Qualcomm Incorporated Stock Alpha and Beta Analysis
| QCOM Stock | USD 156.79 1.33 0.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Qualcomm Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in Qualcomm Incorporated over a specified time horizon. Remember, high Qualcomm Incorporated'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 Qualcomm Incorporated's market risk premium analysis include:
Beta 1.53 | Alpha (0.27) | Risk 2.28 | Sharpe Ratio (0.06) | Expected Return (0.13) |
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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.
Qualcomm |
Qualcomm Incorporated Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Qualcomm Incorporated market risk premium is the additional return an investor will receive from holding Qualcomm Incorporated 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 Qualcomm Incorporated. 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 Qualcomm Incorporated's performance over market.| α | -0.27 | β | 1.53 |
Qualcomm Incorporated 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 Qualcomm Incorporated's Buy-and-hold return. Our buy-and-hold chart shows how Qualcomm Incorporated performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Qualcomm Incorporated Market Price Analysis
Market price analysis indicators help investors to evaluate how Qualcomm Incorporated stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Qualcomm Incorporated shares will generate the highest return on investment. By understating and applying Qualcomm Incorporated stock market price indicators, traders can identify Qualcomm Incorporated position entry and exit signals to maximize returns.
Qualcomm Incorporated Return and Market Media
The median price of Qualcomm Incorporated for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 168.29 with a coefficient of variation of 2.84. The daily time series for the period is distributed with a sample standard deviation of 4.76, arithmetic mean of 167.55, and mean deviation of 3.64. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Qualcomm Incorporated dividend paid on 26th of September 2024 | 09/26/2024 |
1 | Disposition of 922 shares by Akash Palkhiwala of Qualcomm Incorporated at 165.1382 subject to Rule 16b-3 | 10/11/2024 |
2 | Smith Thornton Advisors LLC Acquires 676 Shares of QUALCOMM Incorporated | 11/08/2024 |
3 | Qualcomm CEO Confident AI Surge Wont Recreate COVID-19 Era Chip Shortages | 11/12/2024 |
4 | Plato Investment Management Ltd Grows Stock Position in QUALCOMM Incorporated | 11/14/2024 |
5 | WP Advisors LLC Sells 3,232 Shares of QUALCOMM Incorporated | 11/18/2024 |
6 | QUALCOMM Incorporated Powering Samsungs Flagship Galaxy Phones with Advanced Gaming Technology | 11/19/2024 |
7 | Qualcomm Stock Moves Amid Diversification Plans | 11/20/2024 |
8 | Blackhawk Capital Partners LLC. Makes New 1.57 Million Investment in QUALCOMM Incorporated | 11/21/2024 |
9 | Covenant Asset Management LLC Cuts Stock Holdings in QUALCOMM Incorporated | 11/22/2024 |
About Qualcomm Incorporated 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 Qualcomm or other stocks. Alpha measures the amount that position in Qualcomm Incorporated 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.
| 2011 | 2017 | 2023 | 2024 (projected) | Dividend Yield | 0.0427 | 0.0281 | 0.0194 | 0.0326 | Price To Sales Ratio | 3.42 | 3.44 | 4.87 | 4.67 |
Qualcomm Incorporated Upcoming Company Events
As portrayed in its financial statements, the presentation of Qualcomm Incorporated's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Qualcomm Incorporated's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Qualcomm Incorporated's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Qualcomm Incorporated. Please utilize our Beneish M Score to check the likelihood of Qualcomm Incorporated's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Qualcomm Incorporated
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
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Check out Qualcomm Incorporated Backtesting, Qualcomm Incorporated Valuation, Qualcomm Incorporated Correlation, Qualcomm Incorporated Hype Analysis, Qualcomm Incorporated Volatility, Qualcomm Incorporated History and analyze Qualcomm Incorporated Performance. To learn how to invest in Qualcomm Stock, please use our How to Invest in Qualcomm Incorporated guide.You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Qualcomm Incorporated 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.