Amazon Inc Stock Alpha and Beta Analysis
| AMZN Stock | USD 228.68 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Amazon Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Amazon over a specified time horizon. Remember, high Amazon'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 Amazon's market risk premium analysis include:
Beta 0.48 | Alpha 0.15 | Risk 1.62 | Sharpe Ratio 0.12 | Expected Return 0.2 |
Amazon 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.
Amazon |
Amazon Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Amazon market risk premium is the additional return an investor will receive from holding Amazon 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 Amazon. 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 Amazon's performance over market.| α | 0.15 | β | 0.48 |
Amazon 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 Amazon's Buy-and-hold return. Our buy-and-hold chart shows how Amazon performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Amazon Market Price Analysis
Market price analysis indicators help investors to evaluate how Amazon stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Amazon shares will generate the highest return on investment. By understating and applying Amazon stock market price indicators, traders can identify Amazon position entry and exit signals to maximize returns.
Amazon Return and Market Media
The median price of Amazon for the period between Tue, Nov 19, 2024 and Mon, Feb 17, 2025 is 224.92 with a coefficient of variation of 5.15. The daily time series for the period is distributed with a sample standard deviation of 11.46, arithmetic mean of 222.48, and mean deviation of 9.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Amazon Ascends While Market Falls Some Facts to Note | 01/02/2025 |
2 | Companies Like Aroa Biosurgery Can Afford To Invest In Growth | 01/14/2025 |
3 | Trump Unveils AI Investment Plan with OpenAI, Softbank, Oracle | 01/21/2025 |
4 | Amazon expects 100 billion of capex in 2025 on once-in-a-lifetime AI opportunity | 02/06/2025 |
5 | US Stocks Decline as Trade Tariff Concerns Grow | 02/07/2025 |
6 | Goldman Sachs Group Inc Reduces Stake in Array Technologies Inc | 02/11/2025 |
7 | COWEN AND COMPANY, LLC Reduces Stake in Inflection Point Acquisition Corp II | 02/13/2025 |
About Amazon 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 Amazon or other stocks. Alpha measures the amount that position in Amazon Inc 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) | Days Sales Outstanding | 30.08 | 33.18 | 31.73 | 16.42 | PTB Ratio | 5.86 | 7.76 | 8.03 | 7.63 |
Amazon Upcoming Company Events
As portrayed in its financial statements, the presentation of Amazon's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Amazon's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Amazon's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Amazon. Please utilize our Beneish M Score to check the likelihood of Amazon's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Amazon
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Align your risk with return expectations
Check out Amazon Backtesting, Amazon Valuation, Amazon Correlation, Amazon Hype Analysis, Amazon Volatility, Amazon History and analyze Amazon Performance. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Amazon 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.