Sequans Communications Sa Stock Alpha and Beta Analysis
| SQNS Stock | USD 2.89 0.04 1.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sequans Communications SA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sequans Communications over a specified time horizon. Remember, high Sequans Communications' 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 Sequans Communications' market risk premium analysis include:
Beta 1.52 | Alpha 0.27 | Risk 4.11 | Sharpe Ratio 0.0772 | Expected Return 0.32 |
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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.
Sequans |
Sequans Communications Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sequans Communications market risk premium is the additional return an investor will receive from holding Sequans Communications 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 Sequans Communications. 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 Sequans Communications' performance over market.| α | 0.27 | β | 1.52 |
Sequans Communications 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 Sequans Communications' Buy-and-hold return. Our buy-and-hold chart shows how Sequans Communications performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sequans Communications Market Price Analysis
Market price analysis indicators help investors to evaluate how Sequans Communications stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sequans Communications shares will generate the highest return on investment. By understating and applying Sequans Communications stock market price indicators, traders can identify Sequans Communications position entry and exit signals to maximize returns.
Sequans Communications Return and Market Media
The median price of Sequans Communications for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 2.7 with a coefficient of variation of 10.72. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 2.7, and mean deviation of 0.23. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Sequans Communications Announces Change in Ratio of American Depositary Shares to Ordinary Shares | 09/27/2024 |
2 | Qualcomm closes deal to acquire Sequans 4G IoT tech | 09/30/2024 |
3 | QUALCOMM Incorporated Expands Industrial IoT Portfolio with Acquisition of Sequans Communications 4G IoT Technologies | 10/04/2024 |
4 | Sequans Announces Conference Call to Review Third Quarter 2024 Results | 10/22/2024 |
5 | Sequans Communications reports Q3 results | 11/05/2024 |
6 | Q3 2024 Sequans Communications SA Earnings Call Transcript | 11/06/2024 |
7 | Sequans to Participate in 27th Annual Needham Growth Conference on January 14, 2025 | 12/03/2024 |
8 | Sequans Shares Down 56 percent YTD Should Investors Buy the Dip | 12/09/2024 |
About Sequans Communications 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 Sequans or other stocks. Alpha measures the amount that position in Sequans 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) | Payables Turnover | 1.7 | 1.89 | 0.58 | 0.55 | Days Of Inventory On Hand | 99.12 | 193.89 | 244.01 | 256.21 |
Sequans Communications Upcoming Company Events
As portrayed in its financial statements, the presentation of Sequans Communications' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sequans Communications' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sequans Communications' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sequans Communications. Please utilize our Beneish M Score to check the likelihood of Sequans Communications' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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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Additional Tools for Sequans Stock Analysis
When running Sequans Communications' price analysis, check to measure Sequans Communications' 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 Sequans Communications is operating at the current time. Most of Sequans Communications' value examination focuses on studying past and present price action to predict the probability of Sequans Communications' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sequans Communications' price. Additionally, you may evaluate how the addition of Sequans Communications to your portfolios can decrease your overall portfolio volatility.