Super Micro Computer Stock Alpha and Beta Analysis
| SMCI Stock | USD 29.70 3.90 15.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Super Micro Computer. It also helps investors analyze the systematic and unsystematic risks associated with investing in Super Micro over a specified time horizon. Remember, high Super Micro'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 Super Micro's market risk premium analysis include:
Beta (1.14) | Alpha (0.85) | Risk 8.75 | Sharpe Ratio (0.07) | 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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Super Micro Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Super Micro market risk premium is the additional return an investor will receive from holding Super Micro 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 Super Micro. 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 Super Micro's performance over market.| α | -0.85 | β | -1.14 |
Super Micro 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 Super Micro's Buy-and-hold return. Our buy-and-hold chart shows how Super Micro performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Super Micro Market Price Analysis
Market price analysis indicators help investors to evaluate how Super Micro stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Super Micro shares will generate the highest return on investment. By understating and applying Super Micro stock market price indicators, traders can identify Super Micro position entry and exit signals to maximize returns.
Super Micro Return and Market Media
The median price of Super Micro for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 44.21 with a coefficient of variation of 26.24. The daily time series for the period is distributed with a sample standard deviation of 10.81, arithmetic mean of 41.18, and mean deviation of 8.21. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Super Micro May Face 1.7 Billion Bond Repayment If Delisted | 11/07/2024 |
2 | Super Micro Computer Stock Price Down 10.2 percent Should You Sell | 11/11/2024 |
3 | The Election, the Fed, and Whats Next | 11/12/2024 |
4 | Why Super Micro Computer Stock Sank Today | 11/13/2024 |
5 | Whats Going On With Super Micro Computer Shares Thursday | 11/14/2024 |
6 | Super Micro Computer Faces Nasdaq Delisting Risk Amid Financial Reporting Delays | 11/15/2024 |
7 | Load the Boat on Super Micro Computer Shares | 11/19/2024 |
About Super Micro 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 Super or other stocks. Alpha measures the amount that position in Super Micro Computer 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 | 58.62 | 58.84 | 65.18 | 34.79 | PTB Ratio | 1.46 | 6.69 | 8.26 | 8.67 |
Super Micro Upcoming Company Events
As portrayed in its financial statements, the presentation of Super Micro's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Super Micro's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Super Micro's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Super Micro. Please utilize our Beneish M Score to check the likelihood of Super Micro's management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 Super Micro Backtesting, Super Micro Valuation, Super Micro Correlation, Super Micro Hype Analysis, Super Micro Volatility, Super Micro History and analyze Super Micro Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Super Micro 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.