Aka Brands Holding Stock Alpha and Beta Analysis
| AKA Stock | USD 11.43 0.82 6.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AKA Brands Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in AKA Brands over a specified time horizon. Remember, high AKA Brands' 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 AKA Brands' market risk premium analysis include:
Beta 0.33 | Alpha (0.85) | Risk 5.24 | Sharpe Ratio (0.17) | Expected Return (0.89) |
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.
AKA |
AKA Brands Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AKA Brands market risk premium is the additional return an investor will receive from holding AKA Brands 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 AKA Brands. 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 AKA Brands' performance over market.| α | -0.85 | β | 0.33 |
AKA Brands 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 AKA Brands' Buy-and-hold return. Our buy-and-hold chart shows how AKA Brands performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AKA Brands Market Price Analysis
Market price analysis indicators help investors to evaluate how AKA Brands stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AKA Brands shares will generate the highest return on investment. By understating and applying AKA Brands stock market price indicators, traders can identify AKA Brands position entry and exit signals to maximize returns.
AKA Brands Return and Market Media
The median price of AKA Brands for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 17.18 with a coefficient of variation of 13.63. The daily time series for the period is distributed with a sample standard deviation of 2.32, arithmetic mean of 17.03, and mean deviation of 1.7. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About AKA Brands 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 AKA or other stocks. Alpha measures the amount that position in AKA Brands Holding 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.
AKA Brands Upcoming Company Events
As portrayed in its financial statements, the presentation of AKA Brands' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AKA Brands' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AKA Brands' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AKA Brands. Please utilize our Beneish M Score to check the likelihood of AKA Brands' management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of March 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 AKA Brands
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Align your risk with return expectations
Check out AKA Brands Backtesting, AKA Brands Valuation, AKA Brands Correlation, AKA Brands Hype Analysis, AKA Brands Volatility, AKA Brands History and analyze AKA Brands Performance. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
AKA Brands 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.