Amer Sports, Stock Alpha and Beta Analysis
| AS Stock | 26.33 0.46 1.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Amer Sports,. It also helps investors analyze the systematic and unsystematic risks associated with investing in Amer Sports, over a specified time horizon. Remember, high Amer Sports,'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 Amer Sports,'s market risk premium analysis include:
Beta 0.96 | Alpha 0.89 | Risk 3.23 | Sharpe Ratio 0.35 | Expected Return 1.13 |
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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.
Amer |
Amer Sports, Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Amer Sports, market risk premium is the additional return an investor will receive from holding Amer Sports, 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 Amer Sports,. 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 Amer Sports,'s performance over market.| α | 0.89 | β | 0.96 |
Amer Sports, 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 Amer Sports,'s Buy-and-hold return. Our buy-and-hold chart shows how Amer Sports, performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Amer Sports, Market Price Analysis
Market price analysis indicators help investors to evaluate how Amer Sports, stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Amer Sports, shares will generate the highest return on investment. By understating and applying Amer Sports, stock market price indicators, traders can identify Amer Sports, position entry and exit signals to maximize returns.
Amer Sports, Return and Market Media
The median price of Amer Sports, for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 17.98 with a coefficient of variation of 17.89. The daily time series for the period is distributed with a sample standard deviation of 3.19, arithmetic mean of 17.81, and mean deviation of 2.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Resumen Area Nett AS se decide por Hansen para su sistema de informacin al cliente de prxima generacin | 09/05/2024 |
2 | Amer Sports down as Wells Fargo downgrades stock to equal weight | 10/14/2024 |
3 | Amer Sports Shares Gap Down Heres Why | 10/16/2024 |
4 | Amer Sports, Inc. to Report Third Quarter 2024 Financial Results on November 19, 2024 | 10/23/2024 |
5 | Deutsche Bank lifts Amer Sports target to 23 on growth potential | 11/13/2024 |
6 | Amer Sports Reports Third Quarter 2024 Financial Results, Company Raises Full Year Guidance | 11/19/2024 |
7 | Baird raises Amer Sports stock target, rating held on strong Q3 results | 11/20/2024 |
8 | Amer Sports, Inc. Just Beat Earnings Expectations Heres What Analysts Think Will Happen Next | 11/22/2024 |
9 | Comparing Amer Sports and Its Rivals | 11/26/2024 |
About Amer Sports, 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 Amer or other stocks. Alpha measures the amount that position in Amer Sports, 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) | Inventory Turnover | 2.58 | 1.99 | 1.9 | 2.33 | ROIC | 0.0344 | 0.0487 | 0.098 | 0.1 |
Amer Sports, Investors Sentiment
The influence of Amer Sports,'s investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Amer. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Amer Sports,'s public news can be used to forecast risks associated with an investment in Amer. The trend in average sentiment can be used to explain how an investor holding Amer can time the market purely based on public headlines and social activities around Amer Sports,. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Amer Sports,'s market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Amer Sports,'s and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Amer Sports,'s news discussions. The higher the estimated score, the more favorable is the investor's outlook on Amer Sports,.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Amer Sports, in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Amer Sports,'s short interest history, or implied volatility extrapolated from Amer Sports, options trading.
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Additional Tools for Amer Stock Analysis
When running Amer Sports,'s price analysis, check to measure Amer Sports,'s 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 Amer Sports, is operating at the current time. Most of Amer Sports,'s value examination focuses on studying past and present price action to predict the probability of Amer Sports,'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amer Sports,'s price. Additionally, you may evaluate how the addition of Amer Sports, to your portfolios can decrease your overall portfolio volatility.