Asml Holdings Stock Alpha and Beta Analysis


USD 415.35  12.43  2.91%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Asml Holdings NY. It also helps investors analyze the systematic and unsystematic risks associated with investing in Asml Holdings over a specified time horizon. Remember, high Asml Holdings' 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 Asml Holdings Backtesting, Asml Holdings Valuation, Asml Holdings Correlation, Asml Holdings Hype Analysis, Asml Holdings Volatility, Asml Holdings History and analyze Asml Holdings Performance.
Please note that although Asml Holdings 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, Asml Holdings did 0.004656  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 Asml Holdings NY stock's relative risk over its benchmark. Asml Holdings NY has a beta of 1.74  . Let's try to break down what Asml Holdings's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Asml Holdings will likely underperform.
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 Holdings Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Asml Holdings market risk premium is the additional return an investor will receive from holding Asml Holdings 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 Holdings. 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 Holdings' performance over market.
α0.004656   β1.74
90 days against DJI

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

Asml Holdings Market Price Analysis

Market price analysis indicators help investors to evaluate how Asml Holdings 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 Holdings shares will generate the highest return on investment. By understating and applying Asml Holdings stock market price indicators, traders can identify Asml Holdings position entry and exit signals to maximize returns.

Asml Holdings Return and Market Media

The median price of Asml Holdings for the period between Mon, Jul 4, 2022 and Sun, Oct 2, 2022 is 493.02 with a coefficient of variation of 10.14. The daily time series for the period is distributed with a sample standard deviation of 50.73, arithmetic mean of 500.39, and mean deviation of 44.47. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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About Asml Holdings 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 Holdings or other stocks. Alpha measures the amount that position in Asml Holdings NY 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.

Asml Holdings Upcoming Company Events

As portrayed in its financial statements, the presentation of Asml Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Asml Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Asml Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Asml Holdings. Please utilize our Beneish M Score to check the likelihood of Asml Holdings' management manipulating its earnings.
Upcoming Quarterly Report19th of January 2022
Next Financial Report20th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End19th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Asml Holdings

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Please continue to Asml Holdings Backtesting, Asml Holdings Valuation, Asml Holdings Correlation, Asml Holdings Hype Analysis, Asml Holdings Volatility, Asml Holdings History and analyze Asml Holdings Performance. You can also try Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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When running Asml Holdings NY price analysis, check to measure Asml Holdings' 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 Holdings is operating at the current time. Most of Asml Holdings' value examination focuses on studying past and present price action to predict the probability of Asml Holdings' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Asml Holdings' price. Additionally, you may evaluate how the addition of Asml Holdings to your portfolios can decrease your overall portfolio volatility.
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Asml Holdings 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.
A focus of Asml Holdings technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Asml Holdings 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...