What is Current KWESST Micro Alpha and Beta? - KWE

Kwesst Micro Systems Stock Alpha and Beta Analysis

KWE Stock   0.63  0.02  3.28%   
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
(1.97)
Alpha
(0.07)
Risk
16.85
Sharpe Ratio
(0.02)
Expected Return
(0.33)
Please note that although KWESST Micro alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, KWESST Micro did 0.07  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of KWESST Micro Systems stock's relative risk over its benchmark. KWESST Micro Systems has a beta of 1.97  . As returns on the market increase, returns on owning KWESST Micro are expected to decrease by larger amounts. On the other hand, during market turmoil, KWESST Micro is expected to outperform it. The current year's Enterprise Value is expected to grow to about 78.8 M, whereas Book Value Per Share is projected to grow to (0.94).

Enterprise Value

78.82 Million

83.4M75.1M78.8M100%
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.
  
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.

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-0.07   β-1.97
100%

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.
100%

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 Sun, Sep 15, 2024 and Sat, Dec 14, 2024 is 1.19 with a coefficient of variation of 38.04. The daily time series for the period is distributed with a sample standard deviation of 0.44, arithmetic mean of 1.16, and mean deviation of 0.4. The Stock received some media coverage during the period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.15123OctNov -60-40-20020406080
JavaScript chart by amCharts 3.21.15KWESST Micro Systems KWESST Micro Systems Dividend Benchmark Dow Jones Industrial
       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 Turnover0.233.881.09
Days Of Inventory On Hand267.62138.85186.9

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether KWESST Micro Systems is a strong investment it is important to analyze KWESST Micro's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact KWESST Micro's future performance. For an informed investment choice regarding KWESST Stock, refer to the following important reports:
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.
A focus of KWESST Micro technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of KWESST Micro trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...

Trending Assets

NPK
National Presto Indu
92.98  0.86  0.93 
KAMN
Kaman
24.02  0.21  0.88 
WWD
Woodward
175.10  -1.13  -0.64 
DCO
Ducommun Incorporated
63.69  0.21  0.33 
PKE
Park Electrochemical
14.92  0.06  0.40 
News Freq…Investor S…