Solaredge Technologies Stock Alpha and Beta Analysis
| SEDG Stock | USD 15.80 0.94 6.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SolarEdge Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in SolarEdge Technologies over a specified time horizon. Remember, high SolarEdge Technologies' 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 SolarEdge Technologies' market risk premium analysis include:
Beta 0.7 | Alpha (0.61) | Risk 6.67 | Sharpe Ratio (0.04) | Expected Return (0.29) |
Enterprise Value |
|
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.
SolarEdge |
SolarEdge Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SolarEdge Technologies market risk premium is the additional return an investor will receive from holding SolarEdge Technologies 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 SolarEdge Technologies. 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 SolarEdge Technologies' performance over market.| α | -0.61 | β | 0.70 |
SolarEdge Technologies 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 SolarEdge Technologies' Buy-and-hold return. Our buy-and-hold chart shows how SolarEdge Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SolarEdge Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how SolarEdge Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SolarEdge Technologies shares will generate the highest return on investment. By understating and applying SolarEdge Technologies stock market price indicators, traders can identify SolarEdge Technologies position entry and exit signals to maximize returns.
SolarEdge Technologies Return and Market Media
The median price of SolarEdge Technologies for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 18.19 with a coefficient of variation of 21.1. The daily time series for the period is distributed with a sample standard deviation of 3.78, arithmetic mean of 17.9, and mean deviation of 3.02. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | SolarEdge Technologies Q3 2024 Earnings Preview | 11/05/2024 |
2 | SolarEdge Q3 Results Miss Expectations Analysts Warn Of Cash Flow Challenges And Need For Cost Cuts | 11/07/2024 |
3 | Hedge Fund and Insider Trading News Nelson Peltz, Ken Griffin, Bill Ackman, David Einhorn, Renaissance Technologies, SolarEdge Technologies Inc , Life Time Grou... | 11/14/2024 |
4 | Director Marcel Gani Acquires 20,000 Shares of SolarEdge Technologies Inc | 11/15/2024 |
5 | Tactile Systems and Ares have been highlighted as Zacks Bull and Bear of the Day | 11/18/2024 |
6 | Guggenheim upgrades SolarEdge to neutral | 11/20/2024 |
7 | Is SolarEdge Technologies The Best Climate Change Stock To Invest In Right Now | 11/21/2024 |
8 | SolarEdge Technologies Shares Gap Up Heres What Happened | 11/25/2024 |
9 | Whats Going On With SolarEdge Technologies Stock Wednesday | 11/27/2024 |
10 | Acquisition by Faier Ronen of 1318 shares of SolarEdge Technologies subject to Rule 16b-3 | 11/29/2024 |
About SolarEdge Technologies 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 SolarEdge or other stocks. Alpha measures the amount that position in SolarEdge Technologies 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 | 5.29 | 4.93 | 5.88 | 4.44 | Days Of Inventory On Hand | 103.97 | 117.48 | 231.82 | 243.41 |
SolarEdge Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of SolarEdge Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SolarEdge Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SolarEdge Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SolarEdge Technologies. Please utilize our Beneish M Score to check the likelihood of SolarEdge Technologies' management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 SolarEdge Technologies
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 SolarEdge Technologies Backtesting, SolarEdge Technologies Valuation, SolarEdge Technologies Correlation, SolarEdge Technologies Hype Analysis, SolarEdge Technologies Volatility, SolarEdge Technologies History and analyze SolarEdge Technologies Performance. For more detail on how to invest in SolarEdge Stock please use our How to Invest in SolarEdge Technologies guide.You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
SolarEdge Technologies 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.