ASMIY OTC Stock Alpha and Beta Analysis

ASMIY -  USA Stock  

USD 412.42  12.33  3.08%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ASM INTERNATIONAL NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in ASM INTERNATIONAL over a specified time horizon. Remember, high ASM INTERNATIONAL'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.
Please continue to ASM INTERNATIONAL Backtesting, ASM INTERNATIONAL Valuation, ASM INTERNATIONAL Correlation, ASM INTERNATIONAL Hype Analysis, ASM INTERNATIONAL Volatility, ASM INTERNATIONAL History and analyze ASM INTERNATIONAL Performance.

ASMIY Beta 

 
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Please note that although ASM INTERNATIONAL alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, ASM INTERNATIONAL did 0.33  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of ASM INTERNATIONAL NV stock's relative risk over its benchmark. ASM INTERNATIONAL has a beta of 0.0218  . Let's try to break down what ASMIY's beta means in this case. As returns on the market increase, returns on owning ASM INTERNATIONAL are expected to decrease at a much lower rate. During the bear market, ASM INTERNATIONAL is likely to outperform the market.
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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.

ASM INTERNATIONAL Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ASM INTERNATIONAL market risk premium is the additional return an investor will receive from holding ASM INTERNATIONAL 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 ASM INTERNATIONAL. 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 ASM INTERNATIONAL's performance over market.
α0.33   β-0.02
90 days against DJI

ASM INTERNATIONAL 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 ASM INTERNATIONAL's Buy-and-hold return. Our buy-and-hold chart shows how ASM INTERNATIONAL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

ASM INTERNATIONAL Market Price Analysis

Market price analysis indicators help investors to evaluate how ASM INTERNATIONAL otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ASM INTERNATIONAL shares will generate the highest return on investment. By understating and applying ASM INTERNATIONAL otc stock market price indicators, traders can identify ASM INTERNATIONAL position entry and exit signals to maximize returns.

ASM INTERNATIONAL Return and Market Media

The median price of ASM INTERNATIONAL for the period between Sat, Nov 2, 2019 and Fri, Oct 22, 2021 is 155.57 with a coefficient of variation of 49.32. The daily time series for the period is distributed with a sample standard deviation of 101.35, arithmetic mean of 205.5, and mean deviation of 90.77. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Is Now The Time To Look At Buying ASM International NV - Sim...03/20/2020
2
ASMI Share Buyback Update August 24 28, 2020 - Virtual-Strat...08/31/2020
3
Lam Research Corp. stock underperforms Wednesday when compar...03/03/2021
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Lam Research Corp. stock outperforms market on strong tradin...03/22/2021
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ASM INTERNATIONAL NV ANNOUNCES THE AVAILABILITY OF THE 2021 ...03/31/2021
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ASM International Is Getting Out Of Sync Vs. The Competition...04/19/2021
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Lam Research Corp. stock underperforms Tuesday when compared...05/25/2021
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ASM INTERNATIONAL NV ANNOUNCES Q2 2021 ORDERS CLEARLY - Glob...07/01/2021
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ASM INTERNATIONAL N.V. ANNOUNCES THE AVAILABILITY OF THE EGM...08/17/2021
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ASMI Share Buyback Update September 6 -10, 2021 - GlobeNewsw...09/13/2021
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Stocks Rally After Solid Earnings, Economic Data Markets Wra...10/14/2021

About ASM INTERNATIONAL 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in ASM INTERNATIONAL 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.

ASM INTERNATIONAL Upcoming Company Events

As portrayed in its financial statements, the presentation of ASM INTERNATIONAL's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ASM INTERNATIONAL's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ASM INTERNATIONAL's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ASM INTERNATIONAL. Please utilize our Beneish M Score to check the likelihood of ASM INTERNATIONAL's management manipulating its earnings.
Upcoming Quarterly Report2nd of March 2017
Next Fiscal Quarter End31st of December 2016

Build Portfolio with ASM INTERNATIONAL

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please continue to ASM INTERNATIONAL Backtesting, ASM INTERNATIONAL Valuation, ASM INTERNATIONAL Correlation, ASM INTERNATIONAL Hype Analysis, ASM INTERNATIONAL Volatility, ASM INTERNATIONAL History and analyze ASM INTERNATIONAL Performance. Note that the ASM INTERNATIONAL information on this page should be used as a complementary analysis to other ASM INTERNATIONAL'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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

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When running ASM INTERNATIONAL price analysis, check to measure ASM INTERNATIONAL'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 ASM INTERNATIONAL is operating at the current time. Most of ASM INTERNATIONAL's value examination focuses on studying past and present price action to predict the probability of ASM INTERNATIONAL's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move ASM INTERNATIONAL's price. Additionally, you may evaluate how the addition of ASM INTERNATIONAL to your portfolios can decrease your overall portfolio volatility.
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ASM INTERNATIONAL technical otc 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.
A focus of ASM INTERNATIONAL technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of ASM INTERNATIONAL trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...