe Ratio 0.26 | Expected Return 1.58 |
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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 Lumentum Holdings Backtesting, Lumentum Holdings Valuation, Lumentum Holdings Correlation, Lumentum Holdings Hype Analysis, Lumentum Holdings Volatility, Lumentum Holdings History and analyze Lumentum Holdings Performance. Lumentum Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lumentum Holdings market risk premium is the additional return an investor will receive from holding Lumentum Holdings 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 Lumentum Holdings. 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 Lumentum Holdings' performance over market.| α | 1.36 | β | 3.12 |
Lumentum Holdings 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 Lumentum Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Lumentum Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lumentum Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Lumentum Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lumentum Holdings shares will generate the highest return on investment. By understating and applying Lumentum Holdings stock market price indicators, traders can identify Lumentum Holdings position entry and exit signals to maximize returns.
Lumentum Holdings Return and Market Media
The median price of Lumentum Holdings for the period between Tue, Sep 30, 2025 and Mon, Dec 29, 2025 is 233.24 with a coefficient of variation of 32.38. The daily time series for the period is distributed with a sample standard deviation of 79.09, arithmetic mean of 244.27, and mean deviation of 68.8. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 579 shares by Fletcher Pamela of Lumentum Holdings at 250.0 subject to Rule 16b-3 | 11/17/2025 |
2 | Lumentum Sees Unusually-High Trading Volume Heres What Happened | 11/24/2025 |
3 | 3 Macquarie Mutual Funds for Long-Term Stability | 12/08/2025 |
4 | Lumentum Shares Gap Up Heres Why | 12/15/2025 |
5 | Reasons to Buy These 2 AI Stocks Offering Triple-Digit Returns in 2025 | 12/16/2025 |
6 | US Stock Market Today SP 500 Futures Edge Higher as Growth Worries Meet Easing Inflation | 12/17/2025 |
7 | Micron Technology Stock Soars 9 percent on Q1 Earnings Beat, Strong Guidance | 12/18/2025 |
8 | Is It Too Late To Consider Lumentum Holdings After Its 294 percent AI Driven Surge | 12/19/2025 |
9 | Heres How Much You Would Have Made Owning Lumentum Holdings Stock In The Last 10 Years | 12/22/2025 |
10 | Lumentum Stock Rides on Strong AI Push A Sign of More Upside | 12/24/2025 |
11 | Lumentum Holdings is the best performing communications equipment stock YTD | 12/26/2025 |
About Lumentum Holdings 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 Lumentum or other stocks. Alpha measures the amount that position in Lumentum 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.
| 2010 | 2025 (projected) | null | 55.47 | 52.28 | null | 5.76 | 3.62 |
Lumentum Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Lumentum Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lumentum Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lumentum Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lumentum Holdings. Please utilize our Beneish M Score to check the likelihood of Lumentum Holdings' management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of August 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
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Check out Lumentum Holdings Backtesting, Lumentum Holdings Valuation, Lumentum Holdings Correlation, Lumentum Holdings Hype Analysis, Lumentum Holdings Volatility, Lumentum Holdings History and analyze Lumentum Holdings Performance. For information on how to trade Lumentum Stock refer to our How to Trade Lumentum Stock guide.You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Lumentum Holdings 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.