Amkor Technology Stock Alpha and Beta Analysis
| AMKR Stock | USD 29.46 0.50 1.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Amkor Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Amkor Technology over a specified time horizon. Remember, high Amkor Technology'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 Amkor Technology's market risk premium analysis include:
Beta 2.45 | Alpha (0.31) | Risk 2.81 | Sharpe Ratio (0.06) | Expected Return (0.18) |
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.
Amkor |
Amkor Technology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Amkor Technology market risk premium is the additional return an investor will receive from holding Amkor Technology 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 Amkor Technology. 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 Amkor Technology's performance over market.| α | -0.31 | β | 2.45 |
Amkor Technology 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 Amkor Technology's Buy-and-hold return. Our buy-and-hold chart shows how Amkor Technology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Amkor Technology Market Price Analysis
Market price analysis indicators help investors to evaluate how Amkor Technology stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Amkor Technology shares will generate the highest return on investment. By understating and applying Amkor Technology stock market price indicators, traders can identify Amkor Technology position entry and exit signals to maximize returns.
Amkor Technology Return and Market Media
The median price of Amkor Technology for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 31.59 with a coefficient of variation of 4.75. The daily time series for the period is distributed with a sample standard deviation of 1.51, arithmetic mean of 31.71, and mean deviation of 1.19. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Should Janus Henderson Small Cap Growth Alpha ETF Be on Your Investing Radar | 02/13/2024 |
2 | Disposition of 2242 shares by James Kim of Amkor Technology subject to Rule 16b-3 | 02/16/2024 |
3 | Guillaume Marie Jean Rutten Sells 25000 Shares of Amkor Technology, Inc. Stock - AmericanBankingNEWS | 02/27/2024 |
4 | Disposition of 2800 shares by Megan Faust of Amkor Technology at 9.48 subject to Rule 16b-3 | 03/15/2024 |
| Amkor Technology dividend paid on 1st of April 2024 | 04/01/2024 |
6 | Amkor Technology Shows Rising Relative Price Performance Still Shy Of Key Benchmark | 04/04/2024 |
7 | Infineon and Amkor Deepen Partnership and Strengthen European Supply Chain for Semiconductor Solutions | 04/08/2024 |
8 | Amkor is an underappreciated reshoring, AI story, Needham says | 04/09/2024 |
9 | Amkor Technology Surges 7.7 percent Is This an Indication of Further Gains | 04/10/2024 |
10 | Disposition of 2800 shares by Megan Faust of Amkor Technology at 31.09 subject to Rule 16b-3 | 04/12/2024 |
11 | Disposition of 15000 shares by Rutten Guillaume Marie Jean of Amkor Technology at 14.17 subject to Rule 16b-3 | 04/16/2024 |
12 | Learn to Evaluate using the Charts - Stock Traders Daily | 04/19/2024 |
13 | Industrial Sensors Market size is set to grow by USD12.5 billion from 2023-2027, Amkor Technology Inc., Amphenol Advanced Sensors and Analog Devices Inc., and m... | 04/22/2024 |
About Amkor Technology 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 Amkor or other stocks. Alpha measures the amount that position in Amkor Technology 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 | 0.009394 | 0.009139 | 0.008682 | Price To Sales Ratio | 0.83 | 1.26 | 0.81 |
Amkor Technology Upcoming Company Events
As portrayed in its financial statements, the presentation of Amkor Technology's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Amkor Technology's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Amkor Technology's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Amkor Technology. Please utilize our Beneish M Score to check the likelihood of Amkor Technology's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th 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 Amkor Technology
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 Amkor Technology Backtesting, Amkor Technology Valuation, Amkor Technology Correlation, Amkor Technology Hype Analysis, Amkor Technology Volatility, Amkor Technology History and analyze Amkor Technology Performance. To learn how to invest in Amkor Stock, please use our How to Invest in Amkor Technology guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Complementary Tools for Amkor Stock analysis
When running Amkor Technology's price analysis, check to measure Amkor Technology'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 Amkor Technology is operating at the current time. Most of Amkor Technology's value examination focuses on studying past and present price action to predict the probability of Amkor Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amkor Technology's price. Additionally, you may evaluate how the addition of Amkor Technology to your portfolios can decrease your overall portfolio volatility.
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Amkor Technology 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.