Zoom Video Communications Stock Alpha and Beta Analysis
| ZM Stock | USD 59.94 0.86 1.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Zoom Video Communications. It also helps investors analyze the systematic and unsystematic risks associated with investing in Zoom Video over a specified time horizon. Remember, high Zoom Video'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 Zoom Video's market risk premium analysis include:
Beta 1.08 | Alpha (0.27) | Risk 1.87 | Sharpe Ratio (0.12) | Expected Return (0.22) |
Zoom Video Quarterly Cash And Equivalents |
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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.
Zoom |
Zoom Video Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Zoom Video market risk premium is the additional return an investor will receive from holding Zoom Video 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 Zoom Video. 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 Zoom Video's performance over market.| α | -0.27 | β | 1.08 |
Zoom Video 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 Zoom Video's Buy-and-hold return. Our buy-and-hold chart shows how Zoom Video performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Zoom Video Market Price Analysis
Market price analysis indicators help investors to evaluate how Zoom Video stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Zoom Video shares will generate the highest return on investment. By understating and applying Zoom Video stock market price indicators, traders can identify Zoom Video position entry and exit signals to maximize returns.
Zoom Video Return and Market Media
The median price of Zoom Video for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 65.96 with a coefficient of variation of 4.48. The daily time series for the period is distributed with a sample standard deviation of 2.93, arithmetic mean of 65.48, and mean deviation of 2.47. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Big losses are pushing venture-backed startups over a cliff and taking the IPO market with it | 03/04/2024 |
2 | Disposition of 300 shares by Eric Yuan of Zoom Video at 68.41 subject to Rule 16b-3 | 03/05/2024 |
3 | Disposition of 700 shares by Kelly Steckelberg of Zoom Video at 67.5886 subject to Rule 16b-3 | 03/06/2024 |
4 | Disposition of 1082 shares by Shane Crehan of Zoom Video at 67.19 subject to Rule 16b-3 | 03/08/2024 |
5 | Disposition of 1931 shares by Shane Crehan of Zoom Video at 70.0 subject to Rule 16b-3 | 03/12/2024 |
6 | 3 Millionaire-Maker Stocks to Buy to Take Advantage of This Crazy Bull Market | 03/15/2024 |
7 | Ciscos New Devices Expand Hybrid Workforce Footprint | 03/26/2024 |
8 | Disposition of 5007 shares by Kelly Steckelberg of Zoom Video at 63.3933 subject to Rule 16b-3 | 04/03/2024 |
9 | Disposition of 186 shares by Shane Crehan of Zoom Video subject to Rule 16b-3 | 04/05/2024 |
10 | Disposition of 34829 shares by Eric Yuan of Zoom Video at 62.97 subject to Rule 16b-3 | 04/08/2024 |
11 | Zoom Video Loses -9.57 percent in 4 Weeks, Heres Why a Trend Reversal May be Around the Corner | 04/09/2024 |
12 | Zooms chief accounting officer sells over 320k in company stock | 04/10/2024 |
13 | Disposition of 2420 shares by Eric Yuan of Zoom Video at 62.4474 subject to Rule 16b-3 | 04/11/2024 |
14 | Zoom CEO Eric Yuan sells over 1.88 million in company stock | 04/12/2024 |
15 | These 10 Low PEG Ratio AI Stocks Have Out-Performed The Sector Almost 10-Fold YTD | 04/16/2024 |
About Zoom Video 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 Zoom or other stocks. Alpha measures the amount that position in Zoom Video Communications 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 | 2023 | 2024 (projected) | Inventory Turnover | 3.27 | 4.93 | 2.67 | 2.26 | ROIC | 0.23 | 0.0162 | 0.0497 | 0.0472 |
Zoom Video Upcoming Company Events
As portrayed in its financial statements, the presentation of Zoom Video's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Zoom Video's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Zoom Video's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Zoom Video. Please utilize our Beneish M Score to check the likelihood of Zoom Video's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 27th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 26th of February 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with Zoom Video
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Check out Zoom Video Backtesting, Zoom Video Valuation, Zoom Video Correlation, Zoom Video Hype Analysis, Zoom Video Volatility, Zoom Video History and analyze Zoom Video Performance. You can also try the 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.
Complementary Tools for Zoom Stock analysis
When running Zoom Video's price analysis, check to measure Zoom Video'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 Zoom Video is operating at the current time. Most of Zoom Video's value examination focuses on studying past and present price action to predict the probability of Zoom Video's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Zoom Video's price. Additionally, you may evaluate how the addition of Zoom Video to your portfolios can decrease your overall portfolio volatility.
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