Alibaba Group Holding Stock Performance
| BABA Stock | USD 70.68 1.61 2.33% |
The firm shows a Beta (market volatility) of 0.91, which signifies possible diversification benefits within a given portfolio. Alibaba Group returns are very sensitive to returns on the market. As the market goes up or down, Alibaba Group is expected to follow. Alibaba Group Holding has an expected return of -0.0804%. Please make sure to confirm Alibaba Group Holding coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to decide if Alibaba Group Holding performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Alibaba Group Holding has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong fundamental drivers, Alibaba Group is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
Actual Historical Performance (%)
One Day Return 2.63 | Five Day Return 4.99 | Year To Date Return (2.97) | Ten Year Return (22.74) | All Time Return (22.74) |
Forward Dividend Yield 0.0141 | Payout Ratio 0.0216 | Forward Dividend Rate 1 | Dividend Date 2024-01-18 | Ex Dividend Date 2023-12-20 |
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9 | E-Wallet Market size is set to grow by USD 163.43 billion from 2023-2027, ACI Worldwide Inc., Alibaba Group Holding Ltd. and Alphabet Inc., and more to emerge a... | 04/22/2024 |
| Begin Period Cash Flow | 227.4 B | |
| Total Cashflows From Investing Activities | -135.5 B |
Alibaba |
Alibaba Group Relative Risk vs. Return Landscape
If you would invest 7,520 in Alibaba Group Holding on January 24, 2024 and sell it today you would lose (452.00) from holding Alibaba Group Holding or give up 6.01% of portfolio value over 90 days. Alibaba Group Holding is currently does not generate positive expected returns and assumes 1.9825% risk (volatility on return distribution) over the 90 days horizon. In different words, 17% of stocks are less volatile than Alibaba, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Alibaba Group Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alibaba Group's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Alibaba Group Holding, and traders can use it to determine the average amount a Alibaba Group's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0406
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BABA |
Estimated Market Risk
| 1.98 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Alibaba Group is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Alibaba Group by adding Alibaba Group to a well-diversified portfolio.
Alibaba Group Fundamentals Growth
Alibaba Stock prices reflect investors' perceptions of the future prospects and financial health of Alibaba Group, and Alibaba Group fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Alibaba Stock performance.
| Return On Equity | 0.0821 | ||||
| Return On Asset | 0.0443 | ||||
| Profit Margin | 0.11 % | ||||
| Operating Margin | 0.12 % | ||||
| Current Valuation | 1.13 T | ||||
| Shares Outstanding | 2.43 B | ||||
| Price To Earning | 112.48 X | ||||
| Price To Book | 1.24 X | ||||
| Price To Sales | 0.19 X | ||||
| Revenue | 868.69 B | ||||
| Gross Profit | 314.36 B | ||||
| EBITDA | 122.39 B | ||||
| Net Income | 72.78 B | ||||
| Cash And Equivalents | 193.09 B | ||||
| Cash Per Share | 185.57 X | ||||
| Total Debt | 161.35 B | ||||
| Debt To Equity | 0.18 % | ||||
| Current Ratio | 1.77 X | ||||
| Book Value Per Share | 404.24 X | ||||
| Cash Flow From Operations | 199.75 B | ||||
| Earnings Per Share | 5.44 X | ||||
| Market Capitalization | 172.01 B | ||||
| Total Asset | 1.75 T | ||||
| Retained Earnings | 599.03 B | ||||
| Working Capital | 312.62 B | ||||
| Current Asset | 134.07 B | ||||
| Current Liabilities | 52.04 B | ||||
About Alibaba Group Performance
To evaluate Alibaba Group Holding Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Alibaba Group generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Alibaba Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Alibaba Group Holding market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Alibaba's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.| Last Reported | Projected for Next Year | ||
| Days Of Inventory On Hand | 115.16 | 110.19 | |
| Return On Tangible Assets | 0.12 | 0.15 | |
| Return On Capital Employed | 0.24 | 0.26 | |
| Return On Assets | 0.12 | 0.12 | |
| Return On Equity | 0.26 | 0.36 |
Things to note about Alibaba Group Holding performance evaluation
Checking the ongoing alerts about Alibaba Group for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Alibaba Group Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Alibaba Group generated a negative expected return over the last 90 days | |
| Alibaba Group is unlikely to experience financial distress in the next 2 years | |
| Latest headline from prnewswire.com: E-Wallet Market size is set to grow by USD 163.43 billion from 2023-2027, ACI Worldwide Inc., Alibaba Group Holding Ltd. and Alphabet Inc., and more to emerge as Some of the Key Vendors, Technavio |
- Analyzing Alibaba Group's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Alibaba Group's stock is overvalued or undervalued compared to its peers.
- Examining Alibaba Group's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Alibaba Group's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Alibaba Group's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Alibaba Group's stock. These opinions can provide insight into Alibaba Group's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Alibaba Group Holding. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of labor statistics. Note that the Alibaba Group Holding information on this page should be used as a complementary analysis to other Alibaba Group's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Complementary Tools for Alibaba Stock analysis
When running Alibaba Group's price analysis, check to measure Alibaba Group'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 Alibaba Group is operating at the current time. Most of Alibaba Group's value examination focuses on studying past and present price action to predict the probability of Alibaba Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alibaba Group's price. Additionally, you may evaluate how the addition of Alibaba Group to your portfolios can decrease your overall portfolio volatility.
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Is Alibaba Group's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Alibaba Group. If investors know Alibaba will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Alibaba Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.68) | Dividend Share 6.869 | Earnings Share 5.44 | Revenue Per Share 363.638 | Quarterly Revenue Growth 0.051 |
The market value of Alibaba Group Holding is measured differently than its book value, which is the value of Alibaba that is recorded on the company's balance sheet. Investors also form their own opinion of Alibaba Group's value that differs from its market value or its book value, called intrinsic value, which is Alibaba Group's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Alibaba Group's market value can be influenced by many factors that don't directly affect Alibaba Group's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Alibaba Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alibaba Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alibaba Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.