Kopin Stock Alpha and Beta Analysis
| KOPN Stock | USD 1.10 0.09 8.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kopin. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kopin over a specified time horizon. Remember, high Kopin'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 Kopin's market risk premium analysis include:
Beta 1 | Alpha 0.32 | Risk 6.84 | Sharpe Ratio 0.0668 | Expected Return 0.46 |
Enterprise Value |
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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.
Kopin |
Kopin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kopin market risk premium is the additional return an investor will receive from holding Kopin 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 Kopin. 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 Kopin's performance over market.| α | 0.32 | β | 1.00 |
Kopin 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 Kopin's Buy-and-hold return. Our buy-and-hold chart shows how Kopin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kopin Market Price Analysis
Market price analysis indicators help investors to evaluate how Kopin stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kopin shares will generate the highest return on investment. By understating and applying Kopin stock market price indicators, traders can identify Kopin position entry and exit signals to maximize returns.
Kopin Return and Market Media
The median price of Kopin for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 0.79 with a coefficient of variation of 13.57. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 0.82, and mean deviation of 0.09. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Avery Jill Janice of 64500 shares of Kopin subject to Rule 16b-3 | 09/06/2024 |
2 | Kopin Corporation Announces Pricing of 27 Million Public Offering of Common Stock and Pre-Funded Warrants | 09/20/2024 |
3 | Kopin Corp Q2 2024 Earnings Call Highlights Strong Defense Growth and Strategic Advances | 10/09/2024 |
4 | OLED-on-Silicon Market to Reach USD 5.92 Billion by 2032, Driven by Rising Demand in ArVr And High-Definition Micro display Sectors SS Insider | 11/04/2024 |
5 | Kopin Q3 2024 Earnings Preview | 11/11/2024 |
6 | Kopin Corporation Reports Financial Results for the Third Quarter 2024 | 11/12/2024 |
7 | Earnings call Kopin projects record orders amid Q3 revenue growth | 11/13/2024 |
8 | Long KOPN Kopin Corp. Q3 Earnings, 26 percent Revenue Growth, 75M in Future Orders, F-35 Milestone, and New Micro Display Launch Signal Bullish Reversal at Key ... | 11/14/2024 |
9 | Kopin Third Quarter 2024 Earnings Beats Expectations | 11/15/2024 |
10 | Kopin Subsidiaries Renamed Under Unified Kopin Brand | 11/20/2024 |
11 | Kopin to Showcase Training Simulation Technology at IITSEC 2024 | 11/21/2024 |
12 | Announcing the 2024 Turkey of the Year | 11/27/2024 |
About Kopin 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 Kopin or other stocks. Alpha measures the amount that position in Kopin 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) | Days Sales Outstanding | 118.51 | 81.67 | 93.92 | 107.22 | PTB Ratio | 7.5 | 4.69 | 5.4 | 4.33 |
Kopin Upcoming Company Events
As portrayed in its financial statements, the presentation of Kopin's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kopin's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kopin's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kopin. Please utilize our Beneish M Score to check the likelihood of Kopin's management manipulating its earnings.
| 12th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th 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 Kopin
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Align your risk with return expectations
Check out Kopin Backtesting, Kopin Valuation, Kopin Correlation, Kopin Hype Analysis, Kopin Volatility, Kopin History and analyze Kopin Performance. To learn how to invest in Kopin Stock, please use our How to Invest in Kopin guide.You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Kopin 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.