Advanced Energy Industries Stock Alpha and Beta Analysis
| AEIS Stock | USD 115.04 0.47 0.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Advanced Energy Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Advanced Energy over a specified time horizon. Remember, high Advanced Energy'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 Advanced Energy's market risk premium analysis include:
Beta 1.83 | Alpha (0.11) | Risk 1.84 | Sharpe Ratio 0.14 | Expected Return 0.26 |
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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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Advanced Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Advanced Energy market risk premium is the additional return an investor will receive from holding Advanced Energy 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 Advanced Energy. 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 Advanced Energy's performance over market.| α | -0.11 | β | 1.83 |
Advanced Energy 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 Advanced Energy's Buy-and-hold return. Our buy-and-hold chart shows how Advanced Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Advanced Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Advanced Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Advanced Energy shares will generate the highest return on investment. By understating and applying Advanced Energy stock market price indicators, traders can identify Advanced Energy position entry and exit signals to maximize returns.
Advanced Energy Return and Market Media
The median price of Advanced Energy for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 107.04 with a coefficient of variation of 6.09. The daily time series for the period is distributed with a sample standard deviation of 6.49, arithmetic mean of 106.61, and mean deviation of 5.21. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Advanced Energy dividend paid on 6th of September 2024 | 09/06/2024 |
1 | Disposition of 2948 shares by John Donaghey of Advanced Energy subject to Rule 16b-3 | 09/13/2024 |
2 | Baird highlights Advanced Energys profit growth and market expansion opportunities - Investing.com | 09/20/2024 |
3 | Disposition of 2257 shares by David Reed of Advanced Energy subject to Rule 16b-3 | 10/18/2024 |
4 | Should You Buy, Sell or Hold Lam Research Stock Before Q1 Earnings | 10/21/2024 |
5 | Advanced Energy Industries, Inc. Q3 2024 Earnings Call Transcript | 10/31/2024 |
6 | Some May Be Optimistic About Advanced Energy Industries Earnings | 11/07/2024 |
7 | Disposition of 720 shares by Bernard Colpitts of Advanced Energy at 117.36 subject to Rule 16b-3 | 11/08/2024 |
8 | Medtronic reports second quarter fiscal 2025 financial results | 11/19/2024 |
9 | Advanced Energy Industries director sells 111,720 in stock | 11/20/2024 |
10 | Is Lam Research Stock a Buy, Sell or Hold at a PE Multiple of 18.78X | 11/21/2024 |
11 | Disposition of 438 shares by Elizabeth Vonne of Advanced Energy subject to Rule 16b-3 | 11/22/2024 |
12 | Advanced Energy Industries, Inc. Shares Sold by Loomis Sayles Co. L P | 11/25/2024 |
13 | Disposition of 1800 shares by Donikowski Tina of Advanced Energy at 116.84 subject to Rule 16b-3 | 11/26/2024 |
14 | Advanced Energy Industries director sells 210,312 in stock | 11/27/2024 |
About Advanced Energy 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 Advanced or other stocks. Alpha measures the amount that position in Advanced Energy Indu 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.004731 | 0.003729 | 0.004726 | Price To Sales Ratio | 1.74 | 2.47 | 2.76 |
Advanced Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Advanced Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Advanced Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Advanced Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Advanced Energy. Please utilize our Beneish M Score to check the likelihood of Advanced Energy's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 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 Advanced Stock Analysis
When running Advanced Energy's price analysis, check to measure Advanced Energy'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 Advanced Energy is operating at the current time. Most of Advanced Energy's value examination focuses on studying past and present price action to predict the probability of Advanced Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advanced Energy's price. Additionally, you may evaluate how the addition of Advanced Energy to your portfolios can decrease your overall portfolio volatility.