Asml Holding Nv Stock Alpha and Beta Analysis
| ASML Stock | USD 892.32 9.25 1.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ASML Holding NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in ASML Holding over a specified time horizon. Remember, high ASML Holding'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 ASML Holding's market risk premium analysis include:
Beta 1.88 | Alpha 0.13 | Risk 2.3 | Sharpe Ratio 0.0306 | Expected Return 0.0704 |
Enterprise Value |
|
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.
ASML |
ASML Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ASML Holding market risk premium is the additional return an investor will receive from holding ASML Holding 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 ASML Holding. 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 ASML Holding's performance over market.| α | 0.13 | β | 1.88 |
ASML Holding 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 ASML Holding's Buy-and-hold return. Our buy-and-hold chart shows how ASML Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ASML Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how ASML Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ASML Holding shares will generate the highest return on investment. By understating and applying ASML Holding stock market price indicators, traders can identify ASML Holding position entry and exit signals to maximize returns.
ASML Holding Return and Market Media
The median price of ASML Holding for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 949.6 with a coefficient of variation of 6.04. The daily time series for the period is distributed with a sample standard deviation of 56.43, arithmetic mean of 934.19, and mean deviation of 43.55. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| ASML Holding dividend paid on 14th of February 2024 | 02/14/2024 |
1 | Xi Jinping to meet visiting Dutch PM, trade minister as hi-tech tensions surge | 03/25/2024 |
2 | ASML, computer chip firms testify to parliament on tax, policy needs | 04/03/2024 |
3 | Are Computer and Technology Stocks Lagging Applied Materials This Year | 04/10/2024 |
4 | 1000 Invested In ASML Holding 15 Years Ago Would Be Worth This Much Today | 04/15/2024 |
5 | Why Earnings Season Could Be Great for ASML Holding | 04/16/2024 |
6 | China Is Still ASMLs Top Market Despite US Chip Gear Curbs | 04/17/2024 |
7 | Dutch intelligence says Chinese spies targeted its industries to improve military | 04/18/2024 |
8 | Why Super Micro Computer Stock Is Falling Friday | 04/19/2024 |
9 | Massive News for ASML Stock Investors | 04/22/2024 |
About ASML Holding 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 ASML or other stocks. Alpha measures the amount that position in ASML Holding NV 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 | 2023 | 2024 (projected) | Dividend Yield | 0.00475 | 0.008708 | 0.011 | Price To Sales Ratio | 15.48 | 9.79 | 10.27 |
ASML Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of ASML Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ASML Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ASML Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ASML Holding. Please utilize our Beneish M Score to check the likelihood of ASML Holding's management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 22nd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with ASML Holding
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 ASML Holding Backtesting, ASML Holding Valuation, ASML Holding Correlation, ASML Holding Hype Analysis, ASML Holding Volatility, ASML Holding History and analyze ASML Holding Performance. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Complementary Tools for ASML Stock analysis
When running ASML Holding's price analysis, check to measure ASML Holding'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 ASML Holding is operating at the current time. Most of ASML Holding's value examination focuses on studying past and present price action to predict the probability of ASML Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ASML Holding's price. Additionally, you may evaluate how the addition of ASML Holding to your portfolios can decrease your overall portfolio volatility.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges |
ASML Holding 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.