Stmicroelectronics Nv Adr Stock Alpha and Beta Analysis
| STM Stock | USD 23.08 0.96 3.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as STMicroelectronics NV ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in STMicroelectronics over a specified time horizon. Remember, high STMicroelectronics' 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 STMicroelectronics' market risk premium analysis include:
Beta 1.11 | Alpha (0.07) | Risk 3.16 | Sharpe Ratio (0.04) | Expected Return (0.13) |
STMicroelectronics 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.
STMicroelectronics |
STMicroelectronics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. STMicroelectronics market risk premium is the additional return an investor will receive from holding STMicroelectronics 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 STMicroelectronics. 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 STMicroelectronics' performance over market.| α | -0.07 | β | 1.11 |
STMicroelectronics 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 STMicroelectronics' Buy-and-hold return. Our buy-and-hold chart shows how STMicroelectronics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.STMicroelectronics Market Price Analysis
Market price analysis indicators help investors to evaluate how STMicroelectronics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading STMicroelectronics shares will generate the highest return on investment. By understating and applying STMicroelectronics stock market price indicators, traders can identify STMicroelectronics position entry and exit signals to maximize returns.
STMicroelectronics Return and Market Media
The median price of STMicroelectronics for the period between Thu, Dec 26, 2024 and Wed, Mar 26, 2025 is 24.65 with a coefficient of variation of 5.3. The daily time series for the period is distributed with a sample standard deviation of 1.31, arithmetic mean of 24.7, and mean deviation of 0.98. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| STMicroelectronics dividend paid on 27th of December 2024 | 12/27/2024 |
1 | STMicroelectronics NV Releases 2024 Annual Report on Form 20-F | 02/27/2025 |
2 | STMicroelectronics reveals STM32U3 microcontrollers extending ultra-low power innovation for ... | 03/04/2025 |
3 | STMicroelectronics NV Shares Down 4.77 percent on Mar 10 | 03/10/2025 |
4 | U.S. Investors Get Currency-Hedged Solutions to Leading International Semiconductor Names, Toyota Motors with New ADRhedged ETFs from Precidian Investments | 03/14/2025 |
5 | Europe should focus on sustainable chip production as sector emissions rise, study says | 03/17/2025 |
6 | Semiconductor firms call for EU Chips Act 2.0 | 03/19/2025 |
7 | STMicroelectronics NV Announces Resignation of Supervisory Board Member | 03/21/2025 |
8 | Tower Semiconductor and Alcyon Photonics Announce Collaboration to Accelerate Integrated Photonics Innovation | 03/25/2025 |
About STMicroelectronics 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 STMicroelectronics or other stocks. Alpha measures the amount that position in STMicroelectronics NV ADR 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 | 0.006581 | 0.004923 | 0.0128 | 0.0157 |
| Price To Sales Ratio | 2.0 | 2.62 | 1.69 | 2.43 |
STMicroelectronics Upcoming Company Events
As portrayed in its financial statements, the presentation of STMicroelectronics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, STMicroelectronics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of STMicroelectronics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of STMicroelectronics. Please utilize our Beneish M Score to check the likelihood of STMicroelectronics' management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 25th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with STMicroelectronics
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Check out STMicroelectronics Backtesting, STMicroelectronics Valuation, STMicroelectronics Correlation, STMicroelectronics Hype Analysis, STMicroelectronics Volatility, STMicroelectronics History and analyze STMicroelectronics Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
STMicroelectronics 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.