Quad Graphics Stock Alpha and Beta Analysis
| QUAD Stock | USD 6.59 0.38 5.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Quad Graphics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Quad Graphics over a specified time horizon. Remember, high Quad Graphics' 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 Quad Graphics' market risk premium analysis include:
Beta 0.38 | Alpha 0.7 | Risk 4.24 | Sharpe Ratio 0.14 | Expected Return 0.61 |
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.
Quad |
Quad Graphics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Quad Graphics market risk premium is the additional return an investor will receive from holding Quad Graphics 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 Quad Graphics. 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 Quad Graphics' performance over market.| α | 0.70 | β | 0.38 |
Quad Graphics 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 Quad Graphics' Buy-and-hold return. Our buy-and-hold chart shows how Quad Graphics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Quad Graphics Market Price Analysis
Market price analysis indicators help investors to evaluate how Quad Graphics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Quad Graphics shares will generate the highest return on investment. By understating and applying Quad Graphics stock market price indicators, traders can identify Quad Graphics position entry and exit signals to maximize returns.
Quad Graphics Return and Market Media
The median price of Quad Graphics for the period between Sat, Oct 5, 2024 and Fri, Jan 3, 2025 is 7.04 with a coefficient of variation of 18.0. The daily time series for the period is distributed with a sample standard deviation of 1.2, arithmetic mean of 6.68, and mean deviation of 1.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Quad Reports Third Quarter and Year-to-Date 2024 Results | 10/28/2024 |
2 | Disposition of 12123 shares by Donald McKenna of Quad Graphics at 6.5281 subject to Rule 16b-3 | 11/04/2024 |
3 | Rosenblatt raises QuadGraphics stock target, points to call optionality in EBITDA performance | 11/25/2024 |
4 | Theres No Escaping QuadGraphics, Inc.s Muted Revenues Despite A 44 percent Share Price Rise | 11/26/2024 |
| Quad Graphics dividend paid on 6th of December 2024 | 12/06/2024 |
5 | SP upgrades QuadGraphics on active debt repayment, improved leverage | 12/11/2024 |
6 | QuadGraphics is on the Move, Heres Why the Trend Could be Sustainable | 12/12/2024 |
7 | QuadGraphics is a Great Momentum Stock Should You Buy | 12/13/2024 |
8 | At US7.41, Is QuadGraphics, Inc. Worth Looking At Closely | 12/19/2024 |
About Quad Graphics 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 Quad or other stocks. Alpha measures the amount that position in Quad Graphics 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.006768 | 3.81E-4 | 4.38E-4 | 4.16E-4 | Price To Sales Ratio | 0.0643 | 0.0887 | 0.1 | 0.0969 |
Quad Graphics Upcoming Company Events
As portrayed in its financial statements, the presentation of Quad Graphics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Quad Graphics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Quad Graphics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Quad Graphics. Please utilize our Beneish M Score to check the likelihood of Quad Graphics' management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Quad Graphics Backtesting, Quad Graphics Valuation, Quad Graphics Correlation, Quad Graphics Hype Analysis, Quad Graphics Volatility, Quad Graphics History and analyze Quad Graphics Performance. For information on how to trade Quad Stock refer to our How to Trade Quad Stock guide.You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Quad Graphics 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.