Apple (Chile) Alpha and Beta Analysis
| AAPL Stock | USD 169.02 0.06 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Apple Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Apple over a specified time horizon. Remember, high Apple'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 Apple's market risk premium analysis include:
Beta (0.26) | Alpha 0.0872 | Risk 1.36 | Sharpe Ratio (0.28) | Expected Return (0.38) |
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.
Apple |
Apple Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Apple market risk premium is the additional return an investor will receive from holding Apple 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 Apple. 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 Apple's performance over market.| α | 0.09 | β | -0.26 |
Apple Fundamentals Vs Peers
Comparing Apple's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Apple's direct or indirect competition across all of the common fundamentals between Apple and the related equities. This way, we can detect undervalued stocks with similar characteristics as Apple or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Apple's fundamental indicators could also be used in its relative valuation, which is a method of valuing Apple by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Apple to competition |
| Fundamentals | Apple | Peer Average |
| Return On Equity | 1.48 | -0.31 |
| Return On Asset | 0.2 | -0.14 |
| Profit Margin | 0.25 % | (1.27) % |
| Operating Margin | 0.29 % | (5.51) % |
| Current Valuation | 2.33 T | 16.62 B |
| Shares Outstanding | 15.82 B | 571.82 M |
| Shares Owned By Insiders | 0.07 % | 10.09 % |
Apple Opportunities
Apple Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Apple 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 Apple or other stocks. Alpha measures the amount that position in Apple 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.
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 Apple 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, Apple's short interest history, or implied volatility extrapolated from Apple options trading.
Build Portfolio with Apple
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 Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for Apple Stock analysis
When running Apple's price analysis, check to measure Apple'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 Apple is operating at the current time. Most of Apple's value examination focuses on studying past and present price action to predict the probability of Apple's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Apple's price. Additionally, you may evaluate how the addition of Apple to your portfolios can decrease your overall portfolio volatility.
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Stocks Directory Find actively traded stocks across global markets | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Fundamental Analysis View fundamental data based on most recent published financial statements |
Apple 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.