Qualcomm Incorporated Stock Alpha and Beta Analysis
| QCOM Stock | 21.63 0.43 2.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as QUALCOMM Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in QUALCOMM Incorporated over a specified time horizon. Remember, high QUALCOMM Incorporated'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 QUALCOMM Incorporated's market risk premium analysis include:
Beta 0.46 | Alpha (0.22) | Risk 2.03 | Sharpe Ratio (0.08) | Expected Return (0.16) |
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.
QUALCOMM |
QUALCOMM Incorporated Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. QUALCOMM Incorporated market risk premium is the additional return an investor will receive from holding QUALCOMM Incorporated 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 QUALCOMM Incorporated. 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 QUALCOMM Incorporated's performance over market.| α | -0.22 | β | 0.46 |
QUALCOMM Incorporated 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 QUALCOMM Incorporated's Buy-and-hold return. Our buy-and-hold chart shows how QUALCOMM Incorporated performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.QUALCOMM Incorporated Market Price Analysis
Market price analysis indicators help investors to evaluate how QUALCOMM Incorporated stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading QUALCOMM Incorporated shares will generate the highest return on investment. By understating and applying QUALCOMM Incorporated stock market price indicators, traders can identify QUALCOMM Incorporated position entry and exit signals to maximize returns.
QUALCOMM Incorporated Return and Market Media
The median price of QUALCOMM Incorporated for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 22.5 with a coefficient of variation of 3.35. The daily time series for the period is distributed with a sample standard deviation of 0.75, arithmetic mean of 22.42, and mean deviation of 0.62. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Why QUALCOMM Incorporated Is One of the Best Affordable Tech Stocks to Invest in Now - Yahoo Finance | 12/02/2024 |
2 | Qualcomm Stock Is Ready To Break Out - Seeking Alpha | 12/03/2024 |
3 | Public Employees Retirement System of Ohio Purchases 3,171 Shares of QUALCOMM Incorporated - MarketBeat | 12/09/2024 |
4 | Geode Capital Management LLC Acquires 1,989,725 Shares of QUALCOMM Incorporated - MarketBeat | 12/10/2024 |
About QUALCOMM Incorporated 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 QUALCOMM or other stocks. Alpha measures the amount that position in QUALCOMM Incorporated 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.
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 QUALCOMM Incorporated 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, QUALCOMM Incorporated's short interest history, or implied volatility extrapolated from QUALCOMM Incorporated options trading.
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Check out QUALCOMM Incorporated Backtesting, QUALCOMM Incorporated Valuation, QUALCOMM Incorporated Correlation, QUALCOMM Incorporated Hype Analysis, QUALCOMM Incorporated Volatility, QUALCOMM Incorporated History and analyze QUALCOMM Incorporated Performance. For information on how to trade QUALCOMM Stock refer to our How to Trade QUALCOMM Stock guide.You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
QUALCOMM Incorporated 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.