Roku Inc Stock Alpha and Beta Analysis
| ROKU Stock | USD 67.78 0.15 0.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Roku Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Roku over a specified time horizon. Remember, high Roku'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 Roku's market risk premium analysis include:
Beta 1.54 | Alpha (0.02) | Risk 3.76 | Sharpe Ratio (0.07) | Expected Return (0.28) |
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.
Roku |
Roku Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Roku market risk premium is the additional return an investor will receive from holding Roku 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 Roku. 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 Roku's performance over market.| α | -0.02 | β | 1.54 |
Roku 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 Roku's Buy-and-hold return. Our buy-and-hold chart shows how Roku performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Roku Market Price Analysis
Market price analysis indicators help investors to evaluate how Roku stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Roku shares will generate the highest return on investment. By understating and applying Roku stock market price indicators, traders can identify Roku position entry and exit signals to maximize returns.
Roku Return and Market Media
The median price of Roku for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 81.29 with a coefficient of variation of 6.94. The daily time series for the period is distributed with a sample standard deviation of 5.64, arithmetic mean of 81.22, and mean deviation of 4.07. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Anthony Wood of 504 shares of Roku at 74.49 subject to Rule 16b-3 | 01/02/2025 |
2 | Could Investing 10,000 in Roku Stock Make You a Millionaire | 02/20/2025 |
3 | Acquisition by Anthony Wood of 106672 shares of Roku subject to Rule 16b-3 | 02/28/2025 |
4 | Disposition of 10040 shares by Anthony Wood of Roku subject to Rule 16b-3 | 03/03/2025 |
5 | Wall Street Analysts Believe Roku Could Rally 29.74 percent Heres is How to Trade | 03/04/2025 |
6 | LGT Group Foundation Sells 3,526 Shares of Roku, Inc. | 03/05/2025 |
7 | Roku Is Considered a Good Investment by Brokers Is That True | 03/06/2025 |
8 | Vision Financial Markets LLC Invests 30,000 in Roku, Inc. | 03/07/2025 |
9 | How Is Roku Positioned in the Digital Streaming Space | 03/10/2025 |
10 | Is Most-Watched Stock Roku, Inc. Worth Betting on Now | 03/11/2025 |
11 | Disposition of 4186 shares by Dan Jedda of Roku subject to Rule 16b-3 | 03/13/2025 |
About Roku 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 Roku or other stocks. Alpha measures the amount that position in Roku Inc 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Payables Turnover | 10.23 | 5.09 | 8.42 | 6.17 | Days Of Inventory On Hand | 23.12 | 17.14 | 25.04 | 33.32 |
Roku Upcoming Company Events
As portrayed in its financial statements, the presentation of Roku's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Roku's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Roku's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Roku. Please utilize our Beneish M Score to check the likelihood of Roku's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Roku Stock Analysis
When running Roku's price analysis, check to measure Roku'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 Roku is operating at the current time. Most of Roku's value examination focuses on studying past and present price action to predict the probability of Roku's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Roku's price. Additionally, you may evaluate how the addition of Roku to your portfolios can decrease your overall portfolio volatility.