Wisekey International Holding Stock Alpha and Beta Analysis
| WKEY Stock | USD 2.39 0.30 14.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Wisekey International Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Wisekey International over a specified time horizon. Remember, high Wisekey 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 Wisekey International's market risk premium analysis include:
Beta (0.68) | Alpha 0.15 | Risk 4.42 | Sharpe Ratio 0.051 | Expected Return 0.23 |
Enterprise Value |
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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.
Wisekey |
Wisekey International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Wisekey International market risk premium is the additional return an investor will receive from holding Wisekey 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 Wisekey 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 Wisekey International's performance over market.| α | 0.15 | β | -0.68 |
Wisekey 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 Wisekey International's Buy-and-hold return. Our buy-and-hold chart shows how Wisekey International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Wisekey International Market Price Analysis
Market price analysis indicators help investors to evaluate how Wisekey 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 Wisekey International shares will generate the highest return on investment. By understating and applying Wisekey International stock market price indicators, traders can identify Wisekey International position entry and exit signals to maximize returns.
Wisekey International Return and Market Media
The median price of Wisekey International for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 2.17 with a coefficient of variation of 7.68. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 2.12, and mean deviation of 0.13. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | SEALSQ Demonstrates Enhanced IoT Security with ESP32 and VaultIC292 Secure Element for Matter Commissioning Process - Marketscreener.com | 09/05/2024 |
2 | WISeKey Announces OISTEs Participation at the Summit of the Future - StockTitan | 09/23/2024 |
3 | WISeKey ADS GAAP EPS of -0.27, revenue of 5.17M | 09/30/2024 |
4 | SEALCOIN AG Confirms FINMA Classification and Licensing Clarification for its ... | 11/18/2024 |
About Wisekey 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 Wisekey or other stocks. Alpha measures the amount that position in Wisekey 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) | Payables Turnover | 2.25 | 2.57 | 2.04 | 1.69 | Days Of Inventory On Hand | 75.11 | 204.58 | 121.17 | 78.47 |
Wisekey International Upcoming Company Events
As portrayed in its financial statements, the presentation of Wisekey International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Wisekey International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Wisekey International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Wisekey International. Please utilize our Beneish M Score to check the likelihood of Wisekey International's management manipulating its earnings.
| 26th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of April 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Wisekey Stock Analysis
When running Wisekey International's price analysis, check to measure Wisekey 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 Wisekey International is operating at the current time. Most of Wisekey International's value examination focuses on studying past and present price action to predict the probability of Wisekey 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 Wisekey International's price. Additionally, you may evaluate how the addition of Wisekey International to your portfolios can decrease your overall portfolio volatility.