Adtran Inc Stock Alpha and Beta Analysis
| ADTN Stock | USD 4.69 0.04 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ADTRAN Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in ADTRAN over a specified time horizon. Remember, high ADTRAN'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 ADTRAN's market risk premium analysis include:
Beta 2.67 | Alpha (0.77) | Risk 3.2 | Sharpe Ratio (0.19) | Expected Return (0.60) |
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.
ADTRAN |
ADTRAN Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ADTRAN market risk premium is the additional return an investor will receive from holding ADTRAN 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 ADTRAN. 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 ADTRAN's performance over market.| α | -0.77 | β | 2.67 |
ADTRAN 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 ADTRAN's Buy-and-hold return. Our buy-and-hold chart shows how ADTRAN performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ADTRAN Market Price Analysis
Market price analysis indicators help investors to evaluate how ADTRAN stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ADTRAN shares will generate the highest return on investment. By understating and applying ADTRAN stock market price indicators, traders can identify ADTRAN position entry and exit signals to maximize returns.
ADTRAN Return and Market Media
The median price of ADTRAN for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 6.11 with a coefficient of variation of 12.42. The daily time series for the period is distributed with a sample standard deviation of 0.74, arithmetic mean of 5.96, and mean deviation of 0.64. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | ADTRAN earnings missed by 0.98, revenue fell short of estimates | 02/27/2024 |
2 | Disposition of 124641 shares by Ulrich Dopfer of ADTRAN at 19.08 subject to Rule 16b-3 | 03/05/2024 |
3 | ADTRAN Advanced Link Monitor Boosts Network Efficiency | 03/08/2024 |
4 | ADTN INVESTOR ALERT ROSEN, A LEADING INVESTOR RIGHTS LAW FIRM, Encourages ADTRAN Holdings, Inc. Investors to Inquire About Securities Class Action Investigation... | 03/26/2024 |
About ADTRAN 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 ADTRAN or other stocks. Alpha measures the amount that position in ADTRAN 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0158 | 0.0195 | 0.0369 | 0.0387 | Price To Sales Ratio | 1.97 | 1.14 | 0.5 | 0.48 |
ADTRAN Upcoming Company Events
As portrayed in its financial statements, the presentation of ADTRAN's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ADTRAN's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ADTRAN's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ADTRAN. Please utilize our Beneish M Score to check the likelihood of ADTRAN's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with ADTRAN
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 ADTRAN Backtesting, ADTRAN Valuation, ADTRAN Correlation, ADTRAN Hype Analysis, ADTRAN Volatility, ADTRAN History and analyze ADTRAN Performance. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Complementary Tools for ADTRAN Stock analysis
When running ADTRAN's price analysis, check to measure ADTRAN'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 ADTRAN is operating at the current time. Most of ADTRAN's value examination focuses on studying past and present price action to predict the probability of ADTRAN's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ADTRAN's price. Additionally, you may evaluate how the addition of ADTRAN to your portfolios can decrease your overall portfolio volatility.
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ADTRAN 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.