Leidos Holdings Stock Alpha and Beta Analysis
| LDOS Stock | USD 134.55 1.69 1.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Leidos Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Leidos Holdings over a specified time horizon. Remember, high Leidos Holdings' 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 Leidos Holdings' market risk premium analysis include:
Beta 0.31 | Alpha (0.26) | Risk 1.98 | Sharpe Ratio (0.1) | Expected Return (0.19) |
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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.
Leidos |
Leidos Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Leidos Holdings market risk premium is the additional return an investor will receive from holding Leidos Holdings 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 Leidos Holdings. 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 Leidos Holdings' performance over market.| α | -0.26 | β | 0.31 |
Leidos Holdings 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 Leidos Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Leidos Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Leidos Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Leidos Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Leidos Holdings shares will generate the highest return on investment. By understating and applying Leidos Holdings stock market price indicators, traders can identify Leidos Holdings position entry and exit signals to maximize returns.
Leidos Holdings Return and Market Media
The median price of Leidos Holdings for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 143.2 with a coefficient of variation of 6.73. The daily time series for the period is distributed with a sample standard deviation of 9.64, arithmetic mean of 143.23, and mean deviation of 7.76. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 12/13/2024 |
| Leidos Holdings dividend paid on 31st of December 2024 | 12/31/2024 |
2 | Is Leidos Holdings the Best Information Technology Services Stock to Buy Right Now | 02/19/2025 |
3 | Wall Street Analysts Think Leidos Is a Good Investment Is It | 02/27/2025 |
4 | Leidos is a Top-Ranked Value Stock Should You Buy | 03/04/2025 |
5 | Is Leidos a Great Value Stock Right Now | 03/05/2025 |
6 | Disposition of 2949 shares by Gerard Fasano of Leidos Holdings at 89.08 subject to Rule 16b-3 | 03/06/2025 |
7 | Acquisition by Daniel Antal of 3758 shares of Leidos Holdings subject to Rule 16b-3 | 03/07/2025 |
8 | Leidos Holdings, Inc. Passed Our Checks, And Its About To Pay A US0.40 Dividend | 03/10/2025 |
9 | Leidos Named to Worlds Most Ethical Companies List for Eighth Consecutive Year | 03/11/2025 |
10 | How SEM Coaches Drive Energy Savings | 03/13/2025 |
About Leidos Holdings 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 Leidos or other stocks. Alpha measures the amount that position in Leidos Holdings 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.
| 2010 | 2015 | 2021 | 2022 (projected) | Dividend Yield | 0.0131 | 0.0285 | 0.0159 | 0.0106 | Price To Sales Ratio | 1.21 | 0.81 | 0.91 | 1.18 |
Leidos Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Leidos Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Leidos Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Leidos Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Leidos Holdings. Please utilize our Beneish M Score to check the likelihood of Leidos Holdings' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of February 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 Leidos Holdings
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Additional Tools for Leidos Stock Analysis
When running Leidos Holdings' price analysis, check to measure Leidos Holdings' 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 Leidos Holdings is operating at the current time. Most of Leidos Holdings' value examination focuses on studying past and present price action to predict the probability of Leidos Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Leidos Holdings' price. Additionally, you may evaluate how the addition of Leidos Holdings to your portfolios can decrease your overall portfolio volatility.