Qurate Retail Series Stock Alpha and Beta Analysis
| QRTEB Stock | USD 4.09 0.16 4.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Qurate Retail Series. It also helps investors analyze the systematic and unsystematic risks associated with investing in Qurate Retail over a specified time horizon. Remember, high Qurate Retail'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 Qurate Retail's market risk premium analysis include:
Beta 1.4 | Alpha (0.24) | Risk 5.16 | Sharpe Ratio (0.05) | Expected Return (0.25) |
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.
Qurate |
Qurate Retail Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Qurate Retail market risk premium is the additional return an investor will receive from holding Qurate Retail 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 Qurate Retail. 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 Qurate Retail's performance over market.| α | -0.24 | β | 1.40 |
Qurate Retail 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 Qurate Retail's Buy-and-hold return. Our buy-and-hold chart shows how Qurate Retail performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Qurate Retail Market Price Analysis
Market price analysis indicators help investors to evaluate how Qurate Retail stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Qurate Retail shares will generate the highest return on investment. By understating and applying Qurate Retail stock market price indicators, traders can identify Qurate Retail position entry and exit signals to maximize returns.
Qurate Retail Return and Market Media
The median price of Qurate Retail for the period between Thu, Mar 7, 2024 and Wed, Jun 5, 2024 is 4.15 with a coefficient of variation of 10.72. The daily time series for the period is distributed with a sample standard deviation of 0.46, arithmetic mean of 4.31, and mean deviation of 0.37. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | QVC DEFINES A NEW AGE OF POSSIBILITY CHAMPIONING WOMEN 50 AND OVER TO LIVE THEIR BEST LIVES | 04/16/2024 |
2 | Acquisition by Wilm Renee L of 30253 shares of Qurate Retail subject to Rule 16b-3 | 04/26/2024 |
3 | Iconic American Designer Nicole Miller Launches Exclusive Collection with QVC | 05/01/2024 |
4 | Qurate B declares 2.00 dividend | 05/16/2024 |
About Qurate Retail 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 Qurate or other stocks. Alpha measures the amount that position in Qurate Retail Series 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) | Dividend Yield | 0.16 | 0.0194 | 0.0236 | 0.0224 | Price To Sales Ratio | 0.22 | 0.0512 | 0.031 | 0.0295 |
Qurate Retail Upcoming Company Events
As portrayed in its financial statements, the presentation of Qurate Retail's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Qurate Retail's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Qurate Retail's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Qurate Retail. Please utilize our Beneish M Score to check the likelihood of Qurate Retail's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Information and Resources on Investing in Qurate Stock
When determining whether Qurate Retail Series offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Qurate Retail's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Qurate Retail Series Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Qurate Retail Series Stock:Check out Qurate Retail Backtesting, Qurate Retail Valuation, Qurate Retail Correlation, Qurate Retail Hype Analysis, Qurate Retail Volatility, Qurate Retail History and analyze Qurate Retail Performance. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Qurate Retail 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.