Amtd Digital Stock Alpha and Beta Analysis
| HKD Stock | USD 2.99 0.06 2.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AMTD Digital. It also helps investors analyze the systematic and unsystematic risks associated with investing in AMTD Digital over a specified time horizon. Remember, high AMTD Digital'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 AMTD Digital's market risk premium analysis include:
Beta 0.15 | Alpha 0.3 | Risk 7.47 | Sharpe Ratio 0.0356 | Expected Return 0.27 |
AMTD Digital 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.
AMTD |
AMTD Digital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AMTD Digital market risk premium is the additional return an investor will receive from holding AMTD Digital 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 AMTD Digital. 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 AMTD Digital's performance over market.| α | 0.30 | β | 0.15 |
AMTD Digital 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 AMTD Digital's Buy-and-hold return. Our buy-and-hold chart shows how AMTD Digital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AMTD Digital Market Price Analysis
Market price analysis indicators help investors to evaluate how AMTD Digital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AMTD Digital shares will generate the highest return on investment. By understating and applying AMTD Digital stock market price indicators, traders can identify AMTD Digital position entry and exit signals to maximize returns.
AMTD Digital Return and Market Media
The median price of AMTD Digital for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 3.1 with a coefficient of variation of 17.15. The daily time series for the period is distributed with a sample standard deviation of 0.56, arithmetic mean of 3.26, and mean deviation of 0.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | AMTD Announces the Launch of LOfficiel Japan | 10/10/2024 |
2 | AMTD Presents Its New Movie The Last Dance, Which Is Selected as the Official Opening Film of the Hong Kong Asian Film Festival 2024 | 10/17/2024 |
3 | AMTDs The Last Dance Movie Moves Earlier the Release Date Due to Supreme Positive Reviews from Film Festivals and Industry | 10/24/2024 |
4 | AMTD Proudly Presents Its Another New Movie A Cover-up | 10/28/2024 |
5 | Xiao-I Corporation Enhances HR Operations for Hong Kong Public Sector Client with AI-Powered Solution, Generating Initial Revenue of 8 Million HKD | 11/11/2024 |
6 | AMTDs Movie The Last Dance Hong Kong and Macau Box Office Exceeded HK65M and Broke Multiple Records | 11/19/2024 |
About AMTD Digital 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 AMTD or other stocks. Alpha measures the amount that position in AMTD Digital 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) | Days Sales Outstanding | 72.79 | 108.21 | 124.44 | 118.22 | PTB Ratio | 6.97 | 2.79 | 3.21 | 3.05 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards AMTD Digital in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, AMTD Digital's short interest history, or implied volatility extrapolated from AMTD Digital options trading.
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Align your risk with return expectations
Check out AMTD Digital Backtesting, AMTD Digital Valuation, AMTD Digital Correlation, AMTD Digital Hype Analysis, AMTD Digital Volatility, AMTD Digital History and analyze AMTD Digital Performance. For information on how to trade AMTD Stock refer to our How to Trade AMTD Stock guide.You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
AMTD Digital 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.