Kwesst Micro Systems Stock Alpha and Beta Analysis
| KWE Stock | 0.62 0.01 1.49% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KWESST Micro Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in KWESST Micro over a specified time horizon. Remember, high KWESST 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 KWESST Micro's market risk premium analysis include:
Beta (1.99) | Alpha 0.0169 | Risk 16.98 | Sharpe Ratio (0.02) | Expected Return (0.29) |
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.
KWESST |
KWESST Micro Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KWESST Micro market risk premium is the additional return an investor will receive from holding KWESST 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 KWESST 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 KWESST Micro's performance over market.| α | 0.02 | β | -1.99 |
KWESST 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 KWESST Micro's Buy-and-hold return. Our buy-and-hold chart shows how KWESST Micro performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KWESST Micro Market Price Analysis
Market price analysis indicators help investors to evaluate how KWESST 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 KWESST Micro shares will generate the highest return on investment. By understating and applying KWESST Micro stock market price indicators, traders can identify KWESST Micro position entry and exit signals to maximize returns.
KWESST Micro Return and Market Media
The median price of KWESST Micro for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 1.41 with a coefficient of variation of 36.56. The daily time series for the period is distributed with a sample standard deviation of 0.43, arithmetic mean of 1.18, and mean deviation of 0.39. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | KWE - KWESST Micro Systems Inc. Latest Stock News Market Updates - StockTitan | 10/21/2024 |
2 | KWESST Micro Systems Inc. Announces Pricing of Public Offering - Yahoo Finance | 10/30/2024 |
3 | KWESST Micro Systems files to sell 8.5M common shares for holders | 11/19/2024 |
About KWESST 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 KWESST or other stocks. Alpha measures the amount that position in KWESST Micro 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.
| 2021 | 2022 | 2024 (projected) | Payables Turnover | 0.23 | 3.88 | 1.09 | Days Of Inventory On Hand | 267.62 | 138.85 | 186.9 |
KWESST Micro Upcoming Company Events
As portrayed in its financial statements, the presentation of KWESST Micro's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, KWESST Micro's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of KWESST Micro's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of KWESST Micro. Please utilize our Beneish M Score to check the likelihood of KWESST Micro's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of January 2025 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with KWESST Micro
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 KWESST Micro Backtesting, KWESST Micro Valuation, KWESST Micro Correlation, KWESST Micro Hype Analysis, KWESST Micro Volatility, KWESST Micro History and analyze KWESST Micro Performance. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
KWESST 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.