Livanova Plc Stock Alpha and Beta Analysis
LIVN Stock | USD 56.40 0.53 0.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LivaNova PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in LivaNova PLC over a specified time horizon. Remember, high LivaNova PLC'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 LivaNova PLC's market risk premium analysis include:
Beta 2.34 | Alpha (0.15) | Risk 2.78 | Sharpe Ratio 0.0633 | Expected Return 0.18 |
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.
LivaNova |
LivaNova PLC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LivaNova PLC market risk premium is the additional return an investor will receive from holding LivaNova PLC 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 LivaNova PLC. 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 LivaNova PLC's performance over market.α | -0.15 | β | 2.34 |
LivaNova PLC 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 LivaNova PLC's Buy-and-hold return. Our buy-and-hold chart shows how LivaNova PLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.LivaNova PLC Market Price Analysis
Market price analysis indicators help investors to evaluate how LivaNova PLC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading LivaNova PLC shares will generate the highest return on investment. By understating and applying LivaNova PLC stock market price indicators, traders can identify LivaNova PLC position entry and exit signals to maximize returns.
LivaNova PLC Return and Market Media
The median price of LivaNova PLC for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 51.12 with a coefficient of variation of 4.72. The daily time series for the period is distributed with a sample standard deviation of 2.45, arithmetic mean of 51.9, and mean deviation of 2.02. The Stock received a lot of media exposure during the period. Price Growth (%) |
Timeline |
1 | Long Term Investment Analysis - Stock Traders Daily | 01/31/2024 |
2 | LivaNova PLC Non-GAAP EPS of 0.87 beats by 0.10, revenue of 310.1M beats by 22.4M | 02/21/2024 |
3 | Disposition of tradable shares by Vladimir Makatsaria of LivaNova PLC subject to Rule 16b-3 | 03/01/2024 |
4 | LivaNova Announces Proposed Private Offering of 300 Million of Convertible Senior Notes | 03/04/2024 |
5 | LivaNova PLC Stake Lifted by Kennedy Capital Management LLC | 03/05/2024 |
6 | LivaNova Announces Pricing of Private Offering of 300 Million of 2.50 percent Convertible Senior Notes Due 2029 | 03/06/2024 |
7 | LivaNova PLC Receives Consensus Recommendation of Hold from Analysts | 03/08/2024 |
8 | Disposition of tradable shares by Stephanie Bolton of LivaNova PLC subject to Rule 16b-3 | 03/11/2024 |
9 | LivaNova PLCs Stock Is Going Strong Have Financials A Role To Play | 03/12/2024 |
10 | Jacobs Levy Equity Management Inc. Decreases Stock Position in LivaNova PLC - MarketBeat | 03/15/2024 |
11 | LivaNova gains after positive predictive outcome of sleep apnea study | 03/20/2024 |
12 | Extracorporeal Membrane Oxygenation Machine Market revenue to reach USD 30 Billion by 2036, says Research Nester | 03/25/2024 |
About LivaNova PLC 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 LivaNova or other stocks. Alpha measures the amount that position in LivaNova PLC 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.
2023 | 2024 (projected) | Dividend Yield | 0.001527 | 0.001451 | Price To Sales Ratio | 2.42 | 2.3 |
LivaNova PLC Upcoming Company Events
As portrayed in its financial statements, the presentation of LivaNova PLC's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, LivaNova PLC's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of LivaNova PLC's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of LivaNova PLC. Please utilize our Beneish M Score to check the likelihood of LivaNova PLC's management manipulating its earnings.
21st of February 2024 Upcoming Quarterly Report | View | |
1st of May 2024 Next Financial Report | View | |
31st of December 2023 Next Fiscal Quarter End | View | |
21st 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 LivaNova PLC
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
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Check out LivaNova PLC Backtesting, LivaNova PLC Valuation, LivaNova PLC Correlation, LivaNova PLC Hype Analysis, LivaNova PLC Volatility, LivaNova PLC History and analyze LivaNova PLC Performance. To learn how to invest in LivaNova Stock, please use our How to Invest in LivaNova PLC guide.You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
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When running LivaNova PLC's price analysis, check to measure LivaNova PLC'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 LivaNova PLC is operating at the current time. Most of LivaNova PLC's value examination focuses on studying past and present price action to predict the probability of LivaNova PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LivaNova PLC's price. Additionally, you may evaluate how the addition of LivaNova PLC to your portfolios can decrease your overall portfolio volatility.
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