Proto Labs Stock Alpha and Beta Analysis
| PRLB Stock | USD 41.50 1.76 4.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Proto Labs. It also helps investors analyze the systematic and unsystematic risks associated with investing in Proto Labs over a specified time horizon. Remember, high Proto Labs' 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 Proto Labs' market risk premium analysis include:
Beta 3.25 | Alpha 0.22 | Risk 5.65 | Sharpe Ratio 0.11 | Expected Return 0.62 |
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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.
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Proto Labs Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Proto Labs market risk premium is the additional return an investor will receive from holding Proto Labs 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 Proto Labs. 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 Proto Labs' performance over market.| α | 0.22 | β | 3.25 |
Proto Labs 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 Proto Labs' Buy-and-hold return. Our buy-and-hold chart shows how Proto Labs performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Proto Labs Market Price Analysis
Market price analysis indicators help investors to evaluate how Proto Labs stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Proto Labs shares will generate the highest return on investment. By understating and applying Proto Labs stock market price indicators, traders can identify Proto Labs position entry and exit signals to maximize returns.
Proto Labs Return and Market Media
The median price of Proto Labs for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 29.22 with a coefficient of variation of 13.73. The daily time series for the period is distributed with a sample standard deviation of 4.27, arithmetic mean of 31.12, and mean deviation of 3.47. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Shareholders that lost money on Proto Labs, Inc. should contact Levi Korsinsky about Securities Fraud Investigation - PRLB | 09/05/2024 |
2 | Advanced 3D Printing Materials Global Market Report 2024 New Opportunities in the Shift To Manufacturing From Prototyping and the Emergence of New End-user Indu... | 10/02/2024 |
3 | Proto Labs to shut down facilities in Germany incur up to 6M restructuring charges | 10/25/2024 |
4 | Proto Labs Non-GAAP EPS of 0.47 beats by 0.15, revenue of 125.6M beats by 4.22M | 11/01/2024 |
5 | Proto Labs Inc Trading Down 9.55 percent on Nov 4 | 11/04/2024 |
6 | Markforged To Report Earnings Tomorrow Here Is What To Expect | 11/06/2024 |
7 | Disposition of 3548 shares by Robert Bodor of Proto Labs at 33.52 subject to Rule 16b-3 | 11/07/2024 |
8 | Acquisition by Oleg Ryaboy of 5172 shares of Proto Labs subject to Rule 16b-3 | 11/12/2024 |
9 | Proto Labs Performance Is Even Better Than Its Earnings Suggest | 11/14/2024 |
About Proto Labs 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 Proto or other stocks. Alpha measures the amount that position in Proto Labs 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) | Payables Turnover | 10.46 | 15.73 | 18.03 | 9.11 | Days Of Inventory On Hand | 18.1 | 18.16 | 17.68 | 26.69 |
Proto Labs Upcoming Company Events
As portrayed in its financial statements, the presentation of Proto Labs' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Proto Labs' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Proto Labs' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Proto Labs. Please utilize our Beneish M Score to check the likelihood of Proto Labs' management manipulating its earnings.
| 9th of February 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 9th 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 Proto Labs
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 Proto Labs Backtesting, Proto Labs Valuation, Proto Labs Correlation, Proto Labs Hype Analysis, Proto Labs Volatility, Proto Labs History and analyze Proto Labs Performance. For information on how to trade Proto Stock refer to our How to Trade Proto Stock guide.You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Proto Labs 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.