Qurate Retail Series Stock Alpha and Beta Analysis
| QRTEA Stock | USD 0.47 0.05 11.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Qurate Retail Series. It also helps investors analyze the systematic and unsystematic risks associated with investing in Qurate Retail over a specified time horizon. Remember, high Qurate Retail'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 Qurate Retail's market risk premium analysis include:
Beta 2.27 | Alpha (0.52) | Risk 4.93 | Sharpe Ratio (0.03) | Expected Return (0.15) |
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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.
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Qurate Retail Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Qurate Retail market risk premium is the additional return an investor will receive from holding Qurate Retail 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 Qurate Retail. 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 Qurate Retail's performance over market.| α | -0.52 | β | 2.27 |
Qurate Retail 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 Qurate Retail's Buy-and-hold return. Our buy-and-hold chart shows how Qurate Retail performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Qurate Retail Market Price Analysis
Market price analysis indicators help investors to evaluate how Qurate Retail stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Qurate Retail shares will generate the highest return on investment. By understating and applying Qurate Retail stock market price indicators, traders can identify Qurate Retail position entry and exit signals to maximize returns.
Qurate Retail Return and Market Media
The median price of Qurate Retail for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 0.55 with a coefficient of variation of 13.7. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 0.53, and mean deviation of 0.06. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Dias Fiona P of 498 shares of Qurate Retail subject to Rule 16b-3 | 09/06/2024 |
2 | Acquisition by Dias Fiona P of 60558 shares of Qurate Retail subject to Rule 16b-3 | 09/10/2024 |
3 | Disposition of 74830 shares by Wilm Renee L of Qurate Retail at 0.4814 subject to Rule 16b-3 | 09/12/2024 |
4 | Acquisition by Dias Fiona P of 1020 shares of Qurate Retail subject to Rule 16b-3 | 09/16/2024 |
5 | QVC, Inc. Announces Results of Private Exchange Offers for Outstanding 2027 and 2028 Notes | 09/23/2024 |
6 | Qurate Retail Inc Annual Shareholders Meeting Transcript | 09/24/2024 |
7 | Is Qurate Retail, Inc. the Best Penny Stock with a Low PE Ratio | 10/18/2024 |
8 | Qurate Retail Inc Reports Q3 2024 Revenue of 2.34 Billion, Missing Estimates | 11/07/2024 |
9 | Acquisition by Wilm Renee L of 17783 shares of Qurate Retail subject to Rule 16b-3 | 11/18/2024 |
10 | Qurate Retail, Inc. Declares Quarterly Cash Dividend on 8.0 percent Series A Cumulative Redeemable Preferred Stock | 11/19/2024 |
11 | Disposition of 43064 shares by Brian Wendling of Qurate Retail at 0.3616 subject to Rule 16b-3 | 11/21/2024 |
About Qurate Retail 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 Qurate or other stocks. Alpha measures the amount that position in Qurate Retail Series 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) | Dividend Yield | 0.16 | 0.0194 | 0.0236 | 0.0224 | Price To Sales Ratio | 0.22 | 0.0512 | 0.031 | 0.0295 |
Qurate Retail Upcoming Company Events
As portrayed in its financial statements, the presentation of Qurate Retail's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Qurate Retail's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Qurate Retail's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Qurate Retail. Please utilize our Beneish M Score to check the likelihood of Qurate Retail's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 3rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th 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 Qurate Retail
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Qurate Retail Backtesting, Qurate Retail Valuation, Qurate Retail Correlation, Qurate Retail Hype Analysis, Qurate Retail Volatility, Qurate Retail History and analyze Qurate Retail Performance. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Qurate Retail 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.