Robinhood Markets Stock Alpha and Beta Analysis
| HOOD Stock | USD 17.31 0.31 1.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Robinhood Markets. It also helps investors analyze the systematic and unsystematic risks associated with investing in Robinhood Markets over a specified time horizon. Remember, high Robinhood Markets' 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 Robinhood Markets' market risk premium analysis include:
Beta 2.24 | Alpha 0.61 | Risk 3.43 | Sharpe Ratio 0.24 | Expected Return 0.82 |
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.
Robinhood |
Robinhood Markets Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Robinhood Markets market risk premium is the additional return an investor will receive from holding Robinhood Markets 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 Robinhood Markets. 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 Robinhood Markets' performance over market.| α | 0.61 | β | 2.24 |
Robinhood Markets 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 Robinhood Markets' Buy-and-hold return. Our buy-and-hold chart shows how Robinhood Markets performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Robinhood Markets Market Price Analysis
Market price analysis indicators help investors to evaluate how Robinhood Markets stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Robinhood Markets shares will generate the highest return on investment. By understating and applying Robinhood Markets stock market price indicators, traders can identify Robinhood Markets position entry and exit signals to maximize returns.
Robinhood Markets Return and Market Media
The median price of Robinhood Markets for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 16.58 with a coefficient of variation of 20.25. The daily time series for the period is distributed with a sample standard deviation of 3.14, arithmetic mean of 15.49, and mean deviation of 2.77. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Zoellick Robert B of 5625 shares of Robinhood Markets subject to Rule 16b-3 | 02/02/2024 |
2 | Disposition of 188077 shares by Baiju Bhatt of Robinhood Markets at 13.5693 subject to Rule 16b-3 | 02/21/2024 |
3 | Disposition of 250000 shares by Vladimir Tenev of Robinhood Markets subject to Rule 16b-3 | 03/06/2024 |
4 | Robinhood Markets, Inc. Co-Founder Baiju Bhatt To Step Down as Chief Creative Officer | 03/21/2024 |
5 | Robinhood Unveils Credit Card, Expands Beyond Trading | 03/27/2024 |
6 | Acquisition by Rubinstein Jonathan of 1558 shares of Robinhood Markets at 20.13 subject to Rule 16b-3 | 03/28/2024 |
7 | HOOD vs. SCHW Which Brokerage Stock Is Better | 04/04/2024 |
8 | Robinhood Markets, Inc. Advances While Market Declines Some Information for Investors | 04/10/2024 |
9 | Robinhood stock dips after Citi downgrade to Sell on fundamentals disconnect | 04/11/2024 |
10 | Hood slugs Big Sky past Bravettes | 04/12/2024 |
11 | Should You Buy Robinhood Stock Hand Over Fist With 100 in 2024 | 04/15/2024 |
12 | Acquisition by Treseder Oluwadara Johnson of 5625 shares of Robinhood Markets subject to Rule 16b-3 | 04/16/2024 |
13 | 3 Stocks to Avoid According to Wall Street Analysts April 2024 | 04/17/2024 |
14 | Disposition of 16667 shares by Baiju Bhatt of Robinhood Markets at 17.1593 subject to Rule 16b-3 | 04/18/2024 |
15 | This fund that lets retail traders invest in SpaceX and OpenAI is trading at a massive premium | 04/23/2024 |
About Robinhood Markets 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 Robinhood or other stocks. Alpha measures the amount that position in Robinhood Markets 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.3 | 0.27 | 0.28 | Price To Sales Ratio | 5.27 | 6.09 | 5.78 |
Robinhood Markets Upcoming Company Events
As portrayed in its financial statements, the presentation of Robinhood Markets' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Robinhood Markets' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Robinhood Markets' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Robinhood Markets. Please utilize our Beneish M Score to check the likelihood of Robinhood Markets' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 Robinhood Markets
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 Robinhood Markets Backtesting, Robinhood Markets Valuation, Robinhood Markets Correlation, Robinhood Markets Hype Analysis, Robinhood Markets Volatility, Robinhood Markets History and analyze Robinhood Markets Performance. For information on how to trade Robinhood Stock refer to our How to Trade Robinhood Stock guide.You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Complementary Tools for Robinhood Stock analysis
When running Robinhood Markets' price analysis, check to measure Robinhood Markets' 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 Robinhood Markets is operating at the current time. Most of Robinhood Markets' value examination focuses on studying past and present price action to predict the probability of Robinhood Markets' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Robinhood Markets' price. Additionally, you may evaluate how the addition of Robinhood Markets to your portfolios can decrease your overall portfolio volatility.
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Robinhood Markets 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.