Activision Blizzard Alpha and Beta Analysis
| ATVIDelisted Stock | USD 94.42 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Activision Blizzard. It also helps investors analyze the systematic and unsystematic risks associated with investing in Activision Blizzard over a specified time horizon. Remember, high Activision Blizzard'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 Activision Blizzard's market risk premium analysis include:
Beta (0.04) | Alpha 0.0918 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Activision |
Activision Blizzard Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Activision Blizzard market risk premium is the additional return an investor will receive from holding Activision Blizzard 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 Activision Blizzard. 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 Activision Blizzard's performance over market.| α | 0.09 | β | -0.04 |
Activision Blizzard Fundamentals Vs Peers
Comparing Activision Blizzard's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Activision Blizzard's direct or indirect competition across all of the common fundamentals between Activision Blizzard and the related equities. This way, we can detect undervalued stocks with similar characteristics as Activision Blizzard or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Activision Blizzard's fundamental indicators could also be used in its relative valuation, which is a method of valuing Activision Blizzard by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Activision Blizzard to competition |
| Fundamentals | Activision Blizzard | Peer Average |
| Return On Equity | 0.11 | -0.31 |
| Return On Asset | 0.052 | -0.14 |
| Profit Margin | 0.25 % | (1.27) % |
| Operating Margin | 0.27 % | (5.51) % |
| Current Valuation | 64.76 B | 16.62 B |
| Shares Outstanding | 786.8 M | 571.82 M |
| Shares Owned By Insiders | 0.84 % | 10.09 % |
Activision Blizzard Opportunities
Activision Blizzard Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Overwatch 2s Steam Premiere Hit By Criticism Receives 90 percent Of Negative Reviews | 08/11/2023 |
| Activision Blizzard dividend paid on 17th of August 2023 | 08/17/2023 |
2 | Whats Happening With Activision Blizzard Stock | 08/18/2023 |
3 | Biden antitrust enforcers stick to tough talk despite mounting court losses | 09/05/2023 |
4 | Wellington Management Group LLP Raises Holdings in Activision Blizzard, Inc. | 09/06/2023 |
5 | Activision Blizzard, Inc is a Great Momentum Stock Should ... - Nasdaq | 09/15/2023 |
6 | NKE,CCL, ATVI, MDGL, TSLA Top 5 Trending Stocks Today - Tesla , Activision Blizzard NASDAQ - Benzinga | 09/28/2023 |
7 | Activision-Blizzard Deal Racing to Friday the 13th Finish Line - Nasdaq | 10/11/2023 |
About Activision Blizzard 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 Activision or other delisted stocks. Alpha measures the amount that position in Activision Blizzard 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.
Activision Blizzard Upcoming Company Events
As portrayed in its financial statements, the presentation of Activision Blizzard's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Activision Blizzard's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Activision Blizzard's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Activision Blizzard. Please utilize our Beneish M Score to check the likelihood of Activision Blizzard's management manipulating its earnings.
| 6th of November 2023 Upcoming Quarterly Report | View | |
| 5th of February 2024 Next Financial Report | View | |
| 30th of September 2023 Next Fiscal Quarter End | View | |
| 5th of February 2024 Next Fiscal Year End | View | |
| 30th of June 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Activision Blizzard
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 Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in real. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Other Consideration for investing in Activision Stock
If you are still planning to invest in Activision Blizzard check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Activision Blizzard's history and understand the potential risks before investing.
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