Wrap Technologies Stock Alpha and Beta Analysis
| WRAP Stock | USD 1.79 0.23 14.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Wrap Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Wrap Technologies over a specified time horizon. Remember, high Wrap Technologies' 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 Wrap Technologies' market risk premium analysis include:
Beta 0.99 | Alpha (0.08) | Risk 4.81 | Sharpe Ratio 0.04 | 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.
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Wrap Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Wrap Technologies market risk premium is the additional return an investor will receive from holding Wrap Technologies 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 Wrap Technologies. 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 Wrap Technologies' performance over market.| α | -0.08 | β | 0.99 |
Wrap Technologies 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 Wrap Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Wrap Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Wrap Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Wrap Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Wrap Technologies shares will generate the highest return on investment. By understating and applying Wrap Technologies stock market price indicators, traders can identify Wrap Technologies position entry and exit signals to maximize returns.
Wrap Technologies Return and Market Media
The median price of Wrap Technologies for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 1.52 with a coefficient of variation of 8.2. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 1.55, and mean deviation of 0.09. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Is Wrap riskier than Acutus Medical | 09/12/2024 |
2 | Wrap Technologies, Inc. Reports Earnings Results for the First Quarter Ended March 31, 2024 - Marketscreener.com | 09/25/2024 |
3 | Acquisition by Szymanski Timothy of 20167 shares of Wrap Technologies subject to Rule 16b-3 | 10/01/2024 |
4 | Disposition of 5000 shares by Norris Elwood G of Wrap Technologies at 1.5645 subject to Rule 16b-3 | 10/10/2024 |
5 | Disposition of 12365 shares by Norris Elwood G of Wrap Technologies at 1.6089 subject to Rule 16b-3 | 10/11/2024 |
6 | Disposition of 12814 shares by Norris Elwood G of Wrap Technologies at 1.5865 subject to Rule 16b-3 | 10/14/2024 |
7 | Disposition of 10000 shares by Norris Elwood G of Wrap Technologies at 1.5396 subject to Rule 16b-3 | 10/15/2024 |
8 | Wrap Technologies Second Quarter 2024 Earnings US0.02 loss per share | 10/16/2024 |
9 | Disposition of 990 shares by Norris Elwood G of Wrap Technologies at 1.8385 subject to Rule 16b-3 | 10/17/2024 |
10 | Acquisition by Srinivasan Rajiv of 8586 shares of Wrap Technologies subject to Rule 16b-3 | 10/29/2024 |
11 | What a Big Dill Caseys Launches All-New Pickle Wrap Pizza | 11/07/2024 |
12 | Wrap Technologies Inc Reports 22 percent Reduction in Operating Expenses for Q3 2024, Paving Way for ... | 11/15/2024 |
13 | Wrap Technologies Unveils Go-Forward Strategy, Pioneering End-to-End Public Safety and Defense ... | 11/22/2024 |
14 | UPDATE Wrap Technologies Launches Go-Forward Strategy, Advancing End-to-End Public Safety and Defense Solutions with New Virginia Facility | 11/25/2024 |
About Wrap Technologies 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 Wrap or other stocks. Alpha measures the amount that position in Wrap Technologies 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.
| 2023 | 2024 (projected) | Dividend Yield | 3.98E-4 | 3.54E-4 | Price To Sales Ratio | 21.39 | 20.32 |
Wrap Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of Wrap Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Wrap Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Wrap Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Wrap Technologies. Please utilize our Beneish M Score to check the likelihood of Wrap Technologies' management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Wrap Stock Analysis
When running Wrap Technologies' price analysis, check to measure Wrap Technologies' 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 Wrap Technologies is operating at the current time. Most of Wrap Technologies' value examination focuses on studying past and present price action to predict the probability of Wrap Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Wrap Technologies' price. Additionally, you may evaluate how the addition of Wrap Technologies to your portfolios can decrease your overall portfolio volatility.