Zepp Health Corp Stock Alpha and Beta Analysis
| ZEPP Stock | USD 0.85 0.01 1.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Zepp Health Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Zepp Health over a specified time horizon. Remember, high Zepp Health'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 Zepp Health's market risk premium analysis include:
Beta 1.87 | Alpha (1.03) | Risk 4.33 | Sharpe Ratio (0.16) | Expected Return (0.70) |
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.
Zepp |
Zepp Health Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Zepp Health market risk premium is the additional return an investor will receive from holding Zepp Health 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 Zepp Health. 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 Zepp Health's performance over market.| α | -1.03 | β | 1.87 |
Zepp Health 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 Zepp Health's Buy-and-hold return. Our buy-and-hold chart shows how Zepp Health performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Zepp Health Market Price Analysis
Market price analysis indicators help investors to evaluate how Zepp Health stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Zepp Health shares will generate the highest return on investment. By understating and applying Zepp Health stock market price indicators, traders can identify Zepp Health position entry and exit signals to maximize returns.
Zepp Health Return and Market Media
The median price of Zepp Health for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 1.18 with a coefficient of variation of 16.6. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 1.14, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Zepp Health Co. Sees Significant Growth in Short Interest | 02/16/2024 |
2 | Individual investors among Jiangsu Yitong High-Tech Co., Ltd.s largest shareholders, saw gain in holdings value after stock jumped 10 percent last week - Simply... | 03/06/2024 |
3 | Zepp Health Co. Sees Significant Decline in Short Interest - MarketBeat | 03/12/2024 |
4 | Earnings call Zepp Health reports record margins, shifts focus to self-branding | 03/19/2024 |
5 | Zepp Health to Honor Marathon Icon Kelvin Kiptum with Amazfit Cheetah Pro Commemorative Edition Watch and Foundation Support | 03/27/2024 |
6 | Revolutionizing recruitment The AI-powered future with Hiremii CEO Andrew Hornby | 04/15/2024 |
7 | Zepp Health Corporation Files 2023 Annual Report on Form 20-F | 04/23/2024 |
About Zepp Health 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 Zepp or other stocks. Alpha measures the amount that position in Zepp Health Corp 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0585 | 0.0329 | Price To Sales Ratio | 0.17 | 0.16 |
Zepp Health Upcoming Company Events
As portrayed in its financial statements, the presentation of Zepp Health's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Zepp Health's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Zepp Health's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Zepp Health. Please utilize our Beneish M Score to check the likelihood of Zepp Health's management manipulating its earnings.
| 19th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Zepp Health
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 Zepp Health Backtesting, Zepp Health Valuation, Zepp Health Correlation, Zepp Health Hype Analysis, Zepp Health Volatility, Zepp Health History and analyze Zepp Health Performance. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for Zepp Stock analysis
When running Zepp Health's price analysis, check to measure Zepp Health'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 Zepp Health is operating at the current time. Most of Zepp Health's value examination focuses on studying past and present price action to predict the probability of Zepp Health's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Zepp Health's price. Additionally, you may evaluate how the addition of Zepp Health to your portfolios can decrease your overall portfolio volatility.
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Zepp Health 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.