Apple Inc Stock Alpha and Beta Analysis
AAPL Stock | USD 169.02 2.12 1.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Apple Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Apple over a specified time horizon. Remember, high Apple'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 Apple's market risk premium analysis include:
Beta 0.47 | Alpha (0.25) | Risk 1.27 | Sharpe Ratio (0.18) | Expected Return (0.23) |
Apple Quarterly Cash And Equivalents |
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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.
Apple |
Apple Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Apple market risk premium is the additional return an investor will receive from holding Apple 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 Apple. 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 Apple's performance over market.α | -0.25 | β | 0.47 |
Apple 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 Apple's Buy-and-hold return. Our buy-and-hold chart shows how Apple performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Apple Market Price Analysis
Market price analysis indicators help investors to evaluate how Apple stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Apple shares will generate the highest return on investment. By understating and applying Apple stock market price indicators, traders can identify Apple position entry and exit signals to maximize returns.
Apple Return and Market Media
The median price of Apple for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 176.08 with a coefficient of variation of 4.89. The daily time series for the period is distributed with a sample standard deviation of 8.71, arithmetic mean of 178.04, and mean deviation of 7.78. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
Apple dividend paid on 15th of February 2024 | 02/15/2024 |
1 | The Magnificent Seven Are Down To The Final Four | 03/06/2024 |
2 | Apple in discussions to allow Googles AI tool Gemini to power iPhone AI features | 03/18/2024 |
3 | Apple AirTag 4-Pack Gets Nice Price Cut At Amazon | 04/08/2024 |
4 | AMCs Adam Aron On Theater Closures, Bullish Box Office CinemaCon | 04/10/2024 |
5 | Market Dynamics Shift as Powell Signals Economic Turn and Corporate Profits Soar | 04/12/2024 |
6 | Cramer explains what could cause the market to keep going down | 04/17/2024 |
7 | Why Meta Platforms Stock Flopped on Friday | 04/19/2024 |
8 | Nasdaq 100 Breaks 3-Day Losing Streak As Tech Stocks Rebound Ahead Of Earnings Week | 04/22/2024 |
About Apple 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 Apple or other stocks. Alpha measures the amount that position in Apple Inc 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.
2010 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.006084 | 0.005574 | 0.00641 | 0.00609 | Price To Sales Ratio | 6.19 | 7.03 | 6.33 | 6.65 |
Apple Upcoming Company Events
As portrayed in its financial statements, the presentation of Apple's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Apple's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Apple's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Apple. Please utilize our Beneish M Score to check the likelihood of Apple's management manipulating its earnings.
2nd of May 2024 Upcoming Quarterly Report | View | |
1st of August 2024 Next Financial Report | View | |
31st of March 2024 Next Fiscal Quarter End | View | |
7th of November 2024 Next Fiscal Year End | View | |
31st of December 2023 Last Quarter Report | View | |
30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Apple
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 Apple Backtesting, Apple Valuation, Apple Correlation, Apple Hype Analysis, Apple Volatility, Apple History and analyze Apple Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Complementary Tools for Apple Stock analysis
When running Apple's price analysis, check to measure Apple'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 Apple is operating at the current time. Most of Apple's value examination focuses on studying past and present price action to predict the probability of Apple's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Apple's price. Additionally, you may evaluate how the addition of Apple to your portfolios can decrease your overall portfolio volatility.
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