Ambarella Stock Alpha and Beta Analysis
| AMBA Stock | USD 71.55 0.89 1.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ambarella. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ambarella over a specified time horizon. Remember, high Ambarella'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 Ambarella's market risk premium analysis include:
Beta 2.06 | Alpha 0.0708 | Risk 2.57 | Sharpe Ratio 0.17 | Expected Return 0.44 |
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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.
Ambarella |
Ambarella Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ambarella market risk premium is the additional return an investor will receive from holding Ambarella 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 Ambarella. 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 Ambarella's performance over market.| α | 0.07 | β | 2.06 |
Ambarella 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 Ambarella's Buy-and-hold return. Our buy-and-hold chart shows how Ambarella performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ambarella Market Price Analysis
Market price analysis indicators help investors to evaluate how Ambarella stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ambarella shares will generate the highest return on investment. By understating and applying Ambarella stock market price indicators, traders can identify Ambarella position entry and exit signals to maximize returns.
Ambarella Return and Market Media
The median price of Ambarella for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 57.34 with a coefficient of variation of 7.12. The daily time series for the period is distributed with a sample standard deviation of 4.12, arithmetic mean of 57.85, and mean deviation of 2.83. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Ambarella Inc Shares Gap Down to 54.14 on Sep 20 | 09/20/2024 |
2 | Disposition of 2904 shares by Christopher Day of Ambarella at 58.0 subject to Rule 16b-3 | 10/03/2024 |
3 | Ambarella executive sells shares worth over 168k | 10/04/2024 |
4 | Disposition of 40000 shares by Wang Feng-ming of Ambarella subject to Rule 16b-3 | 10/07/2024 |
5 | Tributary Capital Management LLC Sells 36,482 Shares of Ambarella, Inc. | 10/28/2024 |
6 | Ambarella Inc Shares Up 3.01 percent on Nov 1 | 11/01/2024 |
7 | Vanguard Group Incs Strategic Acquisition of Ambarella Inc Shares | 11/05/2024 |
8 | Are Investors Undervaluing Ambarella, Inc. By 40 | 11/19/2024 |
9 | Connor Clark Lunn Investment Management Ltd. Has 12.78 Million Stake in Ambarella, Inc. - MarketBeat | 11/22/2024 |
10 | Ambarella Inc Q3 FY2025 Earnings EPS of -0.58 Beats Estimates, Revenue Surges to 82. ... | 11/26/2024 |
11 | Why Ambarella Technologies Stock Popped 7 percent Today | 11/27/2024 |
12 | Company News for Nov 29, 2024 | 11/29/2024 |
About Ambarella 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 Ambarella or other stocks. Alpha measures the amount that position in Ambarella 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 | 3.97 | 7.21 | 3.15 | 6.02 | Days Of Inventory On Hand | 133.4 | 114.85 | 118.24 | 67.88 |
Ambarella Upcoming Company Events
As portrayed in its financial statements, the presentation of Ambarella's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ambarella's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ambarella's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ambarella. Please utilize our Beneish M Score to check the likelihood of Ambarella's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 4th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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Check out Ambarella Backtesting, Ambarella Valuation, Ambarella Correlation, Ambarella Hype Analysis, Ambarella Volatility, Ambarella History and analyze Ambarella Performance. For information on how to trade Ambarella Stock refer to our How to Trade Ambarella Stock guide.You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Ambarella 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.