Adobe Systems Incorporated Stock Alpha and Beta Analysis
| ADBE Stock | USD 515.93 2.25 0.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Adobe Systems Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in Adobe Systems over a specified time horizon. Remember, high Adobe Systems' 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 Adobe Systems' market risk premium analysis include:
Beta 0.85 | Alpha (0.22) | Risk 1.97 | Sharpe Ratio (0.07) | Expected Return (0.14) |
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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.
Adobe |
Adobe Systems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Adobe Systems market risk premium is the additional return an investor will receive from holding Adobe Systems 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 Adobe Systems. 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 Adobe Systems' performance over market.| α | -0.22 | β | 0.85 |
Adobe Systems 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 Adobe Systems' Buy-and-hold return. Our buy-and-hold chart shows how Adobe Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Adobe Systems Market Price Analysis
Market price analysis indicators help investors to evaluate how Adobe Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Adobe Systems shares will generate the highest return on investment. By understating and applying Adobe Systems stock market price indicators, traders can identify Adobe Systems position entry and exit signals to maximize returns.
Adobe Systems Return and Market Media
The median price of Adobe Systems for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 508.03 with a coefficient of variation of 5.6. The daily time series for the period is distributed with a sample standard deviation of 28.9, arithmetic mean of 516.07, and mean deviation of 22.28. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | KGL Capital Management LLC Has 754,000 Position in Adobe Inc. | 11/04/2024 |
2 | Adobe Inc Shares Up 3.91 percent on Nov 12 | 11/12/2024 |
3 | 3D Rendering Market Size Expected to Reach USD 23.78 Bn by 2034 | 11/20/2024 |
4 | 3 Reasons Adobe Stock is a Buy Despite a 19 percent Decline in a Year | 11/21/2024 |
5 | Adobe Inc. Shares Sold by Edgewood Management LLC | 11/22/2024 |
6 | Adobe Systems Outperforms Broader Market What You Need to Know | 11/25/2024 |
7 | Decoding Adobes Options Activity Whats the Big Picture | 11/26/2024 |
8 | Piper Sandler downgrades Workday on waning growth prospects | 11/27/2024 |
9 | Martingale Asset Management L P Trims Stake in Adobe Inc. | 11/29/2024 |
About Adobe Systems 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 Adobe or other stocks. Alpha measures the amount that position in Adobe Systems 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 | 2023 | 2024 (projected) | Dividend Yield | 0.00157 | 0.001805 | 0.001715 | Price To Sales Ratio | 12.14 | 13.63 | 14.31 |
Adobe Systems Upcoming Company Events
As portrayed in its financial statements, the presentation of Adobe Systems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Adobe Systems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Adobe Systems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Adobe Systems. Please utilize our Beneish M Score to check the likelihood of Adobe Systems' management manipulating its earnings.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 20th of June 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 11th of December 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 30th of November 2023 Last Financial Announcement | View |
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Align your risk with return expectations
Check out Adobe Systems Backtesting, Adobe Systems Valuation, Adobe Systems Correlation, Adobe Systems Hype Analysis, Adobe Systems Volatility, Adobe Systems History and analyze Adobe Systems Performance. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Adobe Systems 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.