Ati Airtest Technologies Stock Alpha and Beta Analysis
| AAT Stock | CAD 0.03 0.01 16.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ATI AirTest Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in ATI AirTest over a specified time horizon. Remember, high ATI AirTest'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 ATI AirTest's market risk premium analysis include:
Beta (3.34) | Alpha 0.36 | Risk 13.03 | Sharpe Ratio 0.0144 | Expected Return 0.19 |
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.
ATI |
ATI AirTest Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ATI AirTest market risk premium is the additional return an investor will receive from holding ATI AirTest 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 ATI AirTest. 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 ATI AirTest's performance over market.| α | 0.36 | β | -3.34 |
ATI AirTest 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 ATI AirTest's Buy-and-hold return. Our buy-and-hold chart shows how ATI AirTest performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ATI AirTest Market Price Analysis
Market price analysis indicators help investors to evaluate how ATI AirTest stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ATI AirTest shares will generate the highest return on investment. By understating and applying ATI AirTest stock market price indicators, traders can identify ATI AirTest position entry and exit signals to maximize returns.
ATI AirTest Return and Market Media
The median price of ATI AirTest for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 0.025 with a coefficient of variation of 24.99. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.03, and mean deviation of 0.0. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Closing Bell Ati Airtest Technologies Inc flat on Thursday - The Globe and Mail | 02/22/2024 |
2 | Closing Bell Ati Airtest Technologies Inc down on Wednesday - The Globe and Mail | 04/15/2024 |
About ATI AirTest 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 ATI or other stocks. Alpha measures the amount that position in ATI AirTest Technologies 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 | 2022 | 2024 (projected) | Payables Turnover | 0.72 | 0.8 | 0.86 | Days Of Inventory On Hand | 154.9 | 237.38 | 286.64 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards ATI AirTest in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, ATI AirTest's short interest history, or implied volatility extrapolated from ATI AirTest options trading.
Build Portfolio with ATI AirTest
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 ATI AirTest Backtesting, ATI AirTest Valuation, ATI AirTest Correlation, ATI AirTest Hype Analysis, ATI AirTest Volatility, ATI AirTest History and analyze ATI AirTest Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Complementary Tools for ATI Stock analysis
When running ATI AirTest's price analysis, check to measure ATI AirTest'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 ATI AirTest is operating at the current time. Most of ATI AirTest's value examination focuses on studying past and present price action to predict the probability of ATI AirTest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ATI AirTest's price. Additionally, you may evaluate how the addition of ATI AirTest to your portfolios can decrease your overall portfolio volatility.
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ATI AirTest 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.