Robinhood Stock Alpha and Beta Analysis


USD 11.01  0.59  5.66%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Robinhood Markets. It also helps investors analyze the systematic and unsystematic risks associated with investing in Robinhood Markets over a specified time horizon. Remember, high Robinhood Markets' 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 check Robinhood Markets Backtesting, Robinhood Markets Valuation, Robinhood Markets Correlation, Robinhood Markets Hype Analysis, Robinhood Markets Volatility, Robinhood Markets History and analyze Robinhood Markets Performance.
Please note that although Robinhood Markets 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, Robinhood Markets did 0.08  worse 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 Robinhood Markets stock's relative risk over its benchmark. Robinhood Markets has a beta of 1.64  . Let's try to break down what Robinhood'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, Robinhood Markets will likely underperform.
Robinhood Markets Tangible Assets Book Value per Share are projected to increase significantly based on the last few years of reporting. The past year's Tangible Assets Book Value per Share were at 39.88.
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.

Robinhood Markets Quarterly Book Value per Share


Robinhood Markets Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Robinhood Markets market risk premium is the additional return an investor will receive from holding Robinhood Markets 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 Robinhood Markets. 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 Robinhood Markets' performance over market.
α-0.08   β1.64
90 days against DJI

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

Robinhood Markets Market Price Analysis

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

Robinhood Markets Return and Market Media

The median price of Robinhood Markets for the period between Fri, May 20, 2022 and Thu, Aug 18, 2022 is 9.08 with a coefficient of variation of 11.75. The daily time series for the period is distributed with a sample standard deviation of 1.07, arithmetic mean of 9.1, and mean deviation of 0.85. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Sale by Gallagher Daniel Martin Jr of 27181 shares of Robinh...05/20/2022
Exercise or conversion by Gallagher Daniel Martin Jr of 2893...06/01/2022
Exercise or conversion by Warnick Jason of 24112 shares of R...06/03/2022
Sale by Warnick Jason of 20000 shares of Robinhood Markets06/10/2022
Acquisition by Loop Paula of 30040 shares of Robinhood Marke...06/23/2022
Exercise or conversion by Warnick Jason of 20161 shares of R...07/01/2022
Can Robinhood Stock Recover After Dropping Below 10 - Seekin...07/07/2022
Sale by Warnick Jason of 20000 shares of Robinhood Markets07/12/2022
Best Stocks Under 5 On Robinhood 4 To Watch Before Next Week...07/13/2022
Acquisition by Treseder Oluwadara Johnson of 30040 shares of...07/14/2022
Robinhood Introduces Options Trading for Cash Account Holder...07/20/2022
FTX US Plans to Enter Equity Options Market after Stock Trad...08/01/2022
Financial Statements08/02/2022
Warren Buffett has another reason to hate Robinhood - CNN08/04/2022
Sale by Gallagher Daniel Martin Jr of 110000 shares of Robin...08/08/2022
Robinhood Markets exotic insider transaction detected08/09/2022
Sale by Warnick Jason of 20000 shares of Robinhood Markets08/10/2022
Strong week for Robinhood Markets shareholders doesnt allevi...08/15/2022

About Robinhood Markets 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 Robinhood or other stocks. Alpha measures the amount that position in Robinhood Markets 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.

Robinhood Markets Upcoming Company Events

As portrayed in its financial statements, the presentation of Robinhood Markets' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Robinhood Markets' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Robinhood Markets' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Robinhood Markets. Please utilize our Beneish M Score to check the likelihood of Robinhood Markets' management manipulating its earnings.
Upcoming Quarterly Report27th of January 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End27th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Please check Robinhood Markets Backtesting, Robinhood Markets Valuation, Robinhood Markets Correlation, Robinhood Markets Hype Analysis, Robinhood Markets Volatility, Robinhood Markets History and analyze Robinhood Markets Performance. Note that the Robinhood Markets information on this page should be used as a complementary analysis to other Robinhood Markets' 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 Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

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